Hi. I'm a very beginner to QuantConnect and to AlgoTrading.

I'm interested in learning/creating algorithms for short-term trading; My target is the brazilian stock exchange.

As far as I understood, I need minute-resolution brazilian data and I cannot obtain it neither from QuantConnect nor from Quandl sources for Google or Yahoo Finance. However, Yahoo Interactive chart api provides the data I need, and I wrote my own class importing it (based on the Quandl class).

1. Real data (excluding the null entries) comes in irregular intervals. Sometimes 1 minute, sometimes 3 or even 6. Is this a problem for QuantConnect framework?

2. Running a 1 month backtest, I wasn't able to use the ExponentialMovingAverage class provided by QuantConnect. The EMA throws a runtime error saying "this is a forward only indicator". What am I doing wrong? Data is sorted just like Quandl data.

3. As a temporary solution I implemented a separate Exponential Moving Average class based on the video tutorial (attached project). I see at least two issues:

3.1. Multiple Trades are happening at the same time. For example, 2015-06-19 20:07:00 has more than 10!

3.2. In the IDE Trades list (and in the STOCKPLOT chart), I can only see trades between 2015-06-01 and 2015-06-19, while in the downloaded trades list, I see trades along the whole tested period (attached backtest).

Help please! I really enjoy the idea of QuantConnect, but I'm not being able to do the very basic.

Thanks in advance