# Use the template algorithm for futures from FuturesUniverseSelectionModel import FuturesUniverseSelectionModel class MultidimensionalUncoupledAtmosphericScrubbers(QCAlgorithm): def Initialize(self): self.SetStartDate(2019, 2, 18) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.SetUniverseSelection(FuturesUniverseSelectionModel(self.SelectFuturesSymbols)) # Is def OnData(self,data): used for trade logic? def OnData(self, data): if self.ES.Current.Value > 100: self.SetHoldings(SP500EMini,-1) else:self.SetHoldings(SP500EMini,1) # Is lines 21,22,23, assigning the symbol SP500EMini to the algo? def SelectFuturesSymbols(self, utcTime): ES = Futures.Indices.SP500EMini return [ Symbol.Create("SP500EMini", SecurityType.Future, Market.USA) ] #Here I attempted to assign the future to ES, is this the correct method #for using the ES for trade logic? self.ES = self.AddFuture(SP500EMini, Resolution.Daily) self.ESMomo = self.MOMP(SP500EMini,50,Resolution.Daily) # Did I do this correctly or what have missed/did wrong?