I'm trying to re-create AwesomeOscillator into QC style so could use it with my backtesting strategies. Recentry I've found out that you can use Debug only inside class which has Initialize method. 

So, here is my AwesomeOscillator class

namespace QuantConnect { public class AwesomeOscillator : BarIndicator, IIndicatorWarmUpPeriodProvider{ private readonly int _period; public int WarmUpPeriod { get; } public override bool IsReady => _slow_sma_queue.Count() == _period_slow; public int _period_fast; public int _period_slow; private List<decimal> _fast_sma_queue = new List<decimal>(); private List<decimal> _slow_sma_queue = new List<decimal>(); public AwesomeOscillator(string name, int period_fast = 5, int period_slow = 34) : base(name){ _period_fast = period_fast; _period_slow = period_slow; } protected override decimal ComputeNextValue(IBaseDataBar input){ // Calculation AO = sma((high+low)/2, lengthAO1) - sma((high+low)/2, lengthAO2) decimal CurrentQueue = ((input.Low + input.High)/ 2); decimal fast_sma = 0m; decimal slow_sma = 0m; if(_period_fast >= _fast_sma_queue.Count()){ _fast_sma_queue.Add(CurrentQueue); } else { fast_sma = _fast_sma_queue.Sum() / _period_fast; } if(_period_slow >= _slow_sma_queue.Count()){ _slow_sma_queue.Add(CurrentQueue); } else { slow_sma = _slow_sma_queue.Sum() / _period_slow; } return (fast_sma - slow_sma); } } }

It gives me nothing as a result, but I cannot even debug it. 

Would love to read some of your advices, thanks

Author