With reference to the SymbolData class in this example:

EMACrossUniverseSelectionExample

Has anyone an example of using composite indicators in this class? EG something like the following which is not working as regards the composite indicator.

class SymbolData(QCAlgorithm): def __init__(self, symbol): self.symbol = symbol self.fast = ExponentialMovingAverage(100) self.slow = ExponentialMovingAverage(300) self.mix = IndicatorExtensions.Minus(ExponentialMovingAverage(300),ExponentialMovingAverage(100)) def update(self, time, value): if self.fast.Update(time, value) and self.slow.Update(time,value) and self.mix.Update(time,value): fast = self.fast.Current.Value slow = self.slow.Current.Value mix - self.mix.Current.Value