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