IEnumerable<Symbol> MyCoarseFilterFunction(IEnumerable<CoarseFundamental> coarse) { // Linq makes this a piece of cake; var stocks = (from c in coarse let avg = _stateData.GetOrAdd(c.Symbol, sym => new SelectionData(200)) where avg.Update(c.EndTime, c.AdjustedPrice) where c.DollarVolume > 1000000000 && c.Price > avg.Ema orderby c.DollarVolume descending select c.Symbol).Take(10).ToList(); return stocks; }

I would like to generate an EMA using the high prices for the day as opposed to the adjusted price (adjusted Close?) for use in my coarse filter. How can I pass the high to the Update method? I tried using 'History<TradeBar>(c.Symbol, 1, Resolution.Daily).First().High' in place of 'c.AdjustedPrice', but then I get "Runtime Error: Sequence contains no elements."

Any suggestions? Thanks!