I have seen several examples/discussions that broach this topic, but none that completely capture what I am trying to achieve. 

This includes: EmaCrossUniverseSelectionAlgorithm.py, MultipleSymbolConsolidationAlgorithm.py, and the 200-50 EMA Momentum Universe bootcamp.

I would like to create a Coarse/Fine selection universe that picks a finite number of Equities, and using RollingWindows (or History although this may be slower) calculates the fast/slow EMA of each symbol from the current minute and previous several minutes, stores the EMA values into a RollingWindow or multiple RollingWindows. From there, I would apply trading logic to execute orders such as an EMA Cross/EMA Spread.

The resolution of the strategy needs to be in minutes but the Universe could update on a daily basis.

Is any of this possible to code in QuantConnect? I have attempted to store EMA 50 and EMA 200 into two separate RollingWindows using a dictionary however the RollingWindows seem to copy each other and the values being stored seems to be the Equity Price and not the EMA values. The complexity of this code is exceeding my humble python abilities.

If anyone is able to provide solutions/suggestions in Python I would appreciate it.