So I want to make trades based on the slope of the volume of shares being traded. It looks great in TradingView but I am now attempting to bring it on to QuantConnect. The tickers are of course fillers but I will happily share them once someone helps me lol

class VentralParticlePrism(QCAlgorithm): def Initialize(self): self.SetStartDate(2012, 7, 17) # Set Start Date self.SetEndDate(2020, 7, 17) self.SetCash(250000000) # Set Strategy Cash self.AddEquity("SPY", Resolution.Minute) self.AddEquity("XYZ", Resolution.Minute) self.AddEquity("ABC", Resolution.Minute) self.vma = self.SMA("ABC", 365, Resolution.Daily, Field.Volume) #Here is my problem. self.vmaSlope = self.MOMP(self.vma, 14, Resolution.Daily) #How do I calculate this? I want to find the momentum of this indicator over the given period. self.Schedule.On( self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen(5), self.Derp) def Derp(self): if self.vmaSlope <= -0.1: self.SetHoldings("XYZ", 0.9) self.SetHoldings("SPY", 0) self.SetHoldings("ABC", 0.1) if self.vmaSlope.Current.Value <= -0.01: self.Liquidate("XYZ")