Hi All, 

Just moved from quantopian, and liking the look of the platform.

Attempting to replicate a strategy which normalises a smoothed ATR signal using the price 

 closes = data.history(symbol(sym), 'close', 200, '1d')
 highs = data.history(symbol(sym), 'high', 200, '1d')
 lows = data.history(symbol(sym), 'low', 200, '1d')

 fast_atr = talib.EMA(talib.ATR(highs,lows,closes,timeperiod=context.natr_fast)/

The algo then trades on the signal

not sure how to do this within quantconnect.

Tried below which is pretty clumsy         

        self.fast_atr = self.ATR("SPXY", self.fast_atr_period, Resolution.Daily)
        self.n_fast_atr = IndicatorExtensions.Over(self.fast_atr,"SPXY")*100
        self.n_fast_atr_ema = IndicatorExtensions.EMA(self.n_fast_atr,5)

But it throughts up the following errorDuring the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the Over method. Please checkout the API documentation.
at Initialize in main.py:line 37

TypeError : No method matches given arguments for Over

Any suggestions?