Facing some confusion based off the instrucitons. Still learning but I figured this would be the best spot. 

Followed the instrucitons on Git, installed VS and docker, seems like everything is pushed through and works. The test algo worked and returned statistics.

That being said, i was hoping to be able to run my algo through on my local machine. Main reason for this is that I want to eventually expand it to use TD Ameritrade (my primary broker) and I would also like to incorporate using a CSV export to determine the securities in the investable universe.

My main question here is how could/should I set my system up to be able to run the algo I have written in QC? Should the files be located in the LEAN engine folder? Is there a quick way to send it all over to docker once it is run? How do I run these py files on a local environment?

Additionally: Is there a way to add a momentum indicator for all stocks within a universe? I tried using the below but its not working so I figure it is the wrong syntax. Is there a library where I can find the syntax for these functions?

        for security in sortedByDollarVolume:
            self.security.Ticker.Momentum = self.MOMP(security.Ticker, 50, Resolution.Minute)

Thank you in advance for your help. I apologize if the answer may seem elementary but trying to learn!