Hello All! I am new to quantconnect and I am mind-blown by the possibilities that QC has to offer. Nonetheless I have a few questions ... :)

I am trying to develop a strategy where I want to:


* Subscribe to a custom universe with daily data resolution but with a condition requiring the 2 period weekly RSI. Update Universe every Friday.

*With the output symbols from the custom universe, consolidate data to weekly resolution for a Sell condition on the RSI indicator. And also have the possibility to access the daily data.

Currently I am using 2 custom classes:

SelectionData which is used to select the stocks for the custom universe, but I want to check if the 2 week period RSI is below 20

SymbolData which consolidates the data from the output stocks of the universe to weekly data, but the consolidations doesn't seem to work when I debug the 2 period weekly RSI.


Any Insights or links to similar projects?