class UncoupledMultidimensionalAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        tickers = ["SPY", "TLT"]
        
        # Dictionary to hold Symbol Data
        self.symbolData = {}
        
        for ticker in tickers:
            # Add equity data
            symbol = self.AddEquity(ticker, Resolution.Daily).Symbol
            # Create symbol data for respective symbol
            self.symbolData[symbol] = SymbolData(self, symbol)
        
        
    def OnData(self, data):
        # Make sure indicators and rolling windows are ready
        if not all([symbol.IsReady for symbol in self.symbolData.values()]):
            return
        
        for symbol, value in self.symbolData.items():
            # If the ADX today is higher than ADX yesterday
            if value.adxWindow[0] > value.adxWindow[1]:
                self.MarketOrder(symbol, 100)
        
    
    

class SymbolData:
    
    def __init__(self, algorithm, symbol):
        self.algorithm = algorithm
        self.symbol = symbol
        self.adx = algorithm.ADX(symbol, 14, Resolution.Daily) # Define our indicator
        self.adxWindow = RollingWindow[IndicatorDataPoint](2) # Define our rolling window to hold indicator points
        self.adx.Updated += self.OnAdxUpdated # Set our event handler
        
    def OnAdxUpdated(self, sender, updated):
        if self.adx.IsReady: 
            self.adxWindow.Add(updated) # Add updated indicator data to rolling window
        
        
    @property
    def IsReady(self):
        return self.adx.IsReady and self.adxWindow.IsReady