class UncoupledMultidimensionalAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 13)  # 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)
        


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