Awesome Oscillator

import numpy as np
from collections import deque
from datetime import datetime 

class AwesomeOscillator:
    '''
    //@version=3
    study(title="Awesome Oscillator", shorttitle="AO")
    ao = sma(hl2,5) - sma(hl2,34)
    plot(ao, color = change(ao) <= 0 ? red : green, style=histogram)
    '''

    def __init__(self, period_fast=5, period_slow=34):
        
        self.Name = "Awesome Osc - {}, {}".format(period_fast, period_slow)
        self.Time = datetime.min
        self.Value = 0
        self.IsReady = False
        
        self.fast_sma_queue = deque(maxlen=period_fast)
        self.slow_sma_queue = deque(maxlen=period_slow)
        

    def __repr__(self):
        return "{0} -> IsReady: {1}. Time: {2}. Value: {3}".format(self.Name, self.IsReady, self.Time, self.Value)

    # Update method is mandatory
    def Update(self, input):
        
        # Fill the queues
        hl2 = (input.High + input.Low) / 2
        self.fast_sma_queue.appendleft(hl2)
        self.slow_sma_queue.appendleft(hl2)
        
        # Calc the SMA's
        fast_count = len(self.fast_sma_queue)
        fast_sma = sum(self.fast_sma_queue) / fast_count
    
        slow_count = len(self.slow_sma_queue)
        slow_sma = sum(self.slow_sma_queue) / slow_count
        
        self.Value = fast_sma - slow_sma
        
        self.Time = input.EndTime
        self.IsReady = slow_count == self.slow_sma_queue.maxlen
        
        
class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        self.SetStartDate(2018,1,1)    #Set Start Date
        self.SetEndDate(2019,1,1)      #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddEquity("SPY", Resolution.Daily)
        
        self.AO = AwesomeOscillator()
        self.RegisterIndicator("SPY", self.AO, Resolution.Daily)
        
        # Create a chart for the indicator
        AOChart = Chart("Awesome", ChartType.Stacked)
        AOChart.AddSeries(Series('AO', SeriesType.Line))
        
 
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

        Arguments:
            data: Slice object keyed by symbol containing the stock data
        '''
        
        self.Debug(self.AO)
        
        if not self.AO.IsReady: return
        
        self.Plot('Awesome', 'AO', self.AO.Value)

Samuele scarfone,
Here is my attempt at creating  Awesome Oscillator as custom indicator.