Previous Day Breakout w/ Volume Conformation

AegeanFutures

Here is your algorithm with some modifications. I hope on helps to solve the problem.

If you are satisfied with my answer, please accept it and don't forget to like it

Vladimir, thank you for getting back to me so quickly and all of the help I've gotten from you in my time here on QC. 

What I want this algorithm to do is to firstly check if the current bars price is greater that the highest price of the previous days high or lower than the low. Then it should check to make sure the previous one minute bar was inside the range of the previous day. Finally the confirmation to take the trade is the breakout bar, current bar printing outside of the range, having a multiple higher volume than the moving average of volume on the one minute bar time period. I tweaked what you sent me a bit but am getting an error saying the NONE TYPE object, my tradebarwindow doesn't have the attribute close, high or low. 

Can you tell me what it is I'm missing . I ran the code on the time period you have in your original implementation of this and it didn't give me the error. Also I would appreciate you taking a look at how I've implemented my trading logic to make sure I am actually analyzing the data as I've stated above I'm trying too. Here is my code with the edits , Best Regards 

#region imports
from AlgorithmImports import *
#endregion
# Breakup of the previous bar with volume confirmation

STOCK = 'SPY'; MA = 30; 

class BreakdownOfThePreviousBarWithVolumeConfirmation(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2015, 1, 1) 
        self.SetEndDate(2020, 1, 1) 
        self.SetCash(100000) 
        res = Resolution.Minute
        self.stock = self.AddEquity(STOCK, res).Symbol
        self.sma = self.SMA(self.stock, MA,  res, Field.Volume)
        self.YH = self.MAX(self.stock, 1, Resolution.Daily, Field.High)
        self.YL = self.MIN(self.stock, 1, Resolution.Daily, Field.Low) 
        self.SetWarmUp(MA, res)
        self.tradeBarWindow = RollingWindow[TradeBar](2)

        self.Schedule.On(self.DateRules.EveryDay("SPY"), 
                 self.TimeRules.BeforeMarketClose("SPY", 10), 
                 self.EveryDayBeforeMarketClose)
        

    def OnData(self, data: Slice):
        self.tradeBarWindow.Add(data["SPY"])
        if not self.stock in data.Bars: return
        if not self.sma.IsReady: return
        if not self.tradeBarWindow.IsReady:
            return
 
        price = self.Securities[self.stock].Price
        vmar = self.Securities[self.stock].Volume/self.sma.Current.Value
        
        if price < self.YL.Current.Value and self.tradeBarWindow[1].Close > self.YL.Current.Value :
            if vmar > 4.0:
                self.SetHoldings(self.stock, 1.0)
                
        elif price >= self.YH.Current.Value and self.tradeBarWindow[1].Close < self.YH.Current.Value :
            if vmar > 4.0:
                self.SetHoldings(self.stock, -1.0)
    def EveryDayBeforeMarketClose(self):
        self.Liquidate(self.stock)

AegeanFutures

Here is another algorithm with my attempts to solve most of your request 

What I want this algorithm to do is to firstly check if the current bars price 

is greater that the highest price of the previous minute high or lower than the low.

                if price >= self.PrevHighM.Current.Value:

              if price < self.PrevLowM.Current.Value:     

Then it should check to make sure the previous one minute bar was inside the 

range of the previous day. 

                    if self.PrevHighM.Current.Value < self.PrevHighD.Current.Value:

                       if self.PrevLowM.Current.Value > self.PrevLowD.Current.Value:  

Finally the confirmation current bar, having a multiple higher volume than the 

moving average of volume on the one minute bar time period.

                              if vmar > MULT:

If you are satisfied with my answer, please accept it and don't forget to like it