I am applying the selection algorithm in the snippet below, but I am getting a compilation error on the line that is supposed to take the price-filtered list and apply EMA filtering to it (the line that begins with var EMALong, towards the end).

I've tried understanding what's wrong and suspect it's some kind of a type mismatch issue, though i can't put my finger on it. Can anyone take a look and give a poor C# noob a help?

 

public class UniverseSelectionADX : QCAlgorithm { private const int NumberOfSymbols = 10; private const decimal AllocationProportion= 0.1m; private readonly ConcurrentDictionary<Symbol, EMASelection> EMASelectionData = new ConcurrentDictionary<Symbol, EMASelection>(); //defines a dictionary: EMASelectionData private class EMASelection{ //function to handle selection by EMA public readonly ExponentialMovingAverage Fast; public readonly ExponentialMovingAverage Slow; public EMASelection(){ Fast = new ExponentialMovingAverage(9); Slow = new ExponentialMovingAverage(21); } public decimal ScaledDelta{ //calculates the proportion of ema delta get { return (Fast - Slow)/((Fast + Slow)/2m); } } public bool Update(DateTime time, decimal value){ // updates the EMA indicators, returning true when they're both ready return Fast.Update(time, value) && Slow.Update(time, value); } } SecurityChanges _changes = SecurityChanges.None; // initialize our changes to nothing public override void Initialize() { UniverseSettings.Leverage = 2.0m; UniverseSettings.Resolution = Resolution.Daily; SetStartDate(2014, 01, 01); SetEndDate(2015, 01, 01); SetCash(20000); AddUniverse(CoarseSelectionFunction); // this add universe method accepts a single parameter that is a function that accepts an IEnumerable<CoarseFundamental> and returns IEnumerable<Symbol> } public static IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse) { // sort the data by daily dollar volume and take the top 'NumberOfSymbols' var filteredByPrice = coarse.Where(x => (x.Price > 15m) && (x.Price < 150m)); //filter out stocks by price var EMALong = EMASelectionData.GetOrAdd(filteredByPrice(x => x.Symbol), selectionF => new EMASelection()); // var EMAFiltered = filteredByPrice; var sortedByDollarVolume = filteredByPrice.OrderByDescending(x => x.DollarVolume); // sort descending by daily dollar volume var topEntries = sortedByDollarVolume.Take(NumberOfSymbols); // take the top entries from our sorted collection return topEntries.Select(x => x.Symbol); // return only the symbol objects }