Trying to Chart Continuous Futures Prices

from datetime import timedelta

class FuturesChartingDemoAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.settings.automatic_indicator_warm_up = True
        self.future_tickers = [Futures.Indices.SP500E_MINI, Futures.Metals.GOLD]
        self.contracts = {}
        self.indicators = {}
        for ticker in self.future_tickers:
            future = self.add_future(ticker, Resolution.DAILY)
            future.set_filter(timedelta(0), timedelta(182))
            self.indicators[ticker] = {"ema_fast": None, "ema_slow": None}
            price_chart = Chart(f"{ticker} Price")
            self.add_chart(price_chart)
            price_chart.add_series(Series("CROSS UP", SeriesType.SCATTER, "$", Color.green, ScatterMarkerSymbol.TRIANGLE))
            price_chart.add_series(Series("CROSS DOWN", SeriesType.SCATTER, "$", Color.red, ScatterMarkerSymbol.TRIANGLE_DOWN))
            price_chart.add_series(Series("EMA FAST", SeriesType.LINE, "$", Color.orange))
            price_chart.add_series(Series("EMA SLOW", SeriesType.LINE, "$", Color.blue))
            candlestick_chart = Chart(f"{ticker} Candlestick")
            self.add_chart(candlestick_chart)
            candlestick_chart.add_series(CandlestickSeries(ticker, "$"))

    def on_data(self, slice: Slice) -> None:
        for symbol, chain in slice.future_chains.items():
            ticker = symbol.value
            if not chain:
                continue
            front_contract = sorted(chain, key=lambda contract: contract.expiry)[0]
            self.contracts[ticker] = front_contract
            if ticker not in self.indicators:
                self.indicators[ticker] = {"ema_fast": None, "ema_slow": None}
            if self.indicators[ticker]["ema_fast"] is None:
                self.indicators[ticker]["ema_fast"] = self.ema(front_contract.symbol, 10)
                self.indicators[ticker]["ema_slow"] = self.ema(front_contract.symbol, 50)
            contract = self.contracts[ticker]
            ema_fast = self.indicators[ticker]["ema_fast"]
            ema_slow = self.indicators[ticker]["ema_slow"]
            if ema_fast.is_ready and ema_slow.is_ready:
                self.plot(f"{ticker} Price", "EMA FAST", ema_fast.current.value)
                self.plot(f"{ticker} Price", "EMA SLOW", ema_slow.current.value)
                if contract.symbol in self.securities:
                    latest_price = self.securities[contract.symbol].price
                    self.plot(f"{ticker} Candlestick", ticker, latest_price)
                if (ema_fast.current.value > ema_slow.current.value and 
                    ema_fast[1] < ema_slow[1]):
                    self.plot(f"{ticker} Price", "CROSS UP", self.securities[contract.symbol].price)
                elif (ema_fast.current.value < ema_slow.current.value and 
                    ema_fast[1] > ema_slow[1]):
                    self.plot(f"{ticker} Price", "CROSS DOWN", self.securities[contract.symbol].price)

Sources: Futures Momentum Algorithm, Futures Fast Trend Following, with Trend Strength, Ema Cross Futures Front Month Algorithm, Indicator Suite Algorithm, Custom Charting Algorithm