class EMACrossoverWithRSI(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2020, 1, 1)
        self.set_end_date(2023, 1, 1)
        self.set_cash(100000)
        # Add SPY with daily resolution
        self.symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        # Create EMAs
        self.fast_ema = self.ema(self.symbol, 12, 0.1)
        self.slow_ema = self.ema(self.symbol, 26, 0.1)
        # Create the slow EMA of the fast value
        self.fast_value = IndicatorDataPoint(self.symbol, self.time, 0)
        self.slow_of_fast = self.ema(self.symbol, 9, 0.1)
        # Create RSI on the histogram
        self.histogram = IndicatorDataPoint(self.symbol, self.time, 0)
        self.rsi_histogram = self.rsi(self.symbol, 5)
    def on_data(self, slice: Slice) -> None:
        if not self.fast_ema.is_ready or not self.slow_ema.is_ready:
            return
        # Calculate fast value and histogram
        fast_value = self.fast_ema.current.value - self.slow_ema.current.value
        self.fast_value.update(slice.time, fast_value)
        if not self.slow_of_fast.is_ready:
            return
        histogram_value = fast_value - self.slow_of_fast.current.value
        self.histogram.update(slice.time, histogram_value)
        # Check entry rule
        if self.rsi_histogram.is_ready and self.rsi_histogram.current.value < 10:
            self.set_holdings(self.symbol, 1.0)
        elif self.portfolio[self.symbol].invested:
            self.liquidate(self.symbol)
+ Expand
- Collapse

This corrected version addresses the issues with method calls and type assignments. The ema and rsi methods are now correctly used with appropriate parameters, and the IndicatorDataPoint is initialized with the correct arguments.

Sources: Requesting Data - QuantConnect.com, Daily Algorithm, Head & Shoulders TA Pattern Detection, Dual Thrust Trading Algorithm, E T F Constituent Universe R S I Alpha Model Algorithm

Runtime Error: type object 'slice' has no attribute 'time'
  at enter_position
    self.fast_value.update(slice.time, fast_value)
                           ^^^^^^^^^^
 in main.py: line 72

Actually, I'm calling the logic from a scheduled event, 2 minutes before market close. So we don't have access to the bar object:

        self.schedule.on(
            self.date_rules.every_day(self.spy, extended_market_hours=False),
            self.time_rules.before_market_close(self.spy, 2),
            self.enter_position
        )
        self.schedule.on(
            self.date_rules.every_day(self.spy, extended_market_hours=False),
            self.time_rules.before_market_close(self.spy, 3),
            self.exit_position
        )

Hi David

`slice` is the object argument received in the on_data method. In a scheduled event, you can use `self.time`.

Best
Louis