Sorry if this is the wrong place to post this but I was wondering if someone could look at this code and comment on if its the correct way to use and ADX indicator in a 5 minute data consolidation?  Thanks for your time! 

import numpy as np import datetime import calendar class VPPlgorithm(QCAlgorithm): 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(2013,1,18) #Set Start Date self.SetEndDate(2013,11,21) #Set End Date self.SetCash(10000) #Set Strategy Cash self.AddForex("USDJPY", Resolution.Minute, Market.Oanda) self.SetBrokerageModel(BrokerageName.OandaBrokerage) self.adx = AverageDirectionalIndex("USDJPY",14) fiveMinuteConsolidator = QuoteBarConsolidator(datetime.timedelta(minutes=5)) fiveMinuteConsolidator.DataConsolidated += self.FiveMinuteBarHandler self.SubscriptionManager.AddConsolidator("USDJPY", fiveMinuteConsolidator) self.RegisterIndicator("USDJPY", self.adx, fiveMinuteConsolidator) self.SetWarmUp(5*14, Resolution.Minute) def FiveMinuteBarHandler(self, sender, consolidated): if self.adx.IsReady: self.Log("ADX: " + str(self.adx.Current.Value)) def OnData(self, data): pass