Basically looking to expand on the boot camp using the output of a consolidator to detect an open range breakout for multiple stocks instead of just one, but it doesn't seem to ever invest

// I have these objects, the Dictionary is used to hold the consolidated tradebar private Dictionary<string, TradeBar> MyStocks = new Dictionary<string, TradeBar>(); private string[] _stocks = new string[] { "TSLA", "AMD", "BAC", "SYMC", "HP" }; //then in Initialize() I add the equities with 1 minute resolution, and add it to my dictionary as well //as set the consolidation for(int i = 0; i < _stocks.Length; i++) { AddEquity(_stocks[i], Resolution.Minute); MyStocks.Add(_stocks[i], null); Consolidate(_stocks[i], TimeSpan.FromMinutes(30), OnDataConsolidation); } //With my OnDataConsolidation method being as follows - private void OnDataConsolidation(TradeBar bar) { if(bar.Time.Hour == 9 && bar.Time.Minute == 30) { MyStocks[bar.Symbol] = bar; } } //And my OnData function looking as follows to check each equity of the proper parameters public override void OnData(Slice data) { for(int i = 0; i < _stocks.Length; i++) { if(!Portfolio[_stocks[i]].Invested && MyStocks[_stocks[i]] != null) { if(data[_stocks[i]].Close > MyStocks[_stocks[i]].High) { SetHoldings(_stocks[i], 1/_stocks.Length); } if(data[_stocks[i]].Close < MyStocks[_stocks[i]].Low) { SetHoldings(_stocks[i], -1/_stocks.Length); } } } }