- Removes `UniverseSettings.DataNormalizationMode` (it will ne addressed in a dedicated issue: https://github.com/QuantConnect/Lean/issues/3082)
- Adds examples/tests for Tick resolution, Forex (QuoteBar data) and Custom data.
- Tick resolution is not allowed: logs a message
- Custom data example/test added in `CustomDataNiftyAlgorithm`
- Adds support for ATR and VWAP since they are, respectively, a bar and a trade bar indicator.
- Adds consolidators to handle difference between data resolution and indicator resolution.
* Previous version entered Nifty OnData method prior to initializing CorrelationPair in DollarRupee method
Made this adjustment to ensure that CorrelationPair is properly instantiated -- previous method didn't initialize it in DollarRupee OnData method and so failed in evaluation later. Also, the Python version of this algo. used Portfolio.MarginRemaining to calculate quantity and so I changed this one to ensure they return the same results.
* Minor spacing edits to make cleaner
AlexCatarino