diff --git a/project-templates/csharp/intraday-greeks-based-options-selection/Main.cs b/project-templates/csharp/intraday-greeks-based-options-selection/Main.cs
index aacc08464b..a2f6c91624 100644
--- a/project-templates/csharp/intraday-greeks-based-options-selection/Main.cs
+++ b/project-templates/csharp/intraday-greeks-based-options-selection/Main.cs
@@ -81,9 +81,14 @@ public override void Initialize()
         // Warm-up the option contracts as soon as it is added to the algorithm
         Settings.SeedInitialPrices = true;
 
-        // The EMA/price cross will determine we trade ATM contracts 
+        // The EMA/price cross will determine we trade ATM contracts
         _index = AddIndex("RUT");
-        EMA(_index, 60).Updated += TradeTargetDeltaContract;
+        var ema = EMA(_index, 60);
+        // To use a manual EMA instead, replace the automatic indicator above with:
+        // var ema = new ExponentialMovingAverage(60);
+        // WarmUpIndicator<IndicatorDataPoint>(_index, ema);
+        // RegisterIndicator(_index, ema);
+        ema.Updated += TradeTargetDeltaContract;
 
         _optionChainSymbol = QuantConnect.Symbol.CreateCanonicalOption(_index, "RUTW", Market.USA, "?RUTW");
         _dividendYieldModel = new DividendYieldProvider(_index);
@@ -92,14 +97,14 @@ public override void Initialize()
     public void TradeTargetDeltaContract(object sender, IndicatorDataPoint current)
     {
         // Pace trades every 10 minutes
-        var lastTrateTime = _lastTicket?.Time ?? DateTime.MinValue;
-        if ((UtcTime-lastTrateTime).TotalMinutes < 10) return;
+        var lastTradeTime = _lastTicket?.Time ?? DateTime.MinValue;
+        if ((UtcTime-lastTradeTime).TotalMinutes < 10) return;
 
         var ema = sender as ExponentialMovingAverage;
         if (!ema.IsReady) return;
 
         var spot = _index.Price;
-        
+
         if (spot > current && spot > ema[-1])
         {
             var atmCall = GetTargetDeltaContract(OptionRight.Call, spot);
@@ -144,7 +149,7 @@ private Option GetTargetDeltaContract(OptionRight right, decimal spot, decimal t
         {
             return null;
         }
-        
+
         return AddOptionContract(targetDeltaContract.Symbol);
     }
 }
diff --git a/project-templates/python/intraday-greeks-based-options-selection/main.py b/project-templates/python/intraday-greeks-based-options-selection/main.py
index 6d40632e32..c47840298e 100644
--- a/project-templates/python/intraday-greeks-based-options-selection/main.py
+++ b/project-templates/python/intraday-greeks-based-options-selection/main.py
@@ -16,9 +16,14 @@ def initialize(self) -> None:
         # Warm-up the option contracts as soon as it is added to the algorithm
         self.settings.seed_initial_prices = True
 
-        # The EMA/price cross will determine we trade ATM contracts 
+        # The EMA/price cross will determine we trade ATM contracts
         self._index = self.add_index("RUT")
-        self.ema(self._index, 60).updated += self._trade_target_delta_contract
+        ema = self.ema(self._index, 60)
+        # To use a manual EMA instead, replace the automatic indicator above with:
+        # ema = ExponentialMovingAverage(60)
+        # self.warm_up_indicator(self._index, ema)
+        # self.register_indicator(self._index, ema)
+        ema.updated += self._trade_target_delta_contract
 
         self._option_chain_symbol = Symbol.create_canonical_option(self._index, "RUTW", Market.USA, "?RUTW")
         self._dividend_yield_model = DividendYieldProvider(self._index)
@@ -31,7 +36,7 @@ def _trade_target_delta_contract(self, ema: ExponentialMovingAverage, current: I
         if not ema.is_ready: return
 
         spot = self._index.price
-        
+
         if spot > current.value and spot > ema[-1].value:
             atm_call = self._get_target_delta_contract(OptionRight.CALL, spot)
             if atm_call and not self.portfolio[atm_call].invested:
@@ -48,7 +53,7 @@ def _get_target_delta_contract(self, right: OptionRight, spot: float, target_del
         if not chain:
             return None
         expiry = min([x.expiry for x in chain])
-        
+
         def get_delta(x: OptionContract) -> tuple[OptionContract, float]:
             mirror_option = Symbol.create_option(x.symbol.underlying, "RUT", Market.USA, OptionStyle.EUROPEAN, mirror_option_right, x.strike, x.expiry)
             delta = Delta(x, self._interest_rate_model, self._dividend_yield_model, mirror_option)