class CalmLightBrownKitten(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2020, 1, 1) # Set Start Date
self.SetEndDate(2021 , 1 , 1)
self.SetCash(1000) # Set Strategy Cash
self.btcusd = self.AddCrypto("USDTUSD", Resolution.Minute , Market.FTX).Symbol
self.SetBrokerageModel(BrokerageName.FTX, AccountType.Margin)
self.entryPrice = 0
self.nextEntryTime = self.Time


self.roc = self.ROC(self.btcusd, 6, Resolution.Hour)




# History warm up for shortcut helper SMA indicator
closing_prices = self.History(self.btcusd, 6, Resolution.Hour)["close"]
for time, price in closing_prices.loc[self.btcusd].item():
self.roc.Update(time, price)

self.RegisterIndicator(self.btcusd, self.roc, Resolution.Daily)





def OnData(self, data):

#usdt_price = data[self.btcusd].Price
self.Securities["USDTUSD"].Price

#self.Log(f"Time: {self.Time}; Price: {usdt_price};")

history = self.History(self.btcusd, 6, Resolution.Hour)


if not self.Portfolio.Invested:
if self.roc.Current.Value < -0.01:
if self.nextEntryTime <= self.Time:
self.Invested = self.SetHoldings(self.btcusd, 1)
self.Log("BUY USDTUSD @" + str(usdt_price))
self.entryPrice = usdt_price

if self.entryPrice * 0.01 < usdt_price:
self.Liquidate()
self.Log("SELL USDTUSD @" + str(usdt_price))

self.nextEntryTime = self.Time + self.period