I would like to use the template below to show what would have happened if I had done the following:

namespace QuantConnect
* QuantConnect University: Full Basic Template:
* The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
* We have explained some of these here, but the full algorithm can be found at:
* https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
public class BasicTemplateAlgorithm : QCAlgorithm
//Initialize the data and resolution you require for your strategy:
public override void Initialize()

//Start and End Date range for the backtest:
SetStartDate(2013, 1, 1);

//Cash allocation

//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);

//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
// e.g. data["MSFT"] data["GOOG"]

if (!Portfolio.HoldStock)
int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order("SPY", quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased SPY on " + Time.ToShortDateString());

//You can also use log to send longer messages to a file. You are capped to 10kb
//Log("This is a longer message send to log.");