class VentralCalibratedRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetCash(100000)
        self.SetStartDate(2005, 1, 1)  # Set Start Date
        self.SetEndDate(2006, 1, 1)  # End Date
        CFD = self.AddCfd("SPX500USD", Resolution.Hour, Market.Oanda)
        self.SPX = CFD.Symbol # Define the symbol from which you use for indicator calculation
        self.slow = self.EMA(self.SPX, 300, Resolution.Hour)
        self.fast = self.EMA(self.SPX, 100, Resolution.Hour)
        overlayPlot = Chart("Price Chart")
        Indicators = Chart("Indicators")
        overlayPlot.AddSeries(Series("SPX500USD", SeriesType.Candle, 0)) # This is for formatting the graph
        overlayPlot.AddSeries(Series("Buy", SeriesType.Scatter, 0)) 
        self.AddChart(overlayPlot) # Adds the chart to the dashboard
        self.AddChart(Indicators)
        
        # pass
        


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        self.Plot("Price Chart", "SPX500USD", data["SPX500USD"].Value) # Define where you get your values to plot
        self.Plot("Indicators","Slow", self.slow.Current.Value)
        self.Plot("Indicators", "Fast", self.fast.Current.Value)
        
        
        # Condition for long, just a place holder
        if self.slow.Current.Value < self.fast.Current.Value and not self.Portfolio.Invested:
            self.MarketOrder("SPX500USD", 10)
            BuyOrder = data["SPX500USD"].Value # sets the value of the entry to current price of the index
            self.Plot("Price Chart", "Buy", BuyOrder) # Draws the entry on the price chart