class HorizontalTransdimensionalRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 12, 1)
        self.SetEndDate(2019, 12, 3)# Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        resolution = Resolution.Hour
        
        symbol = 'EURUSD'
        
        self.AddForex(symbol, Resolution.Hour, Market.Oanda)
            
        self.indicators_dict = {}
        self.indicators_dict['rsi'] = self.RSI(symbol, 14, resolution)
        self.indicators_dict['adx'] = self.ADX(symbol, 14, resolution)
        
        # self.AddEquity("SPY", Resolution.Minute)


    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
        '''
        if not self.indicators_dict['rsi'].IsReady:
            return
        error_data = 0
        try:

            rsi_rsi = float(self.indicators_dict['rsi'].Current.Value)
            rsi_avegain = float(self.indicators_dict['rsi'].AverageGain.Current.Value)
            rsi_aveloss = float(self.indicators_dict['rsi'].AverageLoss.Current.Value)
               
            adx_positive = float(self.indicators_dict['adx'].PositiveDirectionalIndex.Current.Value)
            adx_negative = float(self.indicators_dict['adx'].NegativeDirectionalIndex.Current.Value)
            adx_ave = float(self.indicators_dict['adx'].Current.Value)
            
        except:
            error_data = 1
            return
        
        self.Debug('Time: {0}, RSI: {1}, ADX: {2}'.format(self.Time, rsi_rsi, adx_ave))
        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)