namespace QuantConnect 
{   
    /*
    *   Basic Template Algorithm
    *
    *   The underlying QCAlgorithm class has many methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full base class can be found at:
    *   https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	private Security _oil;
    	
    	private SimpleMovingAverage _sma14;
    	private RelativeStrengthIndex _rsi14;
    	
        public override void Initialize() 
        {
        	SetBrokerageModel(BrokerageName.OandaBrokerage);
        	
        	// backtest parameters
            SetStartDate(2016, 1, 1);         
            SetEndDate(DateTime.Now);
            
            // cash allocation
            SetCash(10000);
            
            // request specific equities
            // including forex. Options and futures in beta.
            _oil = AddCfd("BCOUSD", Resolution.Minute, Market.Oanda);
            //AddForex("EURUSD", Resolution.Minute);
            
            _sma14 = SMA(_oil.Symbol, 14);
            _rsi14 = RSI(_oil.Symbol, 14);
        }

        /* 
        *	New data arrives here.
        *	The "Slice" data represents a slice of time, it has all the data you need for a moment.	
        */ 
        public override void OnData(Slice data) 
        {
        	// slice has lots of useful information
        	TradeBars bars = data.Bars;
        	Splits splits = data.Splits;
        	Dividends dividends = data.Dividends;
        	
        	if (_oil.Holdings.HoldStock)
        	{
        		ExitLogic();
        	}
        	else
        	{
        		EntryLogic();
        	}
        }
        
        private int GetHour()
        {
        	//TODO: needs to be fixed to handle timelight savings
        	return Time.ToUniversalTime().Hour + 2;
        }
        
        private void ExitLogic()
        {
        	if (GetHour() >= 15)
        	{
        		Liquidate(_oil.Symbol);
        	}
        }
        
        private void EntryLogic()
        {
        	if (GetHour() >= 13)
        		return;
        	
        	if (_oil.Price > _sma14)
        	{
        		if (_rsi14 > 50)
        		{
        			SetHoldings(_oil.Symbol, 1);
        		}
        	}
        	else
        	{
        		if (_rsi14 < 40)
        		{
        			SetHoldings(_oil.Symbol, -1);
        		}
        	}
        }
    }
}