#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class UpgradedApricotHamster : QCAlgorithm
    {
        private Symbol _btceur, _btcusd;
        private CompositeIndicator _ratio, _deltaSeries, _deltaDiff;
        private Identity _btceurId, _btcusdId, _manualIdentity;
        private SimpleMovingAverage _ratioSMA, _deltaSMA;
        private StandardDeviation _deltaNormRatio;
        public override void Initialize()
        {
            SetStartDate(2021, 4, 26);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            SetTimeZone(NodaTime.DateTimeZone.Utc);

            _btceur = AddCrypto("BTCEUR", Resolution.Daily).Symbol;
            _btcusd = AddCrypto("BTCUSD", Resolution.Daily).Symbol;
            _btceurId = Identity(_btceur, Resolution.Daily);
            _btcusdId = Identity(_btcusd, Resolution.Daily);
            _ratio = _btcusdId.Over(_btceurId);

            var smaLength = 20;


            _ratioSMA = (new SimpleMovingAverage(smaLength)).Of(_ratio);
            _deltaSeries = _ratio.Minus(_ratioSMA);
            _deltaSMA = (new SimpleMovingAverage(smaLength)).Of(_deltaSeries);
            _deltaDiff = _deltaSeries.Minus(_deltaSMA);
            _deltaNormRatio = (new StandardDeviation(smaLength)).Of(_deltaDiff);
        }

        public override void OnData(Slice data)
        {
            Plot("Indicator 1", "BTCEUR_indicator", _btceurId.Current.Value);
            Plot("Indicator 1", "BTCEUR_price", data.Bars[_btceur].Close);
            
            Plot("Indicator 2", "BTCUSD_indicator", _btcusdId.Current.Value);
            Plot("Indicator 2", "BTCUSD_price", data.Bars[_btcusd].Close);
            
            Plot("Indicator 3", "Ratio", _ratio.Current.Value);
            Plot("Indicator 3", "RatioSMA", _ratioSMA.Current.Value);

            Plot("Indicator 4", "Delta", _deltaSeries.Current.Value);
            Plot("Indicator 4", "DeltaSMA", _deltaSMA.Current.Value);

            Plot("Indicator 5", "DeltaDiff", _deltaDiff.Current.Value);

            Plot("Indicator 6", "DeltaNormRatio", _deltaNormRatio.Current.Value);
        }

    }
}