using System;
using System.Collections;
using System.Collections.Generic; 
using System.Text;
using System.Threading.Tasks;
using QuantConnect.Indicator;

namespace QuantConnect 
{
    using QuantConnect.Securities;
    using QuantConnect.Models; 

    public class BasicTemplateAlgorithm : QCAlgorithm, IAlgorithm 
    { 
        
      ExponentialMovingAverage ema10 = new ExponentialMovingAverage(10);
      ExponentialMovingAverage ema50 = new ExponentialMovingAverage(30);
      
      
       
      
      
      //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {            
            //Initialize the start, end dates for simulation; cash and data required.
            SetStartDate(2011, 06, 01);
            SetEndDate(2012, 12, 30); 
            SetCash(30000); //Starting Cash in USD.
            AddSecurity(SecurityType.Equity, "IBM", Resolution.Minute); //Minute, Second or Tick
            SetRunMode(RunMode.Series); //Series or Parallel for intraday strategies.
        }

        //Handle TradeBar Events: a TradeBar occurs on every time-interval
        public override void OnTradeBar(Dictionary<string, TradeBar> data) 
        {
            ema10.Push(Securities["IBM"].Close);
            ema50.Push(Securities["IBM"].Close);
            if (ema10.EMA > ema50.EMA)
            {
              
                Order("IBM", 50); //symbol, quantity
                return;
            } 
            else
            {

                Order("IBM", -50); //symbol, quantity
                return;
            }
           
            
        }
        
        //Handle Tick Events
        public override void OnTick(Dictionary<string, List<Tick>> ticks) 
        {   
            if (Portfolio["IBM"].HoldStock == false) 
            {
                Order("IBM", 5);
            }
        }
    }
}

/*
    	Created July 2013 by Cheng Yan
*/

/**********************************************************
 * USING NAMESPACES
 **********************************************************/
using System;
using System.Collections;
using System.Collections.Generic; 
using System.Text;
using System.Threading.Tasks;
using System.Linq;
using QuantConnect;
using QuantConnect.Models;

namespace QuantConnect.Indicator
{
    /******************************************************** 
    * CLASS DEFINITIONS
    *********************************************************/
	/// <summary>
    /// An indicator shows the average value of secuitry's price  
    /// over a set period 
    /// </summary>
    public class ExponentialMovingAverage : QCAlgorithm
    {
		/******************************************************** 
        * CLASS VARIABLES
        *********************************************************/
        private int _period;
		private decimal _ema;
		private bool flag;
        private Queue <decimal>_data = new Queue <decimal> ();
		
		
		
		/******************************************************** 
        * CLASS PUBLIC VARIABLES
        *********************************************************/
		
		
		
		public decimal EMA
		{
			get{ return _ema;}
		}
		public decimal GetExpConst
		{
			get{ return (decimal) 2/(_period +1);}
		}
		/******************************************************** 
        * CLASS CONSTRUCTOR
        *********************************************************/
		/// <summary>
        /// Initialise the Algorithm
        /// </summary>
        public ExponentialMovingAverage(int period)
       {
           _period = period;
		   _ema = 0;
		   flag = false;
       }
        
	   /******************************************************** 
            * CLASS METHODS
        *********************************************************/
		/// <summary>
		/// Calculate the exponential moving average 
        /// </summary>	
		public void Push(decimal quote)
		{
			_data.Enqueue(quote);
		}
		
		/// <summary>
		/// Calculate the exponential moving average 
        /// </summary>		
        public void GetEMA(decimal quote)
        {
		  Push(quote);
          if(_data.Count < _period)
		  {
			return;
		  }
		  else
		  {
			if(!flag)
			{
				_ema = _data.Average();
				flag = true;
			}
			else
			{
				_ema = (1-GetExpConst) * _ema +GetExpConst * quote;
			}
		  }
        }
    } 
}

/// <summary>
///    Basic Template v0.1 :: Rolling Average
/// </summary>	
using System;
using System.Collections;
using System.Collections.Generic;

namespace QuantConnect {

	/// <summary>
	/// Example Helper Class: Basic Math Routines.
	/// Using the QCS you can create subfolders, classes. 
    /// All the code is compiled into your algorithm.
	/// </summary>	
    public partial class MathAverage {

        public int iSamplePeriod = 10;
        public decimal dCurrentAverage = 0;

        /// <summary>
        /// Example helper class: Add a new sample to a rolling average.
        /// </summary>
        /// <param name="dNewSample">Decimal new sample value</param>
        /// <returns>decimal current rolling average.</returns>
        public static decimal RollingAverage(decimal dNewSample) {

            Random cRand = new Random();
            return dNewSample * ((decimal)cRand.NextDouble());
        
        }

    }
}