namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private const string Market = "fxcm";
        private const int PeriodFast = 5;
        private const int PeriodSlow = 9;

        private readonly Symbol _symbol = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market);

        private ExponentialMovingAverage _emaFast;
        private ExponentialMovingAverage _emaSlow;
        private CompositeIndicator<IndicatorDataPoint> _emaDelta;
        private ExponentialMovingAverage _emaDeltaEma;

        public override void Initialize()
        {
            SetStartDate(2015, 1, 1);
            SetEndDate(2015, 12, 31);
            SetCash(10000);

            AddForex(_symbol, Resolution.Hour, Market);

            _emaFast = EMA(_symbol, PeriodFast);
            _emaSlow = EMA(_symbol, PeriodSlow);

            _emaDelta = _emaFast.Minus(_emaSlow);
            _emaDeltaEma = _emaDelta.EMA(5);
            Debug(_emaDeltaEma.Name);
        }
    }
}