namespace QuantConnect 
{   
    /*
    *   OANDA/QuantConnect Basic Template:
    *	Fundamentals to using a QuantConnect algorithm.
    *
    *	You can view the QCAlgorithm base class on Github: 
    *	https://github.com/QuantConnect/Lean/tree/master/Algorithm
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {	
    	private RollingWindow<IndicatorDataPoint> BBWIN;
    	
    	BollingerBands Bol;
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
        	// Date range for your backtest
        	// In live trading these are ignored.
            SetStartDate(2016, 1, 1);
            SetEndDate(2016, 6, 1);
            
            // Set cash allocation for backtest
            // In live trading this is ignored and your real account is used.
            SetCash(5000);
            
            // Specify the OANDA Brokerage: This gives lets us know the fee models & data.
            SetBrokerageModel(BrokerageName.OandaBrokerage);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddForex("GBPUSD", Resolution.Minute, Market.Oanda);
            
            Bol = BB("GBPUSD", 20, 20, MovingAverageType.Simple);
            
           BB("GBPUSD", 20, 20).Updated += (sender, updated) => BBWIN.Add(updated);
           BBWIN = new RollingWindow<IndicatorDataPoint>(5);             
        }

		// Event handler for the price events
        public override void OnData(Slice data) 
        {	if (!BBWIN.IsReady) return;
        	var bbpast1 = BBWIN[1];
            if (!Portfolio.HoldStock) 
            {

            }
            Plot("PAST", "Bollinger", Bol.MiddleBand);
            Plot("PAST", "BB Past", bbpast1);
        }
    }
}