namespace QuantConnect
{
/*
	Designed as a "first use" algorithm by a trader new to robotic trading, with a cash
	trading account of minimal size. Does not use leverage or margin and waits 4 days from
	sell date to next purchase date to allow for funds settlement by the broker. Does not
	make a lot of money, but does not lose. It may however leave you holding stock for a long
	time if you choose a stock that is falling, never to come back (oops!).
	
	Happy trading!
*/
    public class BeginnerAlgo : QCAlgorithm
    {
        private string symbol = "AAPL";
        private ExponentialMovingAverage slow;
        private ExponentialMovingAverage fast;
        private decimal _old_price = 100000;
        private int _traded_dir;
        private int _current_dir;
		private Chart plotter;

        public override void Initialize()
        {
            // set up our analysis span
            SetStartDate(2015, 6, 1);
            SetEndDate(2015, 12, 1);
            SetCash(1000);

            // request "symbol's" data with minute resolution
            AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);

            // create a 20 minute simple moving average
            slow = EMA(symbol, 40, Resolution.Minute);

            // create a 5 minute exponential moving average
			fast = EMA(symbol, 10, Resolution.Minute);
			
	        plotter = new Chart("MAs", 				ChartType.Overlay);
	        plotter.AddSeries(new Series("Price", 	SeriesType.Line));
			plotter.AddSeries(new Series("SMA", 	SeriesType.Line));
			plotter.AddSeries(new Series("EMA", 	SeriesType.Line));
			AddChart(plotter);
        }

        public void OnData(TradeBars data)
        {
            // wait for our slow SMA to fully initialize
            if (!slow.IsReady) return;
            
			var holdings = Portfolio[symbol].Quantity;
			decimal currentPrice = data[symbol].Close;
				
			// indicator logic
			if (fast > slow) {
				_current_dir = 1;
			} else {
				_current_dir = -1;
			}

			// only trade when: currently in no trade && direction is up && first trade since indicator change && minimal distance
            if (!Portfolio.HoldStock && _current_dir == 1 && _current_dir != _traded_dir && Math.Abs(fast-slow) > 0.02M)
        	{
        		int quantity = (int) Math.Floor(Portfolio.Cash/currentPrice);
                Order(symbol, quantity);
                _traded_dir = 1;
                _old_price = currentPrice;
        	}
        	// only trade when: currently in no trade && direction is down && first trade since indicator change && minimal distance
            if (!Portfolio.HoldStock && _current_dir == -1 && _current_dir != _traded_dir && Math.Abs(fast-slow) > 0.02M)
        	{
        		int quantity = (int) Math.Floor(Portfolio.Cash/currentPrice);
                Order(symbol, -quantity);
                _traded_dir = -1;
                _old_price = currentPrice;
        	}  

			// calculate percentages (didn't use it, but you could)
       		decimal pps = ((currentPrice - _old_price)/_old_price)*100;
       		// simple exit logic based on reversion
       		if (_traded_dir == 1 && _current_dir == -1) {
       			Liquidate(symbol);
       			_traded_dir = 0;
       		} 
       		if (_traded_dir == -1 && _current_dir == 1) {
       			Liquidate(symbol);
       			_traded_dir = 0;
       		}
        	
        	// Update plot
        	Plot("MAs", "Price", currentPrice);
        	Plot("MAs", "SMA", slow);
        	Plot("MAs", "EMA", fast);
        }
    }
}