class VerticalQuantumAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2011, 1, 1)  # Set Start Date
        self.SetCash(5000)  # Set Strategy Cash
        self.dict = {}
        self.AddEquity("SPY", Resolution.Daily)
        #define our bb indicator for SPY
        self.bb = self.BB("SPY", 20, 2, MovingAverageType.Simple, Resolution.Daily);
        #tradelock keeps track of whether our entry conditions have been met
        # if trade lock is true, entry conditions are not yet met, we cannot enter a trade
        # if trade lock is false, entry conditions have been met and we can now enter a trade 
        # when available
        self.loweBollingerFirstHit = False
        self.lowerLow = 0.0
        self.tradeBuyReady = False
        self.upperBollingerFirstHit = False
        self.tradeSellReady = False
        self.buyPrice = 0
    
    
    def OnData(self, data):
        #make sure our indicator is ready
        if not self.bb.IsReady:
            return
        
        price = self.Securities["SPY"].Price
        
        #if the price is below 0% BB
        if price < self.bb.LowerBand.Current.Value and  self.Portfolio["SPY"].Invested is False and self.bb.LowerBand.Current.Value < self.lowerLow:
            #if we are already in a long position, we liquidate and cut our losses
            #if self.Portfolio["SPY"].Invested:
                #self.Liquidate()
            #we set trade lock to false, allowing us to enter a trade next time price crosses above 0% BB
            self.lowerLow = self.bb.LowerBand.Current.Value
        if price > self.bb.LowerBand.Current.Value  and self.Portfolio["SPY"].Invested is False and self.tradeBuyReady is False:
            self.tradeBuyReady = True
            
        #if the price is above 0% BB and also trade lock is false 
        if price <= self.bb.LowerBand.Current.Value and self.tradeBuyReady is True and  self.bb.LowerBand.Current.Value > self.lowerLow and self.Portfolio["SPY"].Invested is False:
            #we enter a long position
            self.SetHoldings("SPY", 1)
            self.buyPrice = price
            self.watchOut = False
            self.tradeBuyReady = False
            self.lowerLow = 0
            
        if price >= self.bb.UpperBand.Current.Value and self.Portfolio["SPY"].Invested and self.upperBollingerFirstHit is False and price > self.buyPrice:
            #if the price crosses the upperband and we have a long position 
            #we liquidate for profit
            #self.upperBollingerFirstHit = True
            self.Liquidate()
        
        if price < self.bb.UpperBand.Current.Value and self.upperBollingerFirstHit is True and self.tradeSellReady is False and price > self.buyPrice:
            self.tradeSellReady = True
        
        if price >= self.bb.UpperBand.Current.Value and self.tradeSellReady is True and price > self.buyPrice:
            self.Liquidate()
            self.tradeSellReady = False
            self.upperBollingerFirstHit = False