using System;
using System.Drawing;

namespace QuantConnect.Algorithm.CSharp
{
    public class CasualYellowGreenLemur : QCAlgorithm
    {
    	//Initializers:
        double dayCount = 0;
        
        bool tradedToday = false;
        
         int quantity = 0;
        decimal price = 0;
        decimal tolerance = 0m; //0.1% safety margin in prices to avoid bouncing.
         private string _symbol = Futures.Indices.NASDAQ100EMini;
        private DateTime _previous;
        decimal ema = 0;
       
        
        //Set up the EMA Class:
        private SimpleMovingAverage _fast;
        private SimpleMovingAverage _slow;
        
      
        //Initialize the data aND resolution you require for your strategy:
        public override void Initialize() 
        {         
        	
            SetStartDate(2021, 3, 1);
            SetEndDate(2021, 3, 16);  
            SetCash(10000);
        	AddFuture(Futures.Indices.NASDAQ100EMini);
           // request ND data with minute resolution
            AddSecurity(SecurityType.Equity, Futures.Indices.NASDAQ100EMini, Resolution.Minute);

            // create a 50 day exponential moving average
            _fast = SMA(Futures.Indices.NASDAQ100EMini, 72, Resolution.Minute);

            // create a 200 day exponential moving average
            _slow = SMA(Futures.Indices.NASDAQ100EMini, 89, Resolution.Minute);
            
            
           // AddSecurity(SecurityType.Equity, "ND", resolution: Resolution.Minute);
           AddSecurity(SecurityType.Equity, "SPY", Resolution.Daily);
            
            
		
        }
        
        //HaNDle TradeBar Events: a TradeBar occurs on every time-interval
        public void OnData(TradeBars data) {
            
           if (!_slow.IsReady) return;
           
           if (_previous.Date == Time.Date) return;
           
           var holdings = Portfolio[_symbol].Quantity;
            var profitloss = Portfolio[_symbol].UnrealizedProfit;
            
            
            // we only want to go long if we're currently short or flat
            
                // if the fast is greater than the slow, we'll go long
                if (Portfolio.TotalPortfolioValue > _fast )
                {
                    Log("BUY  >> " + Securities[_symbol].Price);
                    SetHoldings(_symbol, 1.0);
                    
                    //stoploss
                    var close = Securities[_symbol].Close; 
                     var stopMarketTicket = StopMarketOrder(_symbol, 10, close * 0.99m);
                }
            
            

          
          Plot(_symbol, "Price", data[_symbol].Price);

            // easily plot iNDicators, the series name will be the name of the iNDicator
            Plot(_symbol, _fast, _slow);
            //Plot("Ribbon", _ribbon);
            
            
             if (profitloss <= -2000)
            {
                //Log("SELL >> " + Securities[_symbol].Price);
                //SetHoldings(_symbol, -1.0);
                Liquidate(_symbol);
            }

            _previous = Time;
            
            } 
            
        }
     
    }