class MovingAverageCrossAlgorithm(QCAlgorithm):
    '''In this example we look at the canonical 15/30 day moving average cross. This algorithm
    will go long when the 15 crosses above the 30 and will liquidate when the 15 crosses
    back below the 30.'''
    
    def __init__(self):
            self.symbol = "BTCUSD"
            self.previous = None
            self.fast = None
            self.slow = None
    
    def Initialize(self):
        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
        
        self.SetStartDate(2009, 1, 1)  #Set Start Date
        self.SetEndDate(2015, 1, 1)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        # Find more symbols here: http://quantconnect.com/data
        self.AddSecurity(SecurityType.Crypto, self.symbol, Resolution.Minute)
        
        self.fast = self.EMA(self.symbol, 3, Resolution.Minute);

        self.slow = self.EMA(self.symbol, 7, Resolution.Minute);

        self.superslow = self.EMA(self.symbol, 15, Resolution.Minute);
        
    def OnData(self, data):
        
        tolerance = 0.00015;
        
        
        
        if self.Portfolio[self.symbol].Quantity <= 0 and self.fast.Current.Value > self.slow.Current.Value:
                self.SetHoldings(self.symbol, 1.0)
       
        if self.Portfolio[self.symbol].Quantity > 0 and self.Securities[self.symbol].Open != self.Securities[self.symbol].Close:
                       self.Liquidate()  
                       
                       if self.fast.Current.Value < self.slow.Current.Value:
                           return