namespace QuantConnect.Algorithm.CSharp
{
    public class QuantumHorizontalChamber : QCAlgorithm
    {
    	private RelativeStrengthIndex _rsi;
		private decimal LastPrice;
		private string sym;

        public override void Initialize()
        {
            SetStartDate(2020, 3, 26);  //Set Start Date
            SetCash(5000);             //Set Strategy Cash
            
            sym = "SPY";
            var spy = AddEquity(sym, Resolution.Minute);
            // spy.SetDataNormalizationMode(DataNormalizationMode.Raw);
			_rsi = RSI(sym, 14, MovingAverageType.Wilders, Resolution.Minute);
			SetWarmUp(TimeSpan.FromDays(4));

        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	if (!_rsi.IsReady) return;
        	
        	if (_rsi < 30)
        	Debug(data.Time.ToString() + ", RSI: " + _rsi);
        	
            if (!Portfolio.Invested)
            {
            	if(_rsi <= 25)
                	MarketOrder(sym, 10);
                	LastPrice = Securities[sym].Price;
            }
            else {
            	if(_rsi >=40 && Portfolio[sym].UnrealizedProfit > 25) {
            		Liquidate();
            	}
            	else if(Portfolio[sym].UnrealizedProfit < -50){
            		Liquidate();
            	}
            }
        }

    }
}