namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private const string Market = "usa";

        private readonly Symbol _symbol = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market);

        private HeikinAshi _ha;
        private WilliamsPercentR _willr;
        private MoneyFlowIndex _mfi;

        public override void Initialize()
        {
            SetStartDate(2013, 10, 7);
            SetEndDate(2013, 10, 11);
            SetCash(10000);

            AddEquity(_symbol, Resolution.Daily, Market);

            _willr = new WilliamsPercentR(20);
            _mfi = new MoneyFlowIndex(20);

            _ha = HeikinAshi(_symbol);
            _ha.Updated += (sender, consolidated) =>
            {
                _willr.Update(_ha.CurrentBar);
                _mfi.Update(_ha.CurrentBar);
            };
        }

        public void OnData(TradeBars bars)
        {
            Log("Time: " + Time);
            Log("HeikinAshi.Close: " + _ha.Close);
            Log("HeikinAshi.Volume: " + _ha.CurrentBar.Volume);
            Log("Williams% max: " + _willr.Maximum);
            Log("Williams% min: " + _willr.Minimum);
            Log("MFI: " + _mfi);
        }
    }
}