class CalibratedVerticalCoil(QCAlgorithm):
    signal = None
    amount = None
    orderstat = None
    takeprofit = None
    #numperiods = 10
    #b = 0
    def Initialize(self):
        self.SetStartDate(2019, 11, 1)  # Set Start Date
        self.SetEndDate(2019, 11, 2)
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.AddForex("USDCAD", Resolution.Minute, Market.FXCM )
        self.SetBrokerageModel(BrokerageName.FxcmBrokerage , AccountType.Cash)
        self.Consolidate("USDCAD", Resolution.Tick, TickType.Trade, self.OnDataConsolidated)
        self.slowA = ExponentialMovingAverage(50)
        self.slowB = ExponentialMovingAverage(50)
        self.superslowA = ExponentialMovingAverage(720)
        self.superfastA = ExponentialMovingAverage(2)
        self.superslowB = ExponentialMovingAverage(720)
        self.superfastB = ExponentialMovingAverage(2)
        self.fastA = ExponentialMovingAverage(100)
        self.fastB = ExponentialMovingAverage(100)
        self.mybar = None
        self.SetBenchmark("USDCAD")
        self.Securities["USDCAD"].SetLeverage(1)
        #self.consolidator5 = QuoteBarConsolidator(5)
        #self.slow5min = ExponentialMovingAverage(73)
        #self.fast5min = ExponentialMovingAverage(2)
        #self.SubscriptionManager.AddConsolidator("USDCAD", self.consolidator5)
        
        #self.RegisterIndicator("USDCAD", self.slow5min, self.consolidator5)
        #self.RegisterIndicator("USDCAD", self.fast5min, self.consolidator5)
        self.SetWarmUp(700)
        
        
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data'''''
        tolerance = 0.0005
        if self.fastA is None  :
            return
            self.Debug(str(self.fastA))
        if self.IsWarmingUp: return 
        #if not self.slow5min.IsReady or not self.fast5min.IsReady:
        #    return
        #if self.slow5min.Current.Value < self.fast5min.Current.Value:
        #    self.Liquidate()
            
        #if self.slow5min.Current.Value > self.fast5min.Current.Value:
        #    self.SetHoldings("USDCAD", 1.0)
        if self.superfastA.Current.Value < self.superslowA.Current.Value:
                if self.signal == 2 or self.signal == None:
                    self.Debug("Covering Short And/Or Buying! Time is:"+str(self.Time)+"Signal is:" +str(self.signal))
                    orderprice = self.Securities["USDCAD"].Price
                    self.amount = round(0.90 * self.Portfolio.GetBuyingPower("USDCAD", OrderDirection.Sell), -3)
                    
                    self.LimitOrder("USDCAD", -self.amount, orderprice)
                    #self.Liquidate()
                    #self.SetHoldings("USDCAD", -1.0)
                    self.signal = 1
        
        if self.superfastB.Current.Value > self.superslowB.Current.Value:
            if self.signal == 1 or self.signal == None:
                self.Debug("Shorting! Time: "+str(self.Time))
                self.amount = round(0.90 * self.Portfolio.GetBuyingPower("USDCAD", OrderDirection.Buy), -3)
                orderprice = self.Securities["USDCAD"].Price
                self.LimitOrder("USDCAD", self.amount, orderprice)
                #self.Liquidate()
                self.SetHoldings("USDCAD", 1.0)
                #self.Liquidate()
                #if self.signal == None or self.signal == 1:
                #self.SetHoldings("USDCAD", 1.0)
                self.signal = 2
                self.takeprofit = orderprice * 1.001
                self.Debug("Created Buy Limit Order: " +str(self.amount)+"Price:"+str(orderprice)+str())
        slippage = self.mybar.Ask.Close / self.mybar.Bid.Close
        #self.Debug("Slippage is:"+str(slippage))
        
        if self.takeprofit is None:
            return
        else:
                if self.Securities["USDCAD"].Price >= self.takeprofit :
                    self.Liquidate()
            
        
            
        self.PlotIndicator("EMAA", self.slowA, self.fastA, self.superfastA, self.superslowA)
        
        self.PlotIndicator("EMAB", self.slowB, self.fastB, self.superfastB, self.superslowB)
        #self.Plot("EREMA", EREMA)    
            
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
        self.orderstat = OrderStatus.Filled
        if orderEvent.Status == OrderStatus.Filled: 
            self.Log("{0}: {1}: {2}".format(self.Time, order.Type, orderEvent)+"///RESULTS:"+str(self.Portfolio["USDCAD"].LastTradeProfit)+"TotalProfit:"+ str(self.Portfolio.TotalProfit))
            
    def OnDataConsolidated(self, bar):
        self.mybar = bar
        self.fastA.Update(bar.Time, bar.Ask.Close)
        self.slowA.Update(bar.Time, bar.Ask.Close)
        self.fastB.Update(bar.Time, bar.Bid.Close)
        self.slowB.Update(bar.Time, bar.Bid.Close)
        self.superslowB.Update(bar.Time, bar.Bid.Close)
        self.superfastB.Update(bar.Time, bar.Bid.Close)
        self.superslowA.Update(bar.Time, bar.Bid.Close)
        self.superfastA.Update(bar.Time, bar.Bid.Close)
        
        
        

        

        return
# Create a class to group our indicators
# Set the constructer __init__ that takes the parameter self
    def __init__(self): 
        return
        # Save the indicator to self.ema