class ModulatedCalibratedThrustAssembly(QCAlgorithm):

      def Initialize(self):
        self.SetStartDate(2019, 12, 1)  # Set Start Date
        self.SetEndDate(2019, 12 , 25)
        self.SetCash(100000)  # Set Strategy Cash
        
        
        
        self.UniverseSettings.Resolution = Resolution.Daily
       
        self.SetExecution(ImmediateExecutionModel())
        
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

        self.SetRiskManagement(TrailingStopRiskManagementModel(0.02))
        
        tickers = ["AAPL", "FB", "GOOG", "AMD"]
        
        symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in tickers]
        
        self.SetUniverseSelection(ManualUniverseSelectionModel(symbols))
        
        self.AddAlpha(MomentumAlpha())
        
class MomentumAlpha(AlphaModel):
        
        def __init__(self):
            self.indicators = {}
            
        
        def Update(self, algorithm, data):
            insights = []
            
            for symbol in self.indicators:
                
                rsi = self.indicators[symbol].rsi
                
                if rsi.Current.Value < 30: 
                    insights.append(Insight.Price(symbol, timedelta(days = 2), InsightDirection.Up))
                elif rsi.Current.Value > 70: 
                    insights.append(Insight.Price(symbol, timedelta(days = 2), InsightDirection.Down))
                
            return insights
        
        def OnSecuritiesChanged(self, algorithm, changes):
            
            for security in changes.AddedSecurities:
                symbol = security.Symbol
                if symbol not in self.indicators:
                    self.indicators[symbol] = SymbolData(algorithm, symbol)
           
                
class SymbolData:
     
     def __init__(self, algorithm, symbol):
         
         self.algorithm = algorithm
         self.symbol = symbol
         self.rsi = self.algorithm.RSI(symbol, 14, MovingAverageType.Exponential, Resolution.Daily)
         self.rsi.Updated += self.OnRSIUpdated
    
    
     def OnRSIUpdated(self, sender, updated):
         
         self.algorithm.Plot("RSI", self.symbol.Value, updated)