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
    {
        RelativeStrengthIndex rsi;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            
            //Cash allocation
            SetCash(25000);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Daily);
            
            rsi = RSI("SPY", 14, MovingAverageType.Wilders, Resolution.Daily);
            
            // we can easily plot an indictor using the following:
            PlotIndicator("SPY RSI", rsi);
            PlotIndicator("SPY AVG G/L", rsi.AverageGain, rsi.AverageLoss);
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {
            if (!Portfolio.HoldStock) 
            {
                SetHoldings("SPY", 0.5m);
            }
         
            // using the output of the rsi
            // in the following lines we directly use the RSI value in comparison checks
            if (rsi == 100)
            {
                Liquidate();
            }
            if (rsi < 20)
            {
                SetHoldings("SPY", 0.5m);
            }
            
            // the code above is short hand for:
            //if (rsi.Current.Value == 100)
            //{
            //    Liquidate();
            //}
            //if (rsi.Current.Value < 20)
            //{
            //    SetHoldings("SPY", 0.5m);
            //}
            
            // rsi also has other 'secondary' outputs
            //rsi.AverageGain
            //rsi.AverageLoss
        }
    }
}