namespace QuantConnect.Algorithm.CSharp {
        public class BasicTemplateAlgorithm : QCAlgorithm {
        	
        	String symbol = "SPY";
        	
        	decimal price;
        	decimal stopLossPercent = 0.0002m;
        	decimal takeProfitPercent = 0.0002m;
        	
        	private OrderTicket stopLoss;
        	private OrderTicket takeProfit;
        	
        	int size = 100;
        	
        	RelativeStrengthIndex rsi;
        	ExponentialMovingAverage ema100;
        	ExponentialMovingAverage ema200;
        	AverageDirectionalIndex adx;
        	
           
            public override void Initialize() {
    			
    			AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
    			
    			rsi = RSI(symbol, 14, MovingAverageType.Simple, Resolution.Minute);
    			ema100 = EMA(symbol, 100, Resolution.Minute);
    			ema200 = EMA(symbol, 200, Resolution.Minute);
    			adx = ADX(symbol, 14, Resolution.Hour);
    			
                SetStartDate(2017, 10, 01);  
                SetEndDate(2017, 12, 01);    
                SetCash(100000);             
            }
            
            public override void OnData(Slice data) {
               
               price = data[symbol].Close;
               
               if (!Portfolio.Invested && rsi > 70 && ema100 > ema200 && adx > 30){
               	longOrder(price);
               }
               if(!Portfolio.Invested && rsi < 30 && ema200 > ema100 && adx > 30){
               	shortOrder(price);
               }
               
            }
            
            public override void OnOrderEvent(OrderEvent orderEvent){
            	
            	var filledOrderId = orderEvent.OrderId;
            	
            	if (takeProfit != null && stopLoss != null){
            		if (takeProfit.OrderId == filledOrderId){
            			Log(Time+": Cancelling stop loss");
            			stopLoss.Cancel();
            		} if (stopLoss.OrderId == filledOrderId){
            			Log(Time+": Cancelling proffit target");
            			takeProfit.Cancel();
            		}
            	}
            }
            
            private void longOrder(decimal currentPrice) {
            	var price = Securities[symbol].Price;
            	Order(symbol, size);
            	takeProfit = LimitOrder(symbol, -size, price*(1m + takeProfitPercent));
            	stopLoss = StopMarketOrder(symbol, -size, price*(1m - stopLossPercent));
            }
            
            private void shortOrder(decimal currentPrice) {
            	var price = Securities[symbol].Price;
            	Order(symbol, -size);
            	takeProfit = LimitOrder(symbol, size, price*(1m - takeProfitPercent));
            	stopLoss = StopMarketOrder(symbol, size, price*(1m + stopLossPercent));
            }
        }
    }