#region imports
from AlgorithmImports import *
#endregion
# Trading QC Super Trend Indicator
# --------------------------------------------
STOCK = "QQQ";  BAR = 1; SL = -0.0145; TP = 0.01; ATR = 1; MULT = 0.1; #wil m 0.2 and kama 0.16 spy 3 0.1..  A1M0.1  A2M0.2  A1M0.16
# --------------------------------------------

class SuperTrendIndicator(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(DateTime(2020, 5, 17, 9, 30, 0))  
        self.SetEndDate(DateTime(2022, 6, 1, 16, 0, 0)) 
        self.SetCash(200000)
        
        res = Resolution.Hour

        #ATR = int(self.GetParameter("ATR_A"))   
        #MULT = float(self.GetParameter("MULT_A"))
        self.stock = self.AddEquity(STOCK, res).Symbol
   

        consolidator = TradeBarConsolidator(timedelta(hours = BAR))
        self.Consolidate(self.stock, timedelta(hours = BAR), self.BarHandler)
        self.st = SuperTrend(ATR, MULT, MovingAverageType.Kama)
        self.RegisterIndicator(self.stock, self.st, consolidator)

        self.heikin_ashi = self.HeikinAshi(STOCK, Resolution.Hour)
        self.RegisterIndicator(STOCK, self.heikin_ashi, consolidator)
        
        #self.mari= IndicatorExtensions.Of(self.st, self.heikin_ashi)   # extension, uhhmmm


        self.SetWarmUp(5*BAR*ATR, res)

        #Close every friday 
        #self.Schedule.On(self.DateRules.Every(DayOfWeek.Friday), self.TimeRules.At(16, 0), self.FridayClosed)

        #Liquidate at 10k loss
        #self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=10)), self.LiquidateUnrealizedLosses)

        
    #Close Every Friday   
    #def FridayClosed(self):
            #self.Liquidate(self.stock)
            #self.Log(f"Friday at 4pm: Fired at: {self.Time}")  


    #liquidate at 10k loss       
    #def LiquidateUnrealizedLosses(self):
        # Liquidate any unrealized loss of over 10000 dollars or can use percentage of available funds,
        #if self.Portfolio.TotalUnrealizedProfit < -10000:
            #self.Log(f"Liquidated due to unrealized losses at: {self.Time}")
            #self.Liquidate()


    def BarHandler(self, consolidated):

        
        if self.IsWarmingUp: return

        if not self.st.IsReady: return

        if not self.heikin_ashi: return

        

        self.Plot(STOCK, "Price", self.Securities[self.stock].Price)
        self.Plot(STOCK, "Super Trend", self.st.Current.Value)

        #stop trading at 3:30 every Friday
        #stop_time = self.Time.replace(day=5, hour=15, minute=30, second=0)
        #if self.Time >= stop_time:
            #return


        pnl = self.Securities[self.stock].Holdings.UnrealizedProfitPercent


        if self.heikin_ashi.Current.Value > self.st.Current.Value: # Bullish 
            self.SetHoldings(self.stock, 1, True, "Buy Signal")

                    

        elif self.heikin_ashi.Current.Value < self.st.Current.Value: # Bearish
            self.SetHoldings(self.stock, -1, True, "Sell Signal")
            #self.Liquidate(self.stock, "Sell Signal")
           


        if self.Portfolio[self.stock].Invested: 
            if pnl < SL:
                self.Liquidate(self.stock, "Stop Loss")
            #elif pnl > TP:
                #self.Liquidate(self.stock, "Take Profit")

    

    """  Examples

Multiple Indicators
    https://www.quantconnect.com/forum/discussion/12143/help-with-strategy-execution/p1

FRAMA indicator     FractalAdaptiveMovingAverage
    https://www.quantconnect.com/forum/discussion/7873/indicator-extension-help/p1

Rolling Window Example
    https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/RollingWindowAlgorithm.py

Kalman Filter
    https://www.quantconnect.com/forum/discussion/12768/share-kalman-filter-crossovers-for-crypto-and-smart-rollingwindows/p1
    https://www.quantconnect.com/forum/discussion/11788/another-digital-filter-laguerre-filter/p1


    """