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
    {
    	SimpleMovingAverage _smaAAPL;
    	SimpleMovingAverage _smaSPY;
    	CompositeIndicator<IndicatorDataPoint> _smaRatio;
    	
    	
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
            SetCash(25000);
            SetStartDate(2013, 1, 1);         
            SetEndDate(2015, 1 ,1);
            
            AddSecurity(SecurityType.Equity, "AAPL", Resolution.Minute);
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
            
            _smaAAPL = SMA("AAPL", 100);
			_smaSPY = SMA("SPY", 100);
			_smaRatio = _smaAAPL.Over(_smaSPY);
        }
        
        public void OnData(TradeBars data) 
        {   
            if (_smaRatio > 1) 
            {
                SetHoldings("AAPL", 0.8, true);
            } 
            else 
            {
            	SetHoldings("SPY", 0.8, true);
            }
        }
    }
}