class EMAandSMACrossover1_5(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 2, 1)
        self.SetEndDate(2021, 2, 1)
        self.SetCash(100000)
        
        self.symbol = self.AddCfd("XAUUSD", Resolution.Minute, Market.Oanda).Symbol
        
        # Indicators
        self.sma = self.SMA(self.symbol, 100, Resolution.Hour)
        self.emaFast = self.EMA(self.symbol, 10, Resolution.Hour)
        self.emaNorm = self.EMA(self.symbol, 25, Resolution.Hour)
        self.emaSlow = self.EMA(self.symbol, 45, Resolution.Hour)
        
        # Market Tickets
        self.order = None
        self.sl = None
        self.tp = None
        
        # Financial Variables
        self.slPips = 2.5
        self.tpPips = 6.0
        self.slPrice = None
        self.tpPrice = None
        
        self.SetWarmUp(6000)

    def OnData(self, data):
        
        if not self.sma.IsReady:
            return
        
        price = self.Securities[self.symbol].Close
        quantity = self.CalculateOrderQuantity(self.symbol, 1.0)
        
        if not self.Portfolio.Invested:
            if self.sma.Current.Value < price:
                if self.emaFast.Current.Value > self.emaNorm.Current.Value and self.emaNorm.Current.Value > self.emaSlow.Current.Value:
                    self.slPrice = price - self.slPips
                    self.tpPrice = price + self.tpPips
                    # Market Order
                    self.order = self.MarketOrder(self.symbol, quantity)
                    
                    # SL and TP Orders
                    self.sl = self.StopMarketOrder(self.symbol, -quantity, self.slPrice)
                    self.tp = self.LimitOrder(self.symbol, -quantity, self.tpPrice)
                    
                    # Plot SL and TP
                    self.Plot("Data Chart", "Asset Price", price)
                    self.Plot("Data Chart", "Stop Loss", self.slPrice)
                    self.Plot("Data Chart", "Take Profit", self.tpPrice)
                
            elif self.sma.Current.Value > price:
                if self.emaSlow.Current.Value > self.emaNorm.Current.Value and self.emaNorm.Current.Value > self.emaFast.Current.Value:
                    self.slPrice = price + self.slPips
                    self.tpPrice = price - self.tpPips
                    # Market Order
                    self.order = self.MarketOrder(self.symbol, -quantity)
                    
                    # SL and TP Orders
                    self.sl = self.StopMarketOrder(self.symbol, quantity, self.slPrice)
                    self.tp = self.LimitOrder(self.symbol, quantity, self.tpPrice)
                    
                    # Plot SL and TP
                    self.Plot("Data Chart", "Asset Price", price)
                    self.Plot("Data Chart", "Stop Loss", self.slPrice)
                    self.Plot("Data Chart", "Take Profit", self.tpPrice)
                    
    def OnOrderEvent(self, orderEvent):
        self.Log(orderEvent)
        
        if not (orderEvent.Status == OrderStatus.Filled):
            return
        
        if (self.tp is None) or (self.sl is None): 
            return
        
        if self.tp.OrderId == orderEvent.OrderId: 
            self.sl.Cancel()
            
            # Plot SL and TP
            self.Plot("Data Chart", "Stop Loss", self.slPrice)
            self.Plot("Data Chart", "Take Profit", self.tpPrice)
            return
            
        if self.sl.OrderId == orderEvent.OrderId: 
            self.tp.Cancel()
            
            # Plot SL and TP
            self.Plot("Data Chart", "Stop Loss", self.slPrice)
            self.Plot("Data Chart", "Take Profit", self.tpPrice)
            return