namespace QuantConnect.Algorithm.CSharp
{
    public class TransdimensionalCalibratedAntennaArray : QCAlgorithm
    {

		private Indicator spy_i, tsla_i;
		private CompositeIndicator<IndicatorDataPoint> spread;
		private BollingerBands bb;

        public override void Initialize()
        {
            SetStartDate(2020, 10, 6);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            var spy = AddEquity("SPY", Resolution.Daily).Symbol;
            var tsla = AddEquity("TSLA", Resolution.Daily).Symbol;
            
            spy_i = Identity(spy);
            tsla_i = Identity(tsla);
            
            spread = IndicatorExtensions.Minus(spy_i, tsla_i);
            bb = IndicatorExtensions.Of(new BollingerBands(10, 2), spread);

        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            Plot("Identity", "SPY", spy_i.Current.Value);
	        Plot("Identity", "TSLA", tsla_i.Current.Value);
	        
	        Plot("Spread", "Value", spread.Current.Value);
	        
	        Plot("BB", "Upper", bb.UpperBand.Current.Value);
	        Plot("BB", "Lower", bb.LowerBand.Current.Value);
        }

    }
}