namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Bollinger Bands Example:
    */
    public class BollingerBandsAlgorithm : QCAlgorithm
    {
        string _symbol = "UNG";
        BollingerBands _bb;
        RelativeStrengthIndex _rsi;
        AverageTrueRange _atr;
        ExponentialMovingAverage _ema;
        SimpleMovingAverage _sma;
        MovingAverageConvergenceDivergence _macd;
        
        decimal _price;
        int blocks = 10;
        decimal start_cash = 25000;
        bool transaction = false;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            //Initialize
            SetStartDate(2014, 1, 1);         
            SetEndDate(2014, 12, 31); 
            SetCash(start_cash);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute);
            
            //Set up Indicators:
            _bb = BB(_symbol, 20, 1, MovingAverageType.Simple, Resolution.Minute);
            _rsi = RSI(_symbol, 14,  MovingAverageType.Simple, Resolution.Minute);
            _atr = ATR(_symbol, 14,  MovingAverageType.Simple, Resolution.Minute);
            _ema = EMA(_symbol, 14, Resolution.Minute);
            _sma = SMA(_symbol, 14, Resolution.Minute);
            _macd = MACD(_symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Minute);
        }

        public void OnData(TradeBars data) 
        {   
            if (!_bb.IsReady || !_rsi.IsReady) return;
            
         
         if(transaction == false)
         {
            _price = data[_symbol].Close;
            int quantity = (int)Math.Floor(start_cash/10/data[_symbol].Close);
                
            
            if ((!Securities[_symbol].HoldStock) && (transaction == false)) 
            { 
                //int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close);
                
                //Order function places trades: enter the string symbol and the quantity you want:
                if(_price <_bb.LowerBand)
                {
                    Order(_symbol,  quantity);
                    transaction = true;
                    Debug("Buy first " + quantity.ToString());
                }
            }
            /*
            if((_price > Securities[_symbol].Holdings.AveragePrice) && (Securities[_symbol].Holdings.HoldingsValue > 10000) && (transaction == false))
            {
                    Order(_symbol,-Securities[_symbol].Holdings.Quantity/2);
                    transaction = true;
                    //Debug("Dump half " + (-Securities[_symbol].Holdings.Quantity/2).ToString());
            }
            */
            
            Debug("Price : " + _price.ToString("F2") + "   avg = " + Securities[_symbol].Holdings.AveragePrice.ToString("F2") +"  num: " + Securities[_symbol].Holdings.Quantity.ToString("F2"));
            
            if (((_price * (decimal)0.95) > (Securities[_symbol].Holdings.AveragePrice)) && (_price < _bb.LowerBand) && (transaction == false))
            {
                Order(_symbol,  quantity);
                transaction = true;
                Debug("Buy Low " + quantity.ToString());
                 
            }
            /*
            if((_price > _bb.UpperBand) && (transaction == false))
            {
                if(Securities[_symbol].Holdings.Quantity > quantity)
                {
                    Order(_symbol,-quantity);
                    transaction = true;
                    //Debug("Sell High " + quantity.ToString());
                }
                else
                {
                    Liquidate(_symbol);
                    //Debug("Liquidate");
                    transaction = true;
                }
            }
            */
        }
        }
        // Fire plotting events once per day:
        public override void OnEndOfDay() {
            //if (!_bb.IsReady) return;
            
            Plot("BB", "Price", _price);
            Plot("BB", _bb.UpperBand, _bb.MiddleBand, _bb.LowerBand);
            
            //Plot("RSI", _rsi);
            
            //Plot("ATR", _atr);
            
            //Plot("MACD", "Price", _price);
            //Plot("MACD", _macd.Fast, _macd.Slow);
            
            Plot("Averages", _ema, _sma);
            
            transaction = false;
            //Debug("Holdings SPY on " + Time.ToShortDateString() + " = " + Securities[_symbol].Holdings.Quantity.ToString());
            //Debug("Value = " + Securities[_symbol].Holdings.HoldingsValue.ToString("F2"));
            
            
        }
    }
}