class SmoothBlueGuanaco(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2020, 1, 1)  # Set Start Date
        self.SetEndDate(2021,1,1)
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.data = {}
        self.closingPrices = {}
        
        self.symbols =  ["SPY", "IGV", "XLE", "VNQ", "XLF", "XME", "XHB", "TBT", "KWEB", "OIH","XBI"]
        for symbol in self.symbols:
            self.AddEquity(symbol, Resolution.Daily)
            self.data[symbol] = self.MOM(symbol, 30, Resolution.Daily)
            self.closingPrices[symbol] = self.History(symbol, 30, Resolution.Daily)["close"]
            
        self.sma = self.SMA(self.spy, 30, Resolution.Daily)
        
        
        

    def OnData(self, data: Slice):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''
        pass