using System;
//using QuantConnect.Data.Market;
//using System.Drawing;

namespace Heiken.Ashi // just a name
{
    public class Engine : QCAlgorithm  // inherits from QCAlgo
    {
    	
		private Security spy_d;
		private HeikinAshi spyHA_d;
		private decimal HA_O=2837m, HA_H=0m, HA_L=0m, HA_C=2837m;
		
		private Chart plotter = new Chart("HA_Plot");
		
        public override void Initialize() // overrides mother method
        {
			
            SetStartDate(2019, 04, 01);  //Set Start Date
            SetEndDate(2019, 05, 01);
            SetCash(10000);              //Set Strategy Cash
            
            
            spy_d = AddCfd("SPX500USD", Resolution.Daily, Market.Oanda);
            
            spyHA_d = HeikinAshi("SPX500USD", Resolution.Daily);
            
            
            plotter.AddSeries(new Series("spy", SeriesType.Candle));
            plotter.AddSeries(new Series("HA_O", SeriesType.Line));
            plotter.AddSeries(new Series("HA_H", SeriesType.Line));
            plotter.AddSeries(new Series("HA_L", SeriesType.Line));
            plotter.AddSeries(new Series("HA_C", SeriesType.Line));
            
            
            AddChart(plotter);
          	
           

        }

        
        

        /// 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 void OnData(Slice data)
        {
     		//HA_O = (HA_O + HA_C)/2;
     		//HA_C = (spy_d.Open + spy_d.Close + spy_d.Low + spy_d.High)/4;
     		
        	if (!spyHA_d.IsReady) return;
        	
        	Plot("HA_Plot", "spy", spy_d.Close);
        	Plot("HA_Plot", "HA_C", spyHA_d.Close);
        	
			
		
			
            
        }

    }
}