-no value-

namespace QuantConnect 
{
    public class QCUMovingAverageCross : QCAlgorithm 
    { 
        int quantity = 0;
        decimal price = 0;
        decimal tolerance = 0m; //0.1% safety margin in prices to avoid bouncing.
        string symbol = "EURUSD";
        
        //Set up the EMA Class:
        ExponentialMovingAverage emaShort;
        ExponentialMovingAverage emaLong;
        
        ExponentialMovingAverage emaShortSecond;
        ExponentialMovingAverage emaLongSecond;
        
        public override void Initialize() 
        {          
            SetStartDate(2014, 1, 1);
            SetEndDate(2014, 1, 2);  
            SetCash(25000);
            AddSecurity(SecurityType.Forex, symbol, Resolution.Second);
            
            emaShort = EMA(symbol, 10, Resolution.Minute);
            emaLong = EMA(symbol, 50, Resolution.Minute);
            
            emaShortSecond = EMA(symbol, 10*60, Resolution.Second);
            emaLongSecond = EMA(symbol, 50*60, Resolution.Second);
        }
        
        //Handle TradeBar Events: a TradeBar occurs on every time-interval
        public void OnData(TradeBars data) {
            price = Securities[symbol].Close;
            
            if (!emaShort.IsReady || !emaLong.IsReady) return;
            Plot("EMAs","EMAShort",emaShort);
            Plot("EMAs","EMALong",emaLong);
            Plot("EMAs","EMAShortSecond",emaShortSecond);
            Plot("EMAs","EMALongSecond",emaLongSecond);
            Plot("EMAs","BarClose",price);
            
            
            decimal cash = Portfolio.Cash;
            int holdings = Portfolio[symbol].Quantity;
            quantity = Convert.ToInt32((cash * 0.5m) / price);
            
            if (holdings > 0 || holdings == 0) {
                if ((emaShort * (1+tolerance)) < emaLong) 
                {
                    Order(symbol, -(holdings + quantity));
                    Log(Time.ToShortDateString() + " > Go Short > Holdings: " + holdings.ToString() + " Quantity:" + quantity.ToString() + " Samples: " + emaShort.Samples);
                }
                
            } else if (holdings < 0 || holdings == 0) {
                if ((emaShort * (1 - tolerance)) > emaLong) 
                {
                    Order(symbol, Math.Abs(holdings) + quantity);
                    Log(Time.ToShortDateString() + "> Go Long >  Holdings: " + holdings.ToString() + " Quantity:" + quantity.ToString() + " Samples: " + emaShort.Samples); 
                }
            }
        }
    }
}