namespace QuantConnect 
{   
    /*
    *   Test members of data
    *  
    *   SPY not found in data if daily and minute data
    *   are mixed
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        public override void Initialize() 
        {
        	// backtest parameters
            SetStartDate(2017, 8, 22);         
            SetEndDate(2017, 8, 23);
            
            // cash allocation
            SetCash(25000);
            
            // request specific equities
            // including forex. Options and futures in beta.
            AddEquity("VXX", Resolution.Daily);   

            UniverseSettings.Resolution = Resolution.Minute;
            AddUniverse(Universe.DollarVolume.Top(5));
            
            
        }

        /* 
        *	New data arrives here.
        *	The "Slice" data represents a slice of time, it has all the data you need for a moment.	
        */ 
        public void OnData(TradeBars data) 
        {
        int i=0;
        decimal  orderSize = 0;
        decimal tradeCashAllocation= 6000;
        
               orderSize = Math.Floor(tradeCashAllocation / Securities["VXX"].Price);
                    
               Debug("Buy x  " + Time.Date.ToShortDateString() + " orderSize=" + orderSize + " Portfolio.Cash=" + Portfolio.Cash ) ;
               
               	//MarketTicket = StopMarketOrder(Stock.Symbol, orderSize, price * 0.97m); // 0.95m); 
                    
                if (! Portfolio.Invested)    
                    SetHoldings("VXX", orderSize);

        }
    }
}