using System.Drawing;

namespace QuantConnect.Algorithm.CSharp
{

    public class RSI_MA : QCAlgorithm
    {
		private ExponentialMovingAverage _fastEMA;
        private ExponentialMovingAverage _slowEMA;
		private RelativeStrengthIndex _RSI;
		string security = "BTCEUR";
		
        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
        /// </summary>
        public override void Initialize()
        {
            SetStartDate(2017, 01, 01);  //Set Start Date
            SetEndDate(2017, 12, 31);    //Set End Date
            SetCash(10000);             //Set Strategy Cash
			SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
			
			/// NOTE set benchmark
			
            AddCrypto(security, Resolution.Hour);
			
			/// Create consolidator
			var consolidator = new TradeBarConsolidator(6);
			consolidator.DataConsolidated += ConsolidatedHandler;
			SubscriptionManager.AddConsolidator(security, consolidator);
			
			/// Register Indicators
			_RSI = RSI(security, 14);
			_fastEMA = EMA(security, 50);
			_slowEMA = EMA(security, 200);
			
			/// Register indicators to receive consolidated data
			RegisterIndicator(security, _RSI, consolidator);
			RegisterIndicator(security, _fastEMA, consolidator);
			RegisterIndicator(security, _slowEMA, consolidator);
			
			/// Add chart
			Chart stockPlot = new Chart("Trade Plot");
			stockPlot.AddSeries(new Series("Buy", SeriesType.Scatter, "", Color.Green, ScatterMarkerSymbol.Triangle));
			stockPlot.AddSeries(new Series("Sell", SeriesType.Scatter, "", Color.Red, ScatterMarkerSymbol.Triangle));
			stockPlot.AddSeries(new Series("Price", SeriesType.Line, "", Color.Blue));
			stockPlot.AddSeries(new Series("RSI", SeriesType.Line, 1));
			stockPlot.AddSeries(new Series("Slow EMA", SeriesType.Line, 2));
			stockPlot.AddSeries(new Series("Fast EMA", SeriesType.Line, 2));
			AddChart(stockPlot);
        }

        /// Event handler
        private void ConsolidatedHandler(object sender, TradeBar bar)
        {
        	/// check if all indicators are ready 
        	
        	if (!_RSI.IsReady || !_fastEMA.IsReady || !_slowEMA.IsReady) return;
            
            var holdings = Portfolio[security].Quantity;
            
            /// Plot price and indicators
            Plot("Trade Plot", "Price", bar.Close);
            Plot("Trade Plot", "RSI", _RSI);
            Plot("Trade Plot", "Fast EMA", _fastEMA);
            Plot("Trade Plot", "Slow EMA", _slowEMA);
            
        	/// we only want to go long if we're currently short or flat
            if (holdings <= 0)
            {
            	/// check if uptrend: fast over slow EMA & RSI buy signal
        		if (_RSI > 70 && _fastEMA > _slowEMA)
        		{
        			SetHoldings(security, 1);
        			Log("--->BUY<--- AT: " + bar.Close);
        			Plot("Trade Plot", "Buy", bar.Close);
        		}
            }
            
        	/// if invested: sell if  fast < slow EMA	
        	if (holdings > 0)
        	{
        		if (_RSI < 30)
        		{
        			Liquidate(security);
	        		Log("--->SELL<--- AT: " + bar.Close);
	        		Plot("Trade Plot", "Sell", bar.Close);
        		}
        	}
        }
       
        
    }
}