namespace QuantConnect
{
    class SimpleExample : QCAlgorithm
    {
        Symbol _symbol;
        SimpleMovingAverage _sma;
        RollingWindow<IndicatorDataPoint> _window;

        public override void Initialize()
        {
            SetStartDate(2015, 11, 01);
            SetEndDate(2015, 11, 2);
            SetCash(10000);

            _symbol = AddForex("EURUSD").Symbol;


            _sma = new SimpleMovingAverage(10);
            _window = new RollingWindow<IndicatorDataPoint>(2);

            // Here is where the RollingWindow is updated with the latest SMA observation.
            _sma.Updated += (object sender, IndicatorDataPoint updated) =>
            {
                _window.Add(updated);
            };


            var fiveMinuteConsolidator = new QuoteBarConsolidator(TimeSpan.FromMinutes(5));
            SubscriptionManager.AddConsolidator(_symbol, fiveMinuteConsolidator);
            RegisterIndicator(_symbol, _sma, fiveMinuteConsolidator);
        }


        public override void OnData(Slice slice)
        {
            if (!_window.IsReady) return;

            Log("SMA value :" + _sma);
            Log("Previous SMA value: " + _window[1]);

            // Here you can implement your logic.
            if (_window[1] > _window[0])
            {
                //Do stuff
            }

        }

    }
}