class LouisLesson4(QCAlgorithm):

        def Initialize(self):
            self.SetStartDate(2020, 1, 1)
            self.SetEndDate(2021, 1, 1)
            self.SetCash(1000)
            self.eurusd = self.AddEquity("EURUSD", Resolution.Hour).Symbol
            # self.SetBenchmark("SPY") # plot benchmark chart on backtest result
            self.SetBrokerageModel(BrokerageName.OandaBrokerage, AccountType.Margin)

            #self.entryPrice = 0
            #self.period = timedelta(31)
            self.nextEntryTime = self.Time

        def OnData(self, data):
            if not self.eurusd in data:
                return

            # 3 ways to access to last close price
            # price = self.data.Bars[self.eurusd].Close
            price = data[self.eurusd].Close
            # price = self.Securities[self.eurusd].Close

            if not self.Portfolio.Invested:
                if self.nextEntryTime <= self.Time:

                    # 2 ways to calculate quantity (this example was for SPY)
                    # self.SetHoldings(self.eurusd, 1) # 1 = percentage of portfolio 100%
                    self.MarketOrder(self.eurusd, int(self.Portfolio.Cash / price)) # specify qty as second arg

                    self.Log(f"BUY EURUSD @ {price}")
                    # self.debug(f"BUY EURUSD @ {price}") # logs to console

                    self.entryPrice = price

            # already invested
            elif self.entryPrice * 1.1 < price or self.entryPrice * 0.9 > price:
                self.Liquidate() # close all positions
                # self.Liquidate(self.eurusd) # close only specified position
                self.Log(f"SELL EURUSD @ {price}")
                self.nextEntryTime = self.Time + self.period