namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Basic template algorithm simply initializes the date range and cash. This is a skeleton
    /// framework you can use for designing an algorithm.
    /// </summary>
   
    
    public class TestOanda : QCAlgorithm
    {
    	
    	
    	//Set up the SMA class
    	SimpleMovingAverage sma;
    	decimal price;
    	decimal smad;
       
        /// <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(2013, 10, 10);  //Set Start Date
            SetEndDate(2013, 10, 11);    //Set End Date
           // SetCash(100000);             //Set Strategy Cash

          
             AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Hour);
            
            sma=SMA("EURUSD", 10,Resolution.Hour);
			  
            // There are other assets with similar methods. See "Selecting Options" etc for more details.
            // AddFuture, AddForex, AddCfd, AddOption
        }

        /// <summary>
        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// </summary>
        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
        public void OnData(TradeBars data)
        {
          // if(sma.IsReady) return;
          price= Securities["EURUSD"].Close;
          
          Log("Value of sma is" + sma +" and price is"+ price + "Difference is---" + (sma.Minus(price)));
        
         
           
           
        }
    } 
}