using System;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp
{
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
        private Symbol _symbol = QuantConnect.Symbol.Create("BTCUSD", SecurityType.Crypto, Market.GDAX);
        private RollingWindow<decimal> Close;
        
        public override void Initialize()
        {
            SetStartDate(DateTime.Now.Date.AddDays(-30));  //Set Start Date
            SetEndDate(DateTime.Now.Date.AddDays(-1));    //Set End Date
            SetCash(10000);             //Set Strategy Cash

            AddSecurity(SecurityType.Equity, _symbol, Resolution.Hour);
 
            Close  = new RollingWindow<decimal>(2);
        }

        public void OnData(TradeBars data)
        {
            Close.Add(data[_symbol].Close);

            var holding = Portfolio[_symbol];

			var SellCondition = (Close[0] > 6700);
			var BuyCondition = (Close[0] < 6600);
			
			if (holding.Quantity == 0) //no position
			{
				if (BuyCondition)
				{
					SetHoldings(_symbol, 1.0);
				}
				else if (SellCondition)
				{
					SetHoldings(_symbol, -1.0);
				}
			}
			else if (holding.Quantity > 0) //in long position
			{
				if (SellCondition)
				{
					Liquidate(_symbol);
					SetHoldings(_symbol, -1.0);
				}
			}
			else if (holding.Quantity < 0) //in short position
			{
				if (BuyCondition)
				{
					Liquidate(_symbol);
					SetHoldings(_symbol, 1.0);
				}
			}

        }
    }
}