namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Full Basic Template:
    *
    *   The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
    *   We have explained some of these here, but the full algorithm can be found at:
    *   https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
    */
    public class BasicTemplateAlgorithm : QCAlgorithm
    {
    	
    	BollingerBands _bb;
        RelativeStrengthIndex _rsi;
        
        string _symbol = "EURUSD";
        
        decimal valueFX, bottomFX;
        
        DateTime Today = DateTime.Now;
       // int quantity = 1000;
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize() 
        {
			
            //Start and End Date range for the backtest:
            SetStartDate(2013, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1));
            
            //Cash allocation
            SetCash(25000);
            
            
            
           // AddSecurity(SecurityType.Forex, _symbol, Resolution.Minute);
            AddForex(_symbol, Resolution.Minute, "fxcm");
            
           _bb = BB(_symbol, 20, 2, MovingAverageType.Simple, Resolution.Minute);
           _rsi = RSI(_symbol, 14,  MovingAverageType.Simple, Resolution.Minute);
            
            //Add as many securities as you like. All the data will be passed into the event handler:
            
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(TradeBars data) 
        {   
            // "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
            // 
            //  e.g.  data["MSFT"] data["GOOG"]
			valueFX = data[_symbol].Close;
            int holdings = Portfolio[_symbol].Quantity;
            
            if (!_bb.IsReady || !_rsi.IsReady) return;
            
            if (Today.Date.DayOfWeek == data[_symbol].Time.Date.DayOfWeek) return;

            Today = data[_symbol].Time.Date;
            

            if(valueFX < _bb.LowerBand)
            {
                if(_rsi < 30)
                {
                    if(holdings == 0 || Portfolio[_symbol].IsShort)
                    {
                        Liquidate();
                        int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close) / 2;
                    //   quantity = 10000;
                        MarketOrder(_symbol, (quantity));
                        bottomFX = valueFX;
                    }
                }
            }

            if(valueFX > _bb.UpperBand)
            {
                if(_rsi > 70)
                {   
                    if(holdings == 0 || Portfolio[_symbol].IsLong)
                    {
                        Liquidate();
                       // int quantity = 10000;
                        int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close) / 2;
                        MarketOrder(_symbol, -(quantity));
                    }

                }
            }
            
            
            
            
   /*         
            if (!Portfolio.HoldStock) 
            {
                int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close);
                
                //Order function places trades: enter the string symbol and the quantity you want:
                Order(_symbol,  quantity);
                
                //Debug sends messages to the user console: "Time" is the algorithm time keeper object 
                Debug("Purchased EURUSD on " + Time.ToShortDateString());
                
                //You can also use log to send longer messages to a file. You are capped to 10kb
                //Log("This is a longer message send to log.");
            }
            
  */          
            
            
        }
    }
}