Overall Statistics
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using System;

namespace QuantConnect.Algorithm.CSharp
{
    public class EMACross2 : QCAlgorithm
    {

		private string _symbol = "IBM";
		
        public override void Initialize()
        {
            SetStartDate(2013, 10, 07); // Set Start Date
            SetEndDate(2013, 10, 08); // Set Start Date
            SetCash(100000); // Set Strategy Cash
            SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw));
            AddEquity(_symbol, Resolution.Minute);
        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
            if (!data.Bars.TryGetValue(_symbol, out var bar))
            {
                return;
            }

			Debug($"Processing {bar}");

        }
    }
}