namespace QuantConnect.Algorithm.CSharp
{
    public class ModulatedTransdimensionalRegulators : QCAlgorithm
    {
		VolumeWeightedAveragePriceIndicator _vwap;
        public override void Initialize()
        {
            SetStartDate(2018, 11, 13);  //Set Start Date
            SetEndDate(2018, 11, 30);
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Daily);
            
            // This adds a VWAP indicator, which will produce the volume-weighted average price
            _vwap = VWAP("SPY", 1); // numeric argument 1 sets the VWAP to 1-day -- this can be adjusted for longer periods if desired

            SetWarmUp(TimeSpan.FromDays(1));


        }

        public override void OnData(Slice data)
        {
             if (_vwap.IsReady){
            	Log("VWAP: " + _vwap.ToString());
            	Log("Close: " + data["SPY"].Close.ToString());
            }
        }

    }
}