Overall Statistics
```using QuantConnect.Data.Market;
using System.Linq;

namespace QuantConnect.Indicators {

/// <summary>
///     Represents the traditional exponential moving average indicator (EMA)
/// </summary>
public class VolumeMovingAverage : IndicatorBase<TradeBar> {

/// <summary>Initializes a new instance of the VolumeMovingAverage class with the specified name and period
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the EMA</param>
public VolumeMovingAverage(string name, int period)
: base(name) {
_period = period;
}

/// <summary>
///     Initializes a new instance of the ExponentialMovingAverage class with the default name and period
/// </summary>
/// <param name="period">The period of the EMA</param>
public VolumeMovingAverage(int period)
: this("VMA" + period, period) {
}

/// <summary>
///     Gets a flag indicating when this indicator is ready and fully initialized
/// </summary>
get { return Samples >= _period; }
}

/// <summary>
///     Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(TradeBar input) {

decimal totalVolume = _tradeBars.Select(x => x.Volume).Sum();

// our first data point just return identity
if (Samples == 1 || totalVolume == 0) {
return input.Close;
}

decimal volume = input.Volume;

return ((Current * (totalVolume - volume)) / totalVolume) + ((volume * input.Price) / totalVolume);
}
}
}```
```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
{

string symbol = "SPY";

VolumeMovingAverage vma = new VolumeMovingAverage(14);
//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);

//Cash allocation
SetCash(25000);

//Add as many securities as you like. All the data will be passed into the event handler:
RegisterIndicator(symbol, vma, Resolution.Minute, null);
PlotIndicator(string.Format("VMA{0}", symbol), vma);
}

//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
{
//vma.Update(data["SPY"]);
//Debug(string.Format("VMA{0}", vma.Current));
// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
//
//  e.g.  data["MSFT"] data["GOOG"]

if (!Portfolio.HoldStock)
{
int quantity = (int)Math.Floor(Portfolio.Cash / data["SPY"].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order("SPY",  quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased SPY 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.");
}
}
}
}```