class EnglishBreakfast(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 14) # Set Start Date
        self.SetStartDate(2020,12,14)
        self.SetCash(100000)  # Set Strategy Cash
        self.forex = self.AddForex("GBPUSD", Resolution.Minute, Market.Oanda)
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
       


    def OnData(self, data):
        
        if self.Time.hour == 4 and self.Time.minute == 15:
            self.gbpusdBeginPrice = data["GBPUSD"].Close
        if self.Time.hour == 8 and self.Time.minute == 30:
            self.gbpusdClosePrice = data["GBPUSD"].Close
        if not self.Portfolio.Invested and self.gbpusdClosePrice < self.gbpusdBeginPrice and self.Time.hour == 8 and self.Time.minute == 31:
            self.gbpusdBuyPrice = data ["GBPUSD"].Close.Bid
            self.MarketOrder("GBPUSD",+3)
            self.Debugg(self.gbpusdBuyPrice)
            self.StopMarketOrder("GBPUSD",-3, self.gbpusdBuyPrice * 0.998)    # Stop Loss
            self.StopMarketOrder("GBPUSD",-1, self.gbpusdBuyPrice * 1.002)    # Take Profit 1
            self.StopMarketOrder("GBPUSD",-1, self.gbpusdBuyPrice * 1.004)    # Take Profit 2
            self.StopMarketOrder("GBPUSD",-1, self.gbpusdBuyPrice * 1.006)    # Take Profit 3
        elif not self.Portfolio.Invested and self.gbpusdClosePrice < self.gbpusdBeginPrice and self.Time.hour == 8 and self.Time.minute ==31:
            gbpusdSellPrice = data ["GBPUSD"].Close.Ask
            self.MarketOrder("GBPUSD",-3)
            self.Debugg(gbpusdSellPrice)
            self.StopMarketOrder("GBPUSD",+3, self.gbpusdSellPrice * 1.002)     # Stop Loss
            self.StopMarketOrder("GBPUSD",+1,self.gbpusdSellPrice * 0.998)     # Take Profit 1
            self.StopMarketOrder("GBPUSD",+1,self.gbpusdSellPrice * 0.996)     # Take Profit 2
            self.StopMarketOrder("GBPUSD",+1,self.gbpusdSellPrice * 0.994)     # Take Profit 3