#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

namespace QuantConnect
{
    public class IndexDataAlgorithm : QCAlgorithm
    {
        private Symbol _spy;
        private ExponentialMovingAverage _emaSlow;
        private ExponentialMovingAverage _emaFast;

        public override void Initialize()
        {
            SetStartDate(2020, 1, 1);
            SetEndDate(2021, 7, 8);
            SetCash(1000000);

            // Trade on SPY
            _spy = AddEquity("SPY").Symbol;

            // Use indicator for signal; but it cannot be traded
            var spx = AddIndex("SPX").Symbol;
            _emaFast = EMA(spx, 80, Resolution.Daily);
            _emaSlow = EMA(spx, 200, Resolution.Daily);
            SetWarmUp(200, Resolution.Daily);

            var history = History(spx, 60, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");
        }

        public override void OnData(Slice slice)
        {
            // Warm up indicators
            if (IsWarmingUp || !_emaSlow.IsReady)
            {
                return;
            }

            if (!Portfolio.Invested && _emaFast > _emaSlow)
            {
                SetHoldings(_spy, 1);
            }
            else if (_emaFast < _emaSlow)
            {
                Liquidate();
            }
        }
    }
}