using System;
using System.Collections;
using System.Collections.Generic; 
using QuantConnect.Securities;  
using QuantConnect.Models;

namespace QuantConnect {
    /*************************************************************************** 
        DATA EVENTS: TICK CLASS
        A Tick is an individual buy-sell trade, or bid-ask quote that enters the 
        financial market. With millions of people trading every day there can be 
        billions of ticks per day generated in the markets. If you are trading 
        within a 0-5 minute timeframe you can need all this data for making your investment decision.
    ***************************************************************************/    
    
    public class MyFirstAlgorithm : QCAlgorithm
    {
        public override void Initialize()
        {
            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick, true, 30, false);
            SetCash(10000);
            SetStartDate(2014, 4, 1);         
            SetEndDate(2014, 5, 1); 
        }
        
       //Tick Resolution Event Handler:
        Tick previousTick = new Tick();
        public void OnData(Ticks ticks)
        {
            foreach (var tick in ticks["EURUSD"])
	        {
	            try
	            {
    	            //if (previousTick == new Tick()) previousTick = tick;
                    if (tick.Price / previousTick.Price > 1.001m && Portfolio.HoldStock) 
                    {
                        Order("EURUSD", -Portfolio["EURUSD"].Quantity);
                    }
    
                    if (tick.Price/previousTick.Price < 0.9999m && Portfolio.Cash > 0)
                    {
                        var quantity = (int)(Portfolio.Cash / tick.Price);
                        Order("EURUSD", quantity);
                    }
	            }
	            catch(Exception err) 
                {
                    Error("OnData Err: " + err.Message);    
                }
            previousTick = tick;
	        }
        }
    }
}