#region imports
from AlgorithmImports import *
#endregion
# Trading QC Super Trend Indicator
# --------------------------------------------
STOCK = "QQQ";  BAR = 1; SL = -0.0145; TP = 0.01; #ATR = 3; MULT = 0.09; wil m 0.2 and kama 0.16 spy 3 0.1..  A1M0.1  A2M0.2  A1M0.16
# --------------------------------------------

class SuperTrendIndicator(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(DateTime(2020, 5, 17, 9, 30, 0))  
        self.SetEndDate(DateTime(2022, 6, 1, 16, 0, 0)) 
        self.SetCash(200000)
        
        res = Resolution.Hour

        ATR = int(self.GetParameter("ATR_A"))   
        MULT = float(self.GetParameter("MULT_A"))
        self.stock = self.AddEquity(STOCK, res).Symbol

        self.heikin_ashi = HeikinAshi()
        #self.heikin_ashi = self.HeikinAshi(self.stock, res)    # heikin ashi

        consolidator = TradeBarConsolidator(timedelta(hours = BAR))
        self.Consolidate(self.stock, timedelta(hours = BAR), self.BarHandler)
        self.st = IndicatorExtensions.Of(SuperTrend(ATR, MULT, MovingAverageType.Kama), self.heikin_ashi)
        self.RegisterIndicator(self.stock, self.st, consolidator)
        self.SetWarmUp(5*BAR*ATR, res)

        #Close every friday 
        #self.Schedule.On(self.DateRules.Every(DayOfWeek.Friday), self.TimeRules.At(16, 0), self.FridayClosed)

        #Liquidate at 10k loss
        #self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.Every(timedelta(minutes=10)), self.LiquidateUnrealizedLosses)

        
    #Close Every Friday   
    #def FridayClosed(self):
            #self.Liquidate(self.stock)
            #self.Log(f"Friday at 4pm: Fired at: {self.Time}")  


    #liquidate at 10k loss       
    #def LiquidateUnrealizedLosses(self):
        # Liquidate any unrealized loss of over 10000 dollars or can use percentage of available funds,
        #if self.Portfolio.TotalUnrealizedProfit < -10000:
            #self.Log(f"Liquidated due to unrealized losses at: {self.Time}")
            #self.Liquidate()

    


    def BarHandler(self, consolidated):
        
        if self.IsWarmingUp: return

        if not self.st.IsReady: return

        if not self.heikin_ashi: return

        self.Plot(STOCK, "Price", self.Securities[self.stock].Price)
        self.Plot(STOCK, "Super Trend", self.st.Current.Value)

        #stop trading at 3:30 every Friday
        #stop_time = self.Time.replace(day=5, hour=15, minute=30, second=0)
        #if self.Time >= stop_time:
            #return


        pnl = self.Securities[self.stock].Holdings.UnrealizedProfitPercent


        if self.heikin_ashi.High.Current.Value > self.st.Current.Value: # Bullish 
            self.SetHoldings(self.stock, 1, True, "Buy Signal")

                    

        elif self.heikin_ashi.Low.Current.Value < self.st.Current.Value: # Bearish
            self.SetHoldings(self.stock, -1, True, "Sell Signal")
            #self.Liquidate(self.stock, "Sell Signal")
           


        if self.Portfolio[self.stock].Invested: 
            if pnl < SL:
                self.Liquidate(self.stock, "Stop Loss")
            #elif pnl > TP:
                #self.Liquidate(self.stock, "Take Profit")