#
#   Trading Orders Algorithm
#
#   Ref: https://www.quantconnect.com/docs#Trading-and-Orders
#        https://www.quantconnect.com/docs#Charting
#
import decimal
from datetime import timedelta 

class TradingOrdersAlgorithm(QCAlgorithm):

	def Initialize(self):
		# Set cash allocation for backtest
		# In live trading this is ignored and your real account is used.
		# cash = 7000 * 50 leverage = 350,000
		self.SetCash(350000);

		# Start and end dates for the backtest.
		# These are ignored in live trading.
		self.SetStartDate(2016,6,1)
		self.SetEndDate(2017,6,1)

		# Specify the OANDA Brokerage: This lets us know the fee models & data.
		self.SetBrokerageModel(BrokerageName.OandaBrokerage)

		# Add assets you'd like to see
		self.AddForex("EURUSD", Resolution.Minute)

		self.SetBenchmark("EURUSD")
		
		#5 day mean
    #*****************THIS IS THE MEAN YOU CAN CHANGE THE 5 ******************
		self.sma = self.SMA("EURUSD", 5, Resolution.Daily)
		self.SetWarmup(timedelta(5))


	def OnData(self, slice):
		price = slice["EURUSD"].Value
			
		difference = self.sma.Current.Value - price
			
		# order amount = 3% cash / current price
		# need to figure out how to get the current cash 
		amount = (self.Portfolio.TotalPortfolioValue * decimal.Decimal(0.03)) / price
	
				
			
		if difference > decimal.Decimal(0.01) and self.Portfolio["EURUSD"].Invested == False:
			# Buy shares of EURUSD
			self.Buy("EURUSD", amount)
			
 
			# Place a Take Profit Limit order for .5% gain  
			self.LimitOrder("EURUSD", -amount, price * decimal.Decimal(1.005))
		
    
			# Place a Stop Loss (Stop Market) order for a .3% loss
			self.StopMarketOrder("EURUSD", -amount, price * decimal.Decimal(0.997))
				
					
					
		elif difference < decimal.Decimal(-0.01) and self.Portfolio["EURUSD"].Invested == False:
			# Sell 1000 shares of EURUSD
			self.Sell("EURUSD", amount)
			
    
			#Place a Take Profit Limit order for .5% gain
			self.LimitOrder("EURUSD", -amount, price * decimal.Decimal(1.005))
			
      
			# Place a Stop Loss (Stop Market) order for a .3% loss
			self.StopMarketOrder("EURUSD", -amount, price * decimal.Decimal(0.997))
			
		
		
	
	def OnOrderEvent(self, orderEvent):
		if orderEvent.Status == OrderStatus.Submitted or orderEvent.Status == OrderStatus.Canceled:
			return

		if orderEvent.FillQuantity < 0:
			self.Transactions.CancelOpenOrders("EURUSD")
		else:
			self.Log("Buy EURUSD at {0}. SMA30d: {1}".format(orderEvent.FillPrice, self.sma.Current.Value))