using System;

namespace QuantConnect.Algorithm.CSharp
{

    public class EMACrossExample : QCAlgorithm
    {
    	//USER VARIABLES
    	private string _Ticker = "BCHUSD";
    	int _MaxPosition = 500;
    	int _MinPosition = 100;
    	int _FastPeriod = 12;
    	int _SlowPeriod = 26;


		// PROGRAM VARIABLES
		public decimal _Price;
		public decimal _Holding;
		public string _BaseSymbol;
		public decimal _USD;
		
		ExponentialMovingAverage _FastEMA;
		ExponentialMovingAverage _SlowEMA;
		
		
        // INITIALIASE BLOCK
        public override void Initialize()
        {
        	SetStartDate(2017, 12, 22);
            SetEndDate(2019, 3, 8);
            SetCash(5000);

            var _Crypto = AddCrypto(_Ticker, Resolution.Hour);
            _BaseSymbol = _Crypto.BaseCurrencySymbol;
            
            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
            
            _FastEMA = EMA(_Ticker, _FastPeriod, Resolution.Hour);
            _SlowEMA = EMA(_Ticker, _SlowPeriod, Resolution.Hour);
        }
        
        // ONDATA BLOCK
        public override void OnData(Slice data)
        {
        	_Price = data[_Ticker].Price;
        	_USD = Portfolio.CashBook["USD"].Amount;
        	
        	if (!Portfolio.Invested && _USD > _MinPosition)
            {
                if(_FastEMA > _SlowEMA)
                {
                	decimal _Quantity = Math.Round(_MaxPosition / _Price, 6);
                	MarketOrder(_Ticker, _Quantity);
                }
            }
             
            if(Portfolio.Invested)
            {
            	_Holding = Portfolio.CashBook[_BaseSymbol].Amount;
            	if(_FastEMA < _SlowEMA)
           		{
           			Sell(_Ticker, _Holding);
           		}
            }
        }
    }
}