namespace QuantConnect.Algorithm.CSharp
{
    public class TachyonParticleReplicator : QCAlgorithm
    {
		Indicators.BollingerBands _bb;
		RollingWindow<decimal> _bbrw;
		int rwsize;
        public override void Initialize()
        {
            SetStartDate(2018, 5, 5);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash
            
            AddEquity("SPY", Resolution.Hour);
            
            _bb = BB("SPY", 100, 2, MovingAverageType.Simple, Resolution.Daily);
            rwsize = 100;
            _bbrw = new RollingWindow<decimal>(rwsize);
			SetWarmUp(TimeSpan.FromDays(100));

        }

        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
        /// Slice object keyed by symbol containing the stock data
        public override void OnData(Slice data)
        {
        	decimal current = _bb.StandardDeviation;
        	
            if (_bbrw.IsReady){
            	int count = 0;
            	foreach (decimal bb in _bbrw){
            		if (current>bb) count++;
            	}
            	if (count/rwsize > 0.8){
            		Log("today's bb.StandardDeviation is larger than 80% of bb in rolling window: "+current);
            	}
            }
            
            if (_bb.IsReady){
            	_bbrw.Add(current);
            }
        }

    }
}