using System;

using QuantConnect.Data;

using QuantConnect.Indicators;

namespace QuantConnect.Algorithm.CSharp

{

public class WarmupAlgorithm : QCAlgorithm

{

private bool first = true;

private const string symbol = "SPY";

private const int FastPeriod = 60;

private const int SlowPeriod = 3600;

private ExponentialMovingAverage fast, slow;

public override void Initialize()

{

SetStartDate(2013, 10, 08); //Set Start Date

SetEndDate(2013, 10, 11); //Set End Date

SetCash(100000); //Set Strategy Cash

// Find more symbols here: http://quantconnect.com/data

AddSecurity(SecurityType.Equity, symbol, Resolution.Second);

fast = EMA(symbol, FastPeriod);

slow = EMA(symbol, SlowPeriod);

SetWarmup(SlowPeriod);

}

/// <summary>

/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

/// </summary>

/// <param name="data">Slice object keyed by symbol containing the stock data</param>

public override void OnData(Slice data)

{

if (first && !IsWarmingUp)

{

first = false;

Console.WriteLine("Fast: " + fast.Samples);

Console.WriteLine("Slow: " + slow.Samples);

}

if (fast > slow)

{

SetHoldings(symbol, 1);

}

else

{

SetHoldings(symbol, -1);

}

}

}

}