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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.

* Licensed under the Apache License, Version 2.0 (the "License");

* you may not use this file except in compliance with the License.

* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0

* Unless required by applicable law or agreed to in writing, software

* distributed under the License is distributed on an "AS IS" BASIS,

* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

* See the License for the specific language governing permissions and

* limitations under the License.

using System;

using QuantConnect.Data.Market;

namespace QuantConnect.Algorithm.Examples

{

/// <summary>

/// 4.0 DEMONSTRATION OF CUSTOM CHARTING FLEXIBILITY:

///

/// The entire charting system of quantconnect is adaptable. You can adjust it to draw whatever you'd like.

///

/// Charts can be stacked, or overlayed on each other.

/// Series can be candles, lines or scatter plots.

///

/// Even the default behaviours of QuantConnect can be overridden

///

/// </summary>

public class CustomChartingAlgorithm : QCAlgorithm

{

decimal lastPrice = 0;

decimal fastMA = 0;

decimal slowMA = 0;

DateTime resample = new DateTime();

TimeSpan resamplePeriod = new TimeSpan();

DateTime startDate = new DateTime(2010, 3, 3);

DateTime endDate = new DateTime(2014, 3, 3);

/// <summary>

/// Called at the start of your algorithm to setup your requirements:

/// </summary>

public override void Initialize()

{

//Set the date range you want to run your algorithm:

SetStartDate(startDate);

SetEndDate(endDate);

//Set the starting cash for your strategy:

SetCash(100000);

//Add any stocks you'd like to analyse, and set the resolution:

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

AddSecurity(SecurityType.Equity, "SPY", resolution: Resolution.Minute);

//Chart - Master Container for the Chart:

Chart stockPlot = new Chart("Trade Plot");

//On the Trade Plotter Chart we want 3 series: trades and price:

Series buyOrders = new Series("Buy", SeriesType.Scatter, 0);

Series sellOrders = new Series("Sell", SeriesType.Scatter, 0);

Series assetPrice = new Series("Price", SeriesType.Line, 0);

stockPlot.AddSeries(buyOrders);

stockPlot.AddSeries(sellOrders);

stockPlot.AddSeries(assetPrice);

AddChart(stockPlot);

Chart avgCross = new Chart("Strategy Equity");

Series fastMA = new Series("FastMA", SeriesType.Line, 1);

Series slowMA = new Series("SlowMA", SeriesType.Line, 1);

avgCross.AddSeries(fastMA);

avgCross.AddSeries(slowMA);

AddChart(avgCross);

resamplePeriod = TimeSpan.FromMinutes((endDate - startDate).TotalMinutes / 2000);

}

/// <summary>

/// OnEndOfDay Event Handler - At the end of each trading day we fire this code.

/// To avoid flooding, we recommend running your plotting at the end of each day.

/// </summary>

public override void OnEndOfDay()

{

//Log the end of day prices:

Plot("Trade Plot", "Price", lastPrice);

}

/// <summary>

/// On receiving new tradebar data it will be passed into this function. The general pattern is:

/// "public void OnData( CustomType name ) {...s"

/// </summary>

/// <param name="data">TradeBars data type synchronized and pushed into this function. The tradebars are grouped in a dictionary.</param>

public void OnData(TradeBars data)

{

lastPrice = data["SPY"].Close;

if (fastMA == 0) fastMA = lastPrice;

if (slowMA == 0) slowMA = lastPrice;

fastMA = (0.01m * lastPrice) + (0.99m * fastMA);

slowMA = (0.001m * lastPrice) + (0.999m * slowMA);

if (Time > resample)

{

resample = Time.Add(resamplePeriod);

Plot("Strategy Equity", "FastMA", fastMA);

Plot("Strategy Equity", "SlowMA", slowMA);

}

//On the 5th days when not invested buy:

if (!Portfolio.Invested && Time.Day % 13 == 0)

{

Order("SPY", (int)(Portfolio.Cash / data["SPY"].Close));

Plot("Trade Plot", "Buy", lastPrice);

}

else if (Time.Day % 21 == 0 && Portfolio.Invested)

{

Plot("Trade Plot", "Sell", lastPrice);

Liquidate();

}

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