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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 QuantConnect.Data.Market;

using QuantConnect.Indicators;

using QuantConnect.Parameters;

namespace QuantConnect.Algorithm.CSharp

{

public class ParameterizedAlgorithm : QCAlgorithm

{

// we place attributes on top of our fields or properties that should receive

// their values from the job. The values 100 and 200 are just default values that

// or only used if the parameters do not exist

[Parameter("ema-fast")]

public int FastPeriod = 100;

[Parameter("ema-slow")]

public int SlowPeriod = 200;

public ExponentialMovingAverage Fast;

public ExponentialMovingAverage Slow;

public override void Initialize()

{

SetStartDate(2013, 10, 07);

SetEndDate(2013, 10, 11);

SetCash(100*1000);

AddSecurity(SecurityType.Equity, "SPY");

Fast = EMA("SPY", FastPeriod);

Slow = EMA("SPY", SlowPeriod);

}

public void OnData(TradeBars data)

{

// wait for our indicators to ready

if (!Fast.IsReady || !Slow.IsReady) return;

if (Fast > Slow*1.001m)

{

SetHoldings("SPY", 1);

}

else if (Fast < Slow*0.999m)

{

Liquidate("SPY");

}

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