Fixes python algorithm to be python 3 compliant

Algorithm.Python/CustomChartingAlgorithm.py

@@ -13,16 +13,12 @@
 
 from clr import AddReference
 AddReference("System")
-AddReference("System.Collections")
 AddReference("QuantConnect.Algorithm")
-AddReference("QuantConnect.Indicators")
 AddReference("QuantConnect.Common")
 
 from System import *
-from System.Collections.Generic import List
 from QuantConnect import *
 from QuantConnect.Algorithm import *
-from QuantConnect.Indicators import *
 
 import numpy as np
 import decimal as d
@@ -46,7 +42,7 @@ class CustomChartingAlgorithm(QCAlgorithm):
         self.AddEquity("SPY", Resolution.Daily)
 
         # In your initialize method:
-		# Chart - Master Container for the Chart:
+        # Chart - Master Container for the Chart:
         stockPlot = Chart("Trade Plot")
         # On the Trade Plotter Chart we want 3 series: trades and price:
         stockPlot.AddSeries(Series("Buy", SeriesType.Scatter, 0))
@@ -71,8 +67,8 @@ class CustomChartingAlgorithm(QCAlgorithm):
         self.lastPrice = slice["SPY"].Close
         if self.fastMA == 0: self.fastMA = self.lastPrice
         if self.slowMA == 0: self.slowMA = self.lastPrice
-        self.fastMA = (d.Decimal(0.01) * self.lastPrice) + (d.Decimal(0.99) * self.fastMA);
-        self.slowMA = (d.Decimal(0.001) * self.lastPrice) + (d.Decimal(0.999) * self.slowMA);
+        self.fastMA = (d.Decimal(0.01) * self.lastPrice) + (d.Decimal(0.99) * self.fastMA)
+        self.slowMA = (d.Decimal(0.001) * self.lastPrice) + (d.Decimal(0.999) * self.slowMA)
 
         if self.Time > self.resample:
             self.resample = self.Time  + self.resamplePeriod
@@ -89,4 +85,4 @@ class CustomChartingAlgorithm(QCAlgorithm):
 
     def OnEndOfDay(self):
        #Log the end of day prices:
-       self.Plot("Trade Plot", "Price", self.lastPrice);
+       self.Plot("Trade Plot", "Price", self.lastPrice)