#region Using declarations
using NinjaTrader.NinjaScript.Indicators;
using System.ComponentModel.DataAnnotations;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class HighVolumeDownDays : Strategy
    {
        private MAX HighestVolume;
        private SMA LongTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "High Volume Down Days";
                Description = @"Based on chatper 6 of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                HighVolumePeriod = 5;
                LongTermTrendPeriod = 200;
                DaysToExit = 5;
            }
            else if (State == State.DataLoaded)
            {
                HighestVolume = MAX(Volume, HighVolumePeriod);
                LongTermTrend = SMA(LongTermTrendPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < HighVolumePeriod)
                return;

            if (Volume[0] == HighestVolume[0] && Close[0] > LongTermTrend[0] && Close[0] < Open[0])
                EnterLong();

            if (BarsSinceEntryExecution() >= DaysToExit)
                ExitLong();
        }

        public override string DisplayName
        {
            get { return Name; }
        }

        [NinjaScriptProperty]
        [Display(Name = "High Volume Period", GroupName = "High Volume Down Days", Order = 1)]
        public int HighVolumePeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long-Term Trend Period", GroupName = "High Volume Down Days", Order = 2)]
        public int LongTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "High Volume Down Days", Order = 3)]
        public int DaysToExit { get; set; }
    }
}