#region Using declarations
using System.ComponentModel.DataAnnotations;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class LargeMovesDown : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Large Moves Down";
                Description = @"Based on chatper 7 of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                PercentDeclineThreshold = 1.0;
                DaysToExit = 5;
            }
        }

        protected override void OnBarUpdate()
        {
            double percent_decline = (Open[0] - Close[0]) / Open[0] * 100;
            if (percent_decline >= PercentDeclineThreshold)
                EnterLong();

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

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

        [NinjaScriptProperty]
        [Display(Name = "Percent Decline", GroupName = "Large Moves Down", Order = 1)]
        public double PercentDeclineThreshold { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "Large Moves Down", Order = 2)]
        public int DaysToExit { get; set; }
    }
}