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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class PivotBot : Strategy
    {
        private PivotPoints pivots;

        private double pivotHigh;
        private double pivotLow;

        private OpeningRange openingRange;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Trades pivot point breakouts";
                Name = "Pivot Bot";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = true;
                ExitOnSessionCloseSeconds = 30;
                IsFillLimitOnTouch = false;
                MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution = OrderFillResolution.Standard;
                Slippage = 0;
                StartBehavior = StartBehavior.WaitUntilFlat;
                TimeInForce = TimeInForce.Gtc;
                TraceOrders = false;
                RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade = 20;
                IsInstantiatedOnEachOptimizationIteration = true;

                PivotWindowLength = 10;
            }
            else if (State == State.Configure)
            {
                // Data series required by the opening range indicator, must be loaded here.
                AddDataSeries(BarsPeriodType.Minute, 1);
                AddDataSeries(Instrument.FullName, BarsPeriod, "US Equities RTH");
            }
            else if (State == State.DataLoaded)
            {
                pivots = PivotPoints(PivotWindowLength);
                openingRange = OpeningRange(5, OpeningRangeBarType.Minutes);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBar < BarsRequiredToTrade)
                return;

            DateTime now = Time[0];
            if (now <= openingRange.GetOpeningRangeEndTime(now))
                return;

            PivotPoint pivot = pivots.Pivot[0];
            if (pivot != null)
            {
                if (pivot.IsPivotHigh)
                    pivotHigh = pivot.Level;
                else if (pivot.IsPivotLow)
                    pivotLow = pivot.Level;
            }

            if (Close[0] > pivotHigh)
            {
                /*if (Position.MarketPosition == MarketPosition.Short)
                    ExitShort();*/

                if (openingRange.ORH[0] > 0.0 && Close[0] > openingRange.ORH[0])
                    EnterLong();
            }
            else if (Close[0] < pivotLow)
            {
                if (Position.MarketPosition == MarketPosition.Long)
                    ExitLong();
                
                /*if (openingRange.ORL[0] > 0.0 && Close[0] < openingRange.ORL[0])
                    EnterShort();*/
            }
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Pivot Window Length", GroupName = "Pivot Bot", Order = 1)]
        public int PivotWindowLength { get; set; }
    }
}