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

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class RandomBot : Strategy
    {
        private Random RNG = new Random();

        private ATR atr;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"";
                Name = "Random 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;

                PercentageChanceToEnterTrade = 5;
                AtrPeriod = 14;
                AtrMultiplier = 2;
            }
            else if (State == State.DataLoaded)
            {
                RNG = new Random();
                atr = ATR(AtrPeriod);
            }
        }

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

            if (Position.MarketPosition != MarketPosition.Flat)
                return;

            if (ShouldEnterTrade())
            {
                double atrValue = atr[0];
                double stopLoss = AtrMultiplier * atrValue;
                double profitTarget = AtrMultiplier * atrValue;

                bool isLongTrade = (RNG.Next(2) == 0); // 50% chance to go long or short.
                if (isLongTrade)
                {
                    EnterLong();
                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
                }
                else
                {
                    EnterShort();
                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
                }
            }
        }

        private bool ShouldEnterTrade()
        {
            return RNG.Next(100) < PercentageChanceToEnterTrade;
        }

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

        [Range(1, 100), NinjaScriptProperty]
        [Display(Name = "Percentage Chance to Enter Trade", GroupName = "Random Bot", Order = 1)]
        public int PercentageChanceToEnterTrade { get; set; }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Profit / Stop ATR Period", GroupName = "Random Bot", Order = 2)]
        public int AtrPeriod { get; set; }

        [Range(0.1, double.MaxValue), NinjaScriptProperty]
        [Display(Name = "Profit / Stop ATR Multiplier", GroupName = "Random Bot", Order = 3)]
        public double AtrMultiplier { get; set; }
    }
}