#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 TripleMovingAverageSlopeBot : Strategy
    {
        private EMA fastMA;
        private EMA mediumMA;
        private EMA slowMA;
        private SMA longTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"";
                Name = "Triple Moving Average Slope Bot";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = false;
                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;
                IsInstantiatedOnEachOptimizationIteration = true;

                FastMAPeriod = 100;
                MediumMAPeriod = 200;
                SlowMAPeriod = 300;
                LongTermTrendPeriod = 20;
                LongOnly = false;
            }
            else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Day, 1);
            }
            else if (State == State.DataLoaded)
            {
                fastMA = EMA(FastMAPeriod);
                mediumMA = EMA(MediumMAPeriod);
                slowMA = EMA(SlowMAPeriod);

                longTermTrend = SMA(BarsArray[1], LongTermTrendPeriod);
            }
        }

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

            if (CurrentBar < Math.Max(FastMAPeriod, Math.Max(MediumMAPeriod, SlowMAPeriod)))
                return;

            if (CurrentBars[1] < 0)
                return;

            if (fastMA[0] > fastMA[1] && mediumMA[0] > mediumMA[1] && slowMA[0] > slowMA[1] && Close[0] > longTermTrend[0])
                EnterLong();
            else if (fastMA[0] < fastMA[1] && mediumMA[0] < mediumMA[1])
                ExitLong();

            if (!LongOnly)
            {
                if (fastMA[0] < fastMA[1] && mediumMA[0] < mediumMA[1] && slowMA[0] < slowMA[1] && Close[0] < longTermTrend[0])
                    EnterShort();
                else if (fastMA[0] > fastMA[1] && mediumMA[0] > mediumMA[1])
                    ExitShort();
            }
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Fast MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 1)]
        public int FastMAPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Medium MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 2)]
        public int MediumMAPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Slow MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 3)]
        public int SlowMAPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long Term Trend Period", GroupName = "Triple Moving Average Slope Bot", Order = 4)]
        public int LongTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long Only", GroupName = "Triple Moving Average Slope Bot", Order = 5)]
        public bool LongOnly { get; set; }
    }
}