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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class FirstCrossBot : Strategy
    {
        private SMA fastMA;
        private SMA slowMA;
        private SMA oscillatorMA;

        private Series<double> oscillator;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Taken from chapter 24 of Kaufman Constructs Trading Systems";
                Name = "1st Cross 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;

                FastPeriod = 17;
                SlowPeriod = 45;
                OscillatorPeriod = 5;
                LongOnly = true;
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {
                fastMA = SMA(FastPeriod);
                slowMA = SMA(SlowPeriod);

                oscillator = new Series<double>(this);
                oscillatorMA = SMA(oscillator, OscillatorPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Math.Max(FastPeriod, Math.Max(SlowPeriod, OscillatorPeriod)))
                return;

            oscillator[0] = fastMA[0] - slowMA[0];

            bool isCrossAbove = CrossAbove(oscillator, oscillatorMA, 1);
            bool isCrossBelow = CrossBelow(oscillator, oscillatorMA, 1);

            if (isCrossAbove && Low[0] > Low[1])
                EnterLong();
            else if (isCrossBelow && High[0] < High[1] && !LongOnly)
                EnterShort();

            if (Position.MarketPosition == MarketPosition.Long && isCrossBelow)
                ExitLong();
            else if (Position.MarketPosition == MarketPosition.Short && isCrossAbove)
                ExitShort();
        }

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

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Fast Period", GroupName = "1st Cross Bot", Order = 1)]
        public int FastPeriod { get; set; }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Slow Period", GroupName = "1st Cross Bot", Order = 2)]
        public int SlowPeriod { get; set; }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Oscillator Period", GroupName = "1st Cross Bot", Order = 3)]
        public int OscillatorPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long Only", GroupName = "1st Cross Bot", Order = 4)]
        public bool LongOnly { get; set; }
    }
}