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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class IntradayWeaknessBot : Strategy
    {
        private MIN lows;
        private SMA longTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Taken from chapter 8 of Short Term Trading Strategies That Work";
                Name = "Intraday Weakness 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;

                LongTermTrendPeriod = 200;
                LowPeriod = 10;
                DaysToExit = 5;
                UseLimitOrders = false;
                LimitOrderPercent = 1;
            }
            else if (State == State.DataLoaded)
            {
                lows = MIN(Close, LowPeriod);
                longTermTrend = SMA(LongTermTrendPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Math.Max(LowPeriod, LongTermTrendPeriod))
                return;

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

            if (Close[0] == lows[0] && Close[0] > longTermTrend[0])
            {
                if (UseLimitOrders)
                    EnterLongLimit(Close[0] * (1 - (LimitOrderPercent / 100)));
                else
                    EnterLong();
            }
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Long Term Trend Period", GroupName = "Intraday Weakness Bot", Order = 1)]
        public int LongTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Low Period", GroupName = "Intraday Weakness Bot", Order = 2)]
        public int LowPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "Intraday Weakness Bot", Order = 3)]
        public int DaysToExit { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Use Limit Orders", GroupName = "Intraday Weakness Bot", Order = 4)]
        public bool UseLimitOrders { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Limit Order Percent", GroupName = "Intraday Weakness Bot", Order = 5)]
        public double LimitOrderPercent { get; set; }
    }
}