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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class IBSRSI : Strategy
    {
        private InternalBarStrength ibs;
        private RSI rsi;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "IBS + RSI";
                Description = @"Mean reversion strategy based on the IBS and RSI indicators";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                RSIPeriod = 21;
                IBSThreshold = 0.25;
                RSIThreshold = 45.0;
            }
            else if (State == State.DataLoaded)
            {
                ibs = InternalBarStrength();
                rsi = RSI(RSIPeriod, 1);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < 21)
                return;

            if (ibs[0] < IBSThreshold && rsi[0] < RSIThreshold)
                EnterLong();

            if (Position.MarketPosition == MarketPosition.Long && Close[0] > Close[1])
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "RSI Period", GroupName = "IBS + RSI", Order = 1)]
        public int RSIPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "IBS Threshold", GroupName = "IBS + RSI", Order = 2)]
        public double IBSThreshold { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "RSI Threshold", GroupName = "IBS + RSI", Order = 3)]
        public double RSIThreshold { get; set; }
    }
}