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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class VWAPTrendBot : Strategy
    {
        private VWAP vwap;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Long Above VWAP / Short Below VWAP";
                Name = "VWAP Trend 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;
            }
            else if (State == State.DataLoaded)
            {
                vwap = VWAP();
            }
        }

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

            if (Close[0] > vwap[0])
                EnterLong();
            else if (Close[0] < vwap[0])
                EnterShort();
        }

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