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

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class TrendFollowing : Strategy
    {
        private ATR atr;
        private MovingAverage movingAverage;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Determines trend based on moving average slope, takes longs only";
                Name = "Trend Following";
                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;

                MovingAveragePeriod = 100;
                TakeProfit = false;
                ATRPeriod = 14;
                ATRMultiplier = 2;
            }
            else if (State == State.DataLoaded)
            {
                atr = ATR(ATRPeriod);
                movingAverage = MovingAverage(MovingAveragePeriod);
            }
        }

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

            double atrValue = atr[0];
            double profitTarget = ATRMultiplier * atrValue;

            if (movingAverage[0] > movingAverage[1])
            {
                EnterLong();

                if (TakeProfit)
                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
            }
            else if (movingAverage[0] < movingAverage[1])
            {
                ExitLong();
            }
        }

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

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Moving Average Period", GroupName = "Trend Following", Order = 1)]
        public int MovingAveragePeriod { get; set; }

        [Display(Name = "Take Profit", GroupName = "Trend Following", Order = 2)]
        public bool TakeProfit { get; set; }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "ATR Period", GroupName = "Trend Following", Order = 3)]
        public int ATRPeriod { get; set; }

        [Range(0.1, double.MaxValue), NinjaScriptProperty]
        [Display(Name = "ATR Multiplier", GroupName = "Trend Following", Order = 4)]
        public double ATRMultiplier { get; set; }
    }
}