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

namespace NinjaTrader.NinjaScript.Strategies
{   
    public class WilliamsPercentRBot : Strategy
    {
        private WilliamsR williamsR;

        private SMA longTermTrend;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Williams %R Bot";
                Name = "Williams %R Bot";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = false;
                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;

                WilliamsPercentRPeriod = 2;
                EntryThreshold = -90;
                ExitThreshold = -30;
                UseNewHighExit = false;
                UseTrendFilter = false;
                TrendFilterPeriod = 20;
            }
            else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Day, 1);
            }
            else if (State == State.DataLoaded)
            {
                williamsR = WilliamsR(WilliamsPercentRPeriod);

                longTermTrend = SMA(BarsArray[1], TrendFilterPeriod);
            }
        }

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

            if (UseTrendFilter && CurrentBars[1] < TrendFilterPeriod)
                return;

            if (williamsR[0] < EntryThreshold)
            {
                if (UseTrendFilter && Close[0] < longTermTrend[0])
                    return;

                EnterLong();
            }
            else if (williamsR[0] > ExitThreshold || (UseNewHighExit && Close[0] > High[1]))
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Williams %R Period", GroupName = "Williams %R Bot", Order = 1)]
        public int WilliamsPercentRPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Entry Threshold", GroupName = "Williams %R Bot", Order = 2)]
        public int EntryThreshold { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Exit Threshold", GroupName = "Williams %R Bot", Order = 3)]
        public int ExitThreshold { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Use New High Exit", GroupName = "Williams %R Bot", Order = 4)]
        public bool UseNewHighExit { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Use Trend Filter", GroupName = "Williams %R Bot", Order = 5)]
        public bool UseTrendFilter { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Trend Filter Period", GroupName = "Williams %R Bot", Order = 6)]
        public int TrendFilterPeriod { get; set; }
    }
}