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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class AdvanceDeclineRatioBot : Strategy
    {
        private const int PrimaryBars = 0;
        private const int AdvanceBars = 1;
        private const int DeclineBars = 2;

        private SMA LongTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Advance / Decline Bot";
                Description = @"Based on chatper 5 (Market Breadth) of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                Advances = 1.0;
                Declines = 2.0;
                LongTermTrendPeriod = 200;
                DaysToExit = 5;
            }
            else if (State == State.Configure)
            {
                AddDataSeries("^ADV");
                AddDataSeries("^DECL");
            }
            else if (State == State.DataLoaded)
            {
                LongTermTrend = SMA(LongTermTrendPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (PrimaryBars != BarsInProgress)
                return;

            if (CurrentBars[AdvanceBars] < 1 || CurrentBars[DeclineBars] < 1)
                return;

            if (Close[0] < LongTermTrend[0])
                return;

            double advances = BarsArray[AdvanceBars].GetClose(BarsArray[AdvanceBars].GetBar(Time[0]));
            double declines = BarsArray[DeclineBars].GetClose(BarsArray[DeclineBars].GetBar(Time[0]));

            if (Advances >= Declines)
            {
                if ((advances / declines) >= (Advances / Declines))
                    EnterLong();
            }
            else
            {
                if ((declines / advances) >= (Declines / Advances))
                    EnterLong();
            }

            if (BarsSinceEntryExecution(PrimaryBars, "", 0) >= DaysToExit)
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Advances", GroupName = "Advance / Decline Bot", Order = 1)]
        public double Advances { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Declines", GroupName = "Advance / Decline Bot", Order = 2)]
        public double Declines { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long-Term Trend Period", GroupName = "Advance / Decline Bot", Order = 3)]
        public int LongTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "Advance / Decline Bot", Order = 4)]
        public int DaysToExit { get; set; }
    }
}