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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class InternalBarStrengthBandBot : Strategy
    {
        private InternalBarStrength ibs;
        private MAX highestHigh;
        private SMA highMinusLowAverage;
        private SMA longTermTrend;

        private Series<double> highMinusLow;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Internal Bar Strength Band Bot";
                Description = @"Long only bot which bases trades on internal bar strength and lower band condition";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                LowerBandMultiplier = 2.5;
                IBSEntryThreshold = 0.3;
                RollingHighPeriod = 10;
                HighMinusLowPeriod = 25;
                LongTermTrendPeriod = 200;
            }
            else if (State == State.DataLoaded)
            {
                highMinusLow = new Series<double>(this);

                ibs = InternalBarStrength();
                highestHigh = MAX(High, RollingHighPeriod);
                highMinusLowAverage = SMA(highMinusLow, HighMinusLowPeriod);
                longTermTrend = SMA(LongTermTrendPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            highMinusLow[0] = High[0] - Low[0];

            if (CurrentBar < BarsRequiredToTrade)
                return;

            double lowerBand = highestHigh[0] - (LowerBandMultiplier * highMinusLowAverage[0]);
            if (Close[0] < lowerBand && ibs[0] < IBSEntryThreshold && Close[0] > longTermTrend[0])
                EnterLong();

            if (Close[0] > High[1])
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Lower Band Multiplier", GroupName = "Internal Bar Strength Band Bot", Order = 1)]
        public double LowerBandMultiplier { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "IBS Entry Threshold", GroupName = "Internal Bar Strength Band Bot", Order = 2)]
        public double IBSEntryThreshold { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Rolling High Period", GroupName = "Internal Bar Strength Band Bot", Order = 3)]
        public int RollingHighPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "High Minus Low Period", GroupName = "Internal Bar Strength Band Bot", Order = 4)]
        public int HighMinusLowPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long-Term Trend Period", GroupName = "Internal Bar Strength Band Bot", Order = 5)]
        public int LongTermTrendPeriod { get; set; }
    }
}