#region Using declarations
using System;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class OvernightBot : Strategy
    {
        private const int PrimaryBars = 0;
        private const int MinuteBars = 1;

        private DateTime sessionClose;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Taken from Chapter 7 of Short Term Trading Strategies That Work";
                Name = "Overnight 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;
                IsInstantiatedOnEachOptimizationIteration = true;
            }
            else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Minute, 1);
            }
            else if (State == State.DataLoaded)
            {
                SessionIterator chartSession = new SessionIterator(BarsArray[PrimaryBars]);
                sessionClose = chartSession.GetTradingDayEndLocal(chartSession.ActualTradingDayExchange);
            }
        }

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

            // It's not possible to enter trades on the close of a bar, so we enter on the open of the minute bar prior to session close.
            if (ToTime(Time[0]) == ToTime(sessionClose.AddMinutes(-1)))
                EnterLong();
            else if (Bars.IsLastBarOfSession) // Technically exits at the open of the next session since we're using OnBarClose.
                ExitLong();
        }

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