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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class NasdaqNewHighsNewLowsBot : Strategy
    {
        private NasdaqCumulativeNewHighsNewLows newHighsNewLows;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Strategy based on Nasdaq Cumulative New Highs New Lows";
                Name = "Nasdaq New Highs New Lows 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;
            }
            else if (State == State.Configure)
            {
                AddDataSeries("FIQH", BarsPeriodType.Day, 1);
                AddDataSeries("FIQL", BarsPeriodType.Day, 1);
            }
            else if (State == State.DataLoaded)
            {
                newHighsNewLows = NasdaqCumulativeNewHighsNewLows();
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (newHighsNewLows[0] > 0)
                EnterLong();

            if (Position.MarketPosition == MarketPosition.Long && newHighsNewLows[0] < 0)
                ExitLong();
        }

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