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

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

        private DateTime sessionClose;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Based on an idea shared by u/Russ_CW on r/algotrading";
                Name = "Daily Reversal Bot";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = true;
                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 = 2;
                IsInstantiatedOnEachOptimizationIteration = true;

                PositionSize = 10000;
            }
            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 (CurrentBars[PrimaryBars] < BarsRequiredToTrade || BarsInProgress != MinuteBars)
                return;

            // Using fixed position sizing to account for lower index values in the past.
            int quantity = (int)Math.Floor(PositionSize / Close[0]);

            if (Lows[PrimaryBars][0] < Lows[PrimaryBars][1] && Highs[PrimaryBars][0] < Highs[PrimaryBars][1])
            {
                if (Bars.IsFirstBarOfSession && Open[0] > Highs[PrimaryBars][0])
                    EnterLong(quantity);
                else
                    EnterLongStopLimit(quantity, Highs[PrimaryBars][0], Highs[PrimaryBars][0]);
            }

            if (ToTime(Time[0]) == ToTime(sessionClose.AddMinutes(-1)))
                ExitLong();
        }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Position Size", GroupName = "Daily Reversal Bot", Order = 1)]
        public int PositionSize
        { get; set; }
    }
}