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

// This strategy is intended to be run on a monthly chart.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class MonthlyMomentumBot : Strategy
    {
        private SMA sma;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"";
                Name = "Monthly Momentum 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 = 20;
                IsInstantiatedOnEachOptimizationIteration = true;

                SMAPeriod = 12;
            }
            else if (State == State.DataLoaded)
            {
                sma = SMA(SMAPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < SMAPeriod)
                return;

            if (CrossAbove(Close, sma, 1))
                EnterLong();
            else if (CrossBelow(Close, sma, 1))
                ExitLong();
        }

        [NinjaScriptProperty]
        [Display(Name = "SMA Period", GroupName = "Monthly Momentum Bot", Order = 1)]
        public int SMAPeriod { get; set; }
    }
}