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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class LowerLows : Strategy
    {
        private SMA longTermTrend;

        private int lowerLowStreak;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Lower Lows";
                Description = @"Based on chatper 3 of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                ConsecutiveLowerLows = 3;
                LongTermTrendPeriod = 200;
            }
            else if (State == State.DataLoaded)
            {
                longTermTrend = SMA(LongTermTrendPeriod);
            }
        }

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

            if (Low[0] < Low[1])
                lowerLowStreak++;
            else
                lowerLowStreak = 0;

            if (lowerLowStreak >= ConsecutiveLowerLows)
                EnterLong();

            if (BarsSinceEntryExecution() >= 5)
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Consecutive Lower Lows", GroupName = "Lower Lows", Order = 1)]
        public int ConsecutiveLowerLows { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Long-Term Trend Period", GroupName = "Lower Lows", Order = 2)]
        public int LongTermTrendPeriod { get; set; }
    }
}