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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class RSITenSixBot : Strategy
    {
        private SMA longTermTrend;
        private SMA shortTermTrend;
        private RSI rsi;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "RSI 10-6 / 90-94 Bot";
                Description = @"Taken from chapter 7 of High Probability ETF Trading (2009) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 2;

                LongTermTrendPeriod = 200;
                ShortTermTrendPeriod = 5;
                RSIPeriod = 2;
                RSISmoothing = 1;
                EnableLongTrades = true;
                RSILongEntry1 = 10;
                RSILongEntry2 = 6;
                EnableShortTrades = true;
                RSIShortEntry1 = 90;
                RSIShortEntry2 = 94;
            }
            else if (State == State.DataLoaded)
            {
                longTermTrend = SMA(LongTermTrendPeriod);
                shortTermTrend = SMA(ShortTermTrendPeriod);
                rsi = RSI(RSIPeriod, RSISmoothing);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Math.Max(LongTermTrendPeriod, Math.Max(ShortTermTrendPeriod, RSIPeriod)))
                return;

            if (EnableLongTrades)
            {
                if (Position.MarketPosition == MarketPosition.Long && Close[0] > shortTermTrend[0])
                    ExitLong();
                else if (Close[0] > longTermTrend[0])
                {
                    if (rsi[0] < RSILongEntry1 && Position.MarketPosition == MarketPosition.Flat)
                        EnterLong();
                    else if (rsi[0] < RSILongEntry2 && Position.MarketPosition == MarketPosition.Long)
                        EnterLong();
                }
            }

            if (EnableShortTrades)
            {
                if (Position.MarketPosition == MarketPosition.Short && Close[0] < shortTermTrend[0])
                    ExitShort();
                else if (Close[0] < longTermTrend[0])
                {
                    if (rsi[0] > RSIShortEntry1 && Position.MarketPosition == MarketPosition.Flat)
                        EnterShort();
                    else if (rsi[0] > RSIShortEntry2 && Position.MarketPosition == MarketPosition.Short)
                        EnterShort();
                }
            }
        }

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

        #region Properties

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Long-Term Trend Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 1)]
        public int LongTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Short-Term Trend Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 2)]
        public int ShortTermTrendPeriod { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "RSI Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 3)]
        public int RSIPeriod { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "RSI Smoothing", GroupName = "RSI 10-6 / 90-94 Bot", Order = 4)]
        public int RSISmoothing { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Enable Long Trades", GroupName = "RSI 10-6 / 90-94 Bot", Order = 5)]
        public bool EnableLongTrades { get; set; }

        [NinjaScriptProperty]
        [Range(1, 100)]
        [Display(Name = "RSI Long Entry 1", GroupName = "RSI 10-6 / 90-94 Bot", Order = 6)]
        public int RSILongEntry1 { get; set; }

        [NinjaScriptProperty]
        [Range(1, 100)]
        [Display(Name = "RSI Long Entry 2", GroupName = "RSI 10-6 / 90-94 Bot", Order = 7)]
        public int RSILongEntry2 { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Enable Short Trades", GroupName = "RSI 10-6 / 90-94 Bot", Order = 8)]
        public bool EnableShortTrades { get; set; }

        [NinjaScriptProperty]
        [Range(1, 100)]
        [Display(Name = "RSI Short Entry 1", GroupName = "RSI 10-6 / 90-94 Bot", Order = 9)]
        public int RSIShortEntry1 { get; set; }

        [NinjaScriptProperty]
        [Range(1, 100)]
        [Display(Name = "RSI Short Entry 2", GroupName = "RSI 10-6 / 90-94 Bot", Order = 10)]
        public int RSIShortEntry2 { get; set; }

        #endregion
    }
}