#region Using declarations
using NinjaTrader.Cbi;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class TurtleTradingBot : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Bot based on the Turtle trading method by Richard Dennis and William Eckhardt";
                Name = "Turtle Trading 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;
            }
        }

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

            if (Close[0] > MAX(High, 20)[1])
                EnterLong();
            /*else if (Close[0] < MIN(Low, 20)[1])
                EnterShort();*/

            if (Position.MarketPosition == MarketPosition.Long)
            {
                if (Close[0] < MIN(Low, 10)[1])
                    ExitLong();
            }
            /*else if (Position.MarketPosition == MarketPosition.Short)
            {
                if (Close[0] > MAX(High, 10)[1])
                    ExitShort();
            }*/
        }

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