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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class ShortTermLows : Strategy
    {
        private MIN shortTermLows;
        private SMA longTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Short-Term Lows";
                Description = @"Based on chatper 2 of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                LowPeriod = 10;
                LongTermTrendPeriod = 200;
            }
            else if (State == State.DataLoaded)
            {
                shortTermLows = MIN(Low, LowPeriod);
                longTermTrend = SMA(LongTermTrendPeriod);
            }
        }

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

            if (Low[0] == shortTermLows[0])
                EnterLong();

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

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

        [NinjaScriptProperty]
        [Display(Name = "Low Period", GroupName = "Short-Term Lows", Order = 1)]
        public int LowPeriod { get; set; }

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