#region Using declarations
using System.ComponentModel.DataAnnotations;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class DownDaysInARow : Strategy
    {
        private int downDayStreak;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Down Days in a Row";
                Description = @"Based on chatper 4 of How Markets Really Work (2012) by Larry Connors";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                DaysInARow = 3;
                DaysToExit = 5;
            }
        }

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

            if (Close[0] < Close[1])
                downDayStreak++;
            else
                downDayStreak = 0;

            if (downDayStreak >= DaysInARow)
                EnterLong();

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

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

        [NinjaScriptProperty]
        [Display(Name = "Days in a Row", GroupName = "Down Days in a Row", Order = 1)]
        public int DaysInARow { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "Down Days in a Row", Order = 2)]
        public int DaysToExit { get; set; }
    }
}