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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class EndOfMonthBot : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Taken from chapter 11 of Short Term Trading Strategies That Work";
                Name = "End of Month 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;

                EntryDay = 24;
                DaysToExit = 5;
            }
        }

        protected override void OnBarUpdate()
        {
            if (Time[0].Day == EntryDay)
                EnterLong();
            else if (BarsSinceEntryExecution() == DaysToExit)
                ExitLong();
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Entry Day of Month", GroupName = "End of Month Bot", Order = 1)]
        public int EntryDay { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Days to Exit", GroupName = "End of Month Bot", Order = 2)]
        public int DaysToExit { get; set; }
    }
}