#region Using declarations
using System;
using NinjaTrader.Cbi;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators.TDU;
using System.ComponentModel.DataAnnotations;
using System.Windows.Controls;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript.Indicators;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    /// <summary>
    /// Sample automated strategy for the TDU PATS Indicator
    /// This strategy will trade a TRAP which occurs on the EMA
    /// https://tradedevils-indicators.com/products/tdu-price-action
    /// </summary>
    public class PATSTrapsStrategy : Strategy
    {
        private TDUPriceAction _patsIndicator;
        private EMA _ema;
        private int _lastOrderBar;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"PATS Trap Strategy.";
                Name = "PATS Trap Strategy";
                Calculate = Calculate.OnEachTick;
                EntriesPerDirection = 2;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = false;
                ExitOnSessionCloseSeconds = 30;
                IsFillLimitOnTouch = false;
                MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution = OrderFillResolution.Standard;
                Slippage = 0;
                StartBehavior = StartBehavior.WaitUntilFlat;
                TimeInForce = TimeInForce.Gtc;
                TraceOrders = true;
                RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors;
                StopTargetHandling = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade = 10;
                IsInstantiatedOnEachOptimizationIteration = true;
                StopLossTicks = 16;
                TargetTicks = 4;
                Contracts = 1;
            }
            else if (State == State.Configure)
            {
                // needed to get intrabar order fills
                AddDataSeries(Data.BarsPeriodType.Tick, 1);

            }
            else if (State == State.DataLoaded)
            {
                // add the PATS indicator
                _patsIndicator = TDUPriceAction(Close);
                _patsIndicator.LegCountMethod = TDUPatsRules.Mack;
                _patsIndicator.PositionType = TDUPATSPositionSizing.Contracts;
                _patsIndicator.FixedContracts = 1;
                _patsIndicator.CashValue = Account.Get(AccountItem.CashValue, Currency.UsDollar);
                _patsIndicator.ShowOrderPanel = false;
                AddChartIndicator(_patsIndicator);

                _ema = EMA(Close, 21);
                AddChartIndicator(_patsIndicator);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBars[0] < 10)
            {
                return;
            }

    
            if (CurrentBars[0] == _lastOrderBar)
                return;

            if (Position.MarketPosition != MarketPosition.Flat)
                return;

            // Do we have a 2EL trap ?
            if (_patsIndicator.TrapLong[0].ApproxCompare(2) == 0)
            {
                // are we at the EMA ?
                if (AtEMA())
                {
                    // Then open short
                    EnterShort(1, Contracts, "Sell");
                    SetProfitTarget(CalculationMode.Ticks, TargetTicks);
                    SetStopLoss(CalculationMode.Ticks, StopLossTicks); ;
                    _lastOrderBar = CurrentBars[0];
                    return;
                }
            }

            // // Do we have a 2ES trap ?
            if (_patsIndicator.TrapShort[0].ApproxCompare(-2) == 0)
            {
                // are we at the EMA ?
                if (AtEMA())
                {
                    // Then open long
                    EnterLong(1, Contracts, "Buy");
                    SetProfitTarget(CalculationMode.Ticks, TargetTicks);
                    SetStopLoss(CalculationMode.Ticks, StopLossTicks); ;
                    _lastOrderBar = CurrentBars[0];
                }
            }
        }

        private bool AtEMA()
        {
            return (Highs[0][0] > _ema[0] && Lows[0][0] < _ema[0]);
        }

        [Display(ResourceType = typeof(Custom.Resource), Name = "Contracts", GroupName = "01. Position Sizing", Order = 1)]
        public int Contracts { get; set; }

        [Display(ResourceType = typeof(Custom.Resource), Name = "Target (ticks)", GroupName = "01. Position Sizing", Order = 2)]
        public int TargetTicks { get; set; }

        [Display(ResourceType = typeof(Custom.Resource), Name = "Stoploss # ticks", GroupName = "01. Position Sizing", Order = 3)]
        public int StopLossTicks { get; set; }

    }
}