//
// Copyright (C) 2021, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
using NinjaTrader.NinjaScript.Indicators.TDU;

#endregion

/*
ES : TP 4, extra 1
YM : TP 10, extra 2
NQ : TP 7, extra 2
RTY: TP 4, extra 8
*/
namespace NinjaTrader.NinjaScript.Strategies
{
    public class SupportResistanceStrategy : Strategy
    {
        private TDUSupportResistance _sr;
        private int _lastBar = 0;
        private double _lastLevel;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = "TDU Support/Resistance strategy";
                Name = "TDU Support/Resistance strategy";
                TakeProfit = 20;
                IsInstantiatedOnEachOptimizationIteration = false;
                Calculate = Calculate.OnEachTick;
                ExtraSLTicks = 2;
                ExtraRetracementTicks = 2;
                MinTouches = 0;
                IncludeCommission = true;
                RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors;
                IsExitOnSessionCloseStrategy = false;

            }
            else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Tick, 1);
            }
            else if (State == State.DataLoaded)
            {
                _sr = TDUSupportResistance(Close, TDUSRZoneType.Line,10,16,16,50,15,15,TDUZoneBreakType.CandleClosesOutsideZone,false,BarsPeriodType.Minute,5,1000);
                _sr.ShowBrokenLines = false;
                _sr.ShowBroken = false;
				_sr.ShowPreviousTouches= false;
				_sr.ShowPrice= false;
				_sr.ShowPreviousTouchesCount=false;

                AddChartIndicator(_sr);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0) return;
            if (CurrentBar < BarsRequiredToTrade)
                return;
            if (_lastBar == CurrentBar) return;

            if (Position.MarketPosition == MarketPosition.Flat)
            {
                var support = _sr.SupportPrice[0];
                if (Low[0] <= support && Close[0] >= support + ExtraRetracementTicks * TickSize)
                {
                    if (_sr.SupportTouches[0] >= MinTouches)
                    {
                        if (_lastLevel.ApproxCompare(support) != 0)
                        {
                            _lastBar = CurrentBar;
                            _lastLevel = support;
                            SetProfitTarget(CalculationMode.Ticks, TakeProfit);
                            var ticks = (Close[0] - Low[0]) / TickSize;
                            if (ticks < 4) ticks = 4;
                            ticks += ExtraSLTicks;
                            SetStopLoss(CalculationMode.Ticks, ticks);
                            EnterLong(1, 1, "buy");

                            return;
                        }
                    }
                }

                var resistance = _sr.ResistancePrice[0];
                if (High[0] >= resistance && Close[0] < resistance - ExtraRetracementTicks * TickSize)
                {
                    if (_sr.ResistanceTouches[0] >= MinTouches)
                    {
                        if (_lastLevel.ApproxCompare(resistance) != 0)
                        {
                            _lastBar = CurrentBar;
                            _lastLevel = resistance;
                            SetProfitTarget(CalculationMode.Ticks, TakeProfit);

                            var ticks = (High[0] - Close[0]) / TickSize;
                            if (ticks < 4) ticks = 4;
                            ticks += ExtraSLTicks;
                            SetStopLoss(CalculationMode.Ticks, ticks);
                            EnterShort(1, 1, "sell");

                            return;
                        }
                    }
                }
            }
        }

        #region Properties
        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(ResourceType = typeof(Custom.Resource), Name = "Take Profit (ticks)", GroupName = "01. Parameters", Order = 0)]
        public int TakeProfit { get; set; }

        [Range(0, int.MaxValue), NinjaScriptProperty]
        [Display(ResourceType = typeof(Custom.Resource), Name = "Extra SL (ticks)", GroupName = "01. Parameters", Order = 1)]
        public int ExtraSLTicks { get; set; }
		
        [Range(0, int.MaxValue), NinjaScriptProperty]
        [Display(ResourceType = typeof(Custom.Resource), Name = "Extra Retracement (ticks)", GroupName = "01. Parameters", Order = 2)]
        public int ExtraRetracementTicks { get; set; }

        [Range(0, int.MaxValue), NinjaScriptProperty]
        [Display(ResourceType = typeof(Custom.Resource), Name = "Min. Touches", GroupName = "01. Parameters", Order = 3)]
        public int MinTouches { get; set; }

        #endregion
    }
}