#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// 
    /// </summary>
    [Description("")]
    public class VzSpread : Strategy
    {
        #region Variables
        // User defined variables (add any user defined variables below)
		private string secondaryInstrument = "TF 12-15"; // <- type here your instrument name
		private PeriodType secondaryPeriodType = PeriodType.Minute;
		private int secondaryPeriodValue = 10;
		private int quantity = 1;
		private double profit = 200;
		private double loss = 100;
		const int PRIMARY_INDEX = 0;
		const int SECONDARY_INDEX = 1;
        #endregion

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
            CalculateOnBarClose = true;
			
            Add(secondaryInstrument, secondaryPeriodType, secondaryPeriodValue);
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			if (!Historical) return;
			
			// enter
			if (Position.MarketPosition == MarketPosition.Flat) {
				EnterLong(PRIMARY_INDEX, quantity, "primaryInstrumentLong");
				EnterLong(SECONDARY_INDEX, quantity, "secondaryInstrumentLong");
			}
			
			// exit
			double profitLoss = Position.GetProfitLoss(Close[0], PerformanceUnit.Currency);
			if (profitLoss > profit || profitLoss < -loss) {
				ExitLong("primaryInstrumentLong");
				ExitLong("secondaryInstrumentLong");
			}
        }

        #region Properties
        #endregion
    }
}