//@version=2
//synapticex.com
kamaPeriod = input(8, minval=1) 
ROCLength=input(4, minval=1) 

kama(length)=>
    volatility = sum(abs(close-close[1]), length)
    change = abs(close-close[length-1])
    er = iff(volatility != 0, change/volatility, 0)
    sc = pow((er*(0.666666-0.064516))+0.064516, 2)
    k = nz(k[1])+(sc*(hl2-nz(k[1])))
    
kamaEntry = security(tickerid,period,kama(kamaPeriod))

plot(kamaEntry, color=gray, title="Kama",transp=0, trackprice=false, style=line)
roc = roc(close, ROCLength)

strategy("Kama VS HeikinAshi", overlay=true, pyramiding=0, calc_on_every_tick=true, calc_on_order_fills=true)

buyEntry =  kamaEntry[0]>kamaEntry[1] and roc[1]<0 and roc >0
sellEntry = kamaEntry[0]<kamaEntry[1] and roc[1]<0 and roc <0

buyExit = kamaEntry<kamaEntry[1] or (roc[1]>0 and roc<0)
sellExit =  kamaEntry>kamaEntry[1] or (roc[1]<0 and roc>0)

if (buyEntry)
    strategy.entry("KAMAL", strategy.long, comment="KAMAL")
else
    strategy.close("KAMAL", when=buyExit)

if (sellEntry)
    strategy.entry("KAMAS", strategy.short, comment="KAMAS")
else
    strategy.close("KAMAS", when=sellExit)

#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>
    /// 20160428 My first money maker strategy based with SMA, EMA, HMA
    /// </summary>
    [Description("20160428 My first money maker strategy based with SMA, EMA, HMA")]
    public class MyMoneyMaker : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int myInput0 = 1; // Default setting for MyInput0
        // User defined variables (add any user defined variables below)
        #endregion
		
		private int		kamaPeriod 		= 8;		//variables en minuscules
		private int		rocLength 		= 4;
		
        /// <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;
			EntryHandling		= EntryHandling.UniqueEntries; //Unique entry if you have multiple longs signal at same time
			
        }		
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			EntryHandling		= EntryHandling.UniqueEntries;
			
			if (Position.MarketPosition != MarketPosition.Flat) return;
			if (CurrentBar < kamaPeriod) return;
			
			//length = kamaPeriod
			
			double 		volatility 		= 0;
			double 		change			= 0;
			double		er				= 0;
			double		sc				= 0;
			double		k				= 0;
			double		roc				= 0;
			
			for (int barsAgo = 0; barsAgo < kamaPeriod; barsAgo++)
			{
				volatility = volatility + Math.Abs(Close[barsAgo] - Close[barsAgo+1]);
			}
			
			change = Math.Abs(Close[0] - Close[kamaPeriod - 1]);
			
			if (volatility != 0)
				er = change/volatility;
			else
				er = 0;
			
			sc = Math.Pow((er*(0.666666-0.064516))+0.064516, 2);
			
			// left: 
			// security ?
			// k : NaN function ?
			// Plot ?
			
			//ROC
			
			roc = ROC(Close[0],rocLength);
			
			
			// Long/Sell entry orders
			
			
			// exit orders
			
			
			
			
		
        }

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int KamaPeriod	//Fonction 1ere lettre en Majuscule ?
        {
            get { return kamaPeriod; }
            set { kamaPeriod = Math.Max(1, value); }
        }        
		[Description("")]
        [GridCategory("Parameters")]
		public int RocLength
        {
            get { return rocLength; }
            set { rocLength = Math.Max(1, value); }
        }        
        #endregion
    }
}