#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>
    /// Enter the description of your strategy here
    /// </summary>
    [Description("Enter the description of your strategy here")]
    public class StochScalpRANGE12 : Strategy
    {
        #region Variables
        // Wizard generated variables
		private string	orderId				= string.Empty;
		private string	atmStrategyId		= string.Empty;
		private int 	BarsPast_OE 		= 1;
		private 		DataSeries 			barcount;
        #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()
        {
			barcount = new DataSeries (this) ;

        }

		private void GoLong()
		{
			if (orderId != null)
			{
				string[] entryOrder = GetAtmStrategyEntryOrderStatus(orderId);
				if (GetAtmStrategyMarketPosition(orderId) != MarketPosition.Flat)
					return;
				
				if (entryOrder.Length > 0)
				{                   
					if (entryOrder[2].ToString() != "Filled")
					return;
				} 
				
			
			}
			orderId = GetAtmStrategyUniqueId();
			atmStrategyId = GetAtmStrategyUniqueId();
			AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId, "CL-Ichi", atmStrategyId);
			barcount.Set(CurrentBars[0]);
		}
		
		private void GoShort()
        {
            if (orderId != null)
            {
                string[] entryOrder = GetAtmStrategyEntryOrderStatus(orderId);               
                if (GetAtmStrategyMarketPosition(orderId) != MarketPosition.Flat)
                    return;

                if (entryOrder.Length > 0)
               { 
                    if (entryOrder[2].ToString() != "Filled")
                    return;
               }
				
            }
       
            orderId    = GetAtmStrategyUniqueId();
			atmStrategyId = GetAtmStrategyUniqueId();
            AtmStrategyCreate(Cbi.OrderAction.SellShort, OrderType.Limit, High[0], 0, TimeInForce.Day, orderId, "CL-Ichi", atmStrategyId);
			barcount.Set(CurrentBars[0]);
        }
		
		private void ExitLong()
        {
            // check to see if not flat, close all open orders
            AtmStrategyClose(orderId);
        } 
			
		private void ExitShort()
        {
            // check to see if not flat, close all open orders
            AtmStrategyClose(orderId);
		}
			
		
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
      	{
				
			if (ToTime(Time[0]) >= ToTime(15, 0, 0))
            {
            AtmStrategyClose(orderId);
            } 
			
//			Cancels Limit order LONG
			if ((CurrentBars[0] + BarsPast_OE)  > barcount[0] && GetAtmStrategyMarketPosition(orderId) == MarketPosition.Long)
			{
			AtmStrategyCancelEntryOrder(orderId);
			orderId = string.Empty;
			Print("Cancelled LONG ENTRY Order from strategy");
			}
			
//			Cancels Limit order SHORT
			if ((CurrentBars[0] + BarsPast_OE)  > barcount[0] && GetAtmStrategyMarketPosition(orderId) == MarketPosition.Short)
			{
			AtmStrategyCancelEntryOrder(orderId);
			orderId = string.Empty;
			Print("Cancelled SHORT ENTRY Order from strategy");
			}
								
			if ((ToTime(Time[0]) > ToTime(5, 30, 0)) && (ToTime(Time[0]) < ToTime(15, 0, 0)))
			{
						
				// Condition set 1
				if (CrossAbove(MACD(10, 22, 5), MACD(10, 22, 5).Avg, 1))
				{
					if (Position.MarketPosition == MarketPosition.Flat)
					{
						GoLong();
					}
					
					if (Position.MarketPosition == MarketPosition.Short)
					{
						ExitShort();
						GoLong();
					}
				}
				
				// Condition set 2
				if (CrossBelow(MACD(10, 22, 5), MACD(10, 22, 5).Avg, 1))
				{
					if (Position.MarketPosition == MarketPosition.Flat)
					{
						GoShort();
					}
					
					if (Position.MarketPosition == MarketPosition.Long)
					{
						ExitLong();
						GoShort();
					}
	        	}
					
			}
			
		}


         #region Properties
		
       	 #endregion
}
}