#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.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
using System.IO;
#endregion


/////////////////////////////////////////////////////////////////////////////////////
// Test_ATR_TP_SL 
// By BERN Algos
/////////////////////////////////////////////////////////////////////////////////////


namespace NinjaTrader.NinjaScript.Strategies
{
	public class Test_ATR_TP_SL : Strategy 
	{
		private ATR 			MyATR;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description = @"Test_ATR_TP_SL";
				Name = "Test_ATR_TP_SL";
				Calculate = Calculate.OnBarClose;
				EntriesPerDirection = 1;
				EntryHandling = EntryHandling.AllEntries;
				IsExitOnSessionCloseStrategy = true;
				ExitOnSessionCloseSeconds = 4230;
				IsFillLimitOnTouch = false;
				MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution = OrderFillResolution.Standard;
				Slippage = 0;
				StartBehavior = StartBehavior.WaitUntilFlat;
				TimeInForce = TimeInForce.Gtc;
				TraceOrders = false;
				RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
				StopTargetHandling = StopTargetHandling.PerEntryExecution;
				BarsRequiredToTrade	= 20;
				// Disable this property for performance gains in Strategy Analyzer optimizations
				// See the Help Guide for additional information
				IsInstantiatedOnEachOptimizationIteration = true;
				IncludeTradeHistoryInBacktest = true;

				// Parameters initialization
				ATRPeriod	= 24;

			}
			else if (State == State.Configure)
			{
			}
			else if (State == State.DataLoaded)
			{				
				MyATR = ATR(ATRPeriod);
			}
			else if (State == State.Historical)
			{	
			}
		}

		protected override void OnBarUpdate()
		{
			if (BarsInProgress != 0) {return;}
			if (CurrentBars[0] < BarsRequiredToTrade) {return;}
			
			if ( Position.MarketPosition == MarketPosition.Flat) // set Take Profit and Stop Loss 
			{
				int appvar;
				appvar = (int)(MyATR[0]/TickSize);
				SetProfitTarget(CalculationMode.Ticks, appvar); //Take Profit equal to ATR
				SetStopLoss(CalculationMode.Ticks, 2*appvar);  //Stop Loss equal to twice the ATR
			}
			
			if (Close[0] > (Close[1] + MyATR[0]))		// enter long if close is higher than previous close + ATR 
				EnterLong();
				
			if (Close[0] < (Close[1] - MyATR[0]))		// enter short if close is lower than previous close - ATR
				EnterShort();
		}

		#region Properties
		
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="ATRPeriod", Order=1, GroupName="Parameters")]
		public int ATRPeriod
		{ get; set; }			
		
		#endregion
	}
}