/*
NinjaTrader Strategy of Strategy 1.4

  Generated by StrategyQuant version 3.6.3
  Generated at Sat Sep 06 21:09:00 GMT 2014
                                                          
  Tested on EURUSD_fhdb, D1, 01.11.2007 - 29.03.2013
  Spread: 2.5, Slippage: 0.0, Min distance of stop from price: 5.0
*/

#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

namespace NinjaTrader.Strategy
{
    /// <summary>
    /// Enter the description of your strategy here
    /// </summary>
    [Description("Enter the description of your strategy here")]
    public class Strategy14 : SQManagedStrategy
    {
        #region Variables
        // Wizard generated variables

        // User defined variables (add any user defined variables below)
        #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()
        {
            base.Initialize();

            ReplacePendingOrders = true;
            ExitOnClose = false;
            MinimumPTSL = 30;
            MaximumPTSL = 300;
            PendingOrderValidOneBar = false;
            BarsRequired = 120;
            StrictStopPrices = true;
            LimitSignalsToRange = false;
            TimeRangeFrom = 0800;
            TimeRangeTo = 1600;


            MaxTradesPerDay = 0;  // 0 means unlimited
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // ------------------------------------------
            // STRATEGY MANAGEMENT
            // ------------------------------------------
            if(Bars.FirstBarOfSession) tradesPerDay = 0;
            
            // Stop/Limit order expiration handling
            // Long --------
            if(pendingEntryOrder != null && pendingEntryOrder.OrderAction == OrderAction.Buy) {
                // Expiration
                if(sqGetPendingOrderBars(pendingEntryOrder) >= 30) {
                    CancelOrder(pendingEntryOrder);
                }
            }
            // Short --------
            if(pendingEntryOrder != null && pendingEntryOrder.OrderAction == OrderAction.SellShort) {
                // Expiration
                if(sqGetPendingOrderBars(pendingEntryOrder) >= 30) {
                    CancelOrder(pendingEntryOrder);
                }
            }

            // ------------------------------------------
            // ENTRY RULES
            // ------------------------------------------
            tradeEntered = false;
            
            if(sqCheckTimeWithinRange()) {
                // Long --------
                if(maxTradesPerDay == 0 || tradesPerDay < maxTradesPerDay) {
                    bool LongEntryCondition = true;
                    if(LongEntryCondition == true) {
                    double price = roundPrice(WMA(4)[0] + (0.1) * (sqATR(94)));
                        sqEnterLongStop(price);
                    }
                }

                // Short --------
                if(maxTradesPerDay == 0 || tradesPerDay < maxTradesPerDay) {
                    bool ShortEntryCondition = true;
                    if(ShortEntryCondition == true) {
                    double price = roundPrice(WMA(4)[0] + (-0.1) * (sqATR(94)));
                        sqEnterShortStop(price);
                    }
                }
            }

            // ------------------------------------------
            // MANAGE TRADE & EXIT RULES
            // ------------------------------------------
            if(tradeEntered) {
				// don't modify SL is new order was just placed
				return;	
			}
            
            IOrder slOrder = sqGetStopLossOrder();
            double priceLevel;
            // Long --------
            // Exit After X Bars
            if(Position.MarketPosition == MarketPosition.Long) {
                if (BarsSinceEntry("Long") >= 10-1) {
                    sqExitLong("LongExitAfterXBars");
                }
            }
            // Stop trailing
            if(Position.MarketPosition == MarketPosition.Long) {
                priceLevel = roundPrice(sqParabolicSAR(0.02, 0.2, 0) + (0.8) * (sqATR(19)));
                if(priceLevel > 0) {
                    if(slOrder == null) {
						sqSetLongSL(priceLevel);
					} else {
						if(slOrder.StopPrice == 0 || slOrder.StopPrice < priceLevel) {
							sqSetLongSL(priceLevel);
						}
                    }
                }
            }

            // Short --------
            if(Position.MarketPosition == MarketPosition.Short) {
            // Exit After X Bars
                if (BarsSinceEntry("Short") >= 10-1) {
                    sqExitShort("ShortExitAfterXBars");
                }
            }
            // Stop trailing
            if(Position.MarketPosition == MarketPosition.Short) {
                priceLevel = roundPrice(sqParabolicSAR(0.02, 0.2, 0) + (-0.8) * (sqATR(19)));
                if(priceLevel > 0) {
                    if(slOrder == null) {
						sqSetShortSL(priceLevel);
					} else {
						if(slOrder.StopPrice == 0 || slOrder.StopPrice > priceLevel) {
							sqSetShortSL(priceLevel);
						}
                    }                
                }
           }
        }

        override protected void sqDefineStopLoss(int direction) {
            stopLoss.type = CalculationMode.Ticks;
            
            if(direction == 1) {
                // long
                stopLoss.value = 60;
            } else {
                // short
                stopLoss.value = 60;
            }
        }

        override protected void sqDefineProfitTarget(int direction) {
            profitTarget.type = CalculationMode.Ticks;

            if(direction == 1) {
                // long
                profitTarget.value = 0;
            } else {
                // short
                profitTarget.value = 0;
            }
        }
        
        #region Properties
        #endregion		        
    }
}