#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;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class MultiStepTrailStop : Strategy
    {
        private int StopLossMode;


        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                 = @"Enter the description for your new custom Strategy here.";
                Name                                        = "MultiStepTrailStop";
                Calculate                                   = Calculate.OnBarClose;
                EntriesPerDirection                         = 1;
                EntryHandling                               = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                   = 30;
                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;
                StopLossMode                    = 0;
            }
            else if (State == State.Configure)
            {
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[0] < 2)
                return;

             //LONG ORDERS
             // Set 1
            if ((Position.MarketPosition == MarketPosition.Flat)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (High[0] > High[1])
                 && (High[1] > High[2])
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0))
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0)))
            {
                EnterLongLimit(Convert.ToInt32(DefaultQuantity), 0, "");
                StopLossMode = 0;
            }

             // Set 2
            if ((Position.MarketPosition == MarketPosition.Long)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 0)
                 && (High[1] > High[2])
                 && (High[0] > High[1])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitLongStopMarket(Convert.ToInt32(DefaultQuantity), (Position.AveragePrice + (-10 * TickSize)) , "", "");
            }

             // Set 3
            if ((Position.MarketPosition == MarketPosition.Long)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 1)
                 && (High[1] > High[2])
                 && (High[0] > High[1])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitLongStopMarket(Convert.ToInt32(DefaultQuantity), Position.AveragePrice, "", "");
            }

             // Set 4
            if ((Position.MarketPosition == MarketPosition.Long)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 2)
                 && (High[1] > High[2])
                 && (High[0] > High[1])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitLongStopMarket(Convert.ToInt32(DefaultQuantity), (Position.AveragePrice + (10 * TickSize)) , "", "");
            }


             // Set 5
            if ((Position.MarketPosition == MarketPosition.Long)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 0)
                 && (Close[0] >= (Position.AveragePrice + (10 * TickSize)) )
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                StopLossMode = 1;
            }


             // Set 6
            if ((Position.MarketPosition == MarketPosition.Long)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 1)
                 && (Close[0] >= (Position.AveragePrice + (20 * TickSize)) )
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                StopLossMode = 2;
            }


             //SHORT ORDERS
             // Set 7
            if ((Position.MarketPosition == MarketPosition.Flat)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (Low[0] < Low[1])
                 && (Low[1] < Low[2])
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0))
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0)))
            {
                EnterShortLimit(Convert.ToInt32(DefaultQuantity), 0, "");
                StopLossMode = 0;
            }

             // Set 8
            if ((Position.MarketPosition == MarketPosition.Short)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 0)
                 && (Low[0] < Low[1])
                 && (Low[1] < Low[2])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitShortStopMarket(Convert.ToInt32(DefaultQuantity), (Position.AveragePrice + (10 * TickSize)) , "", "");
            }

             // Set 9
            if ((Position.MarketPosition == MarketPosition.Short)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 1)
                 && (Low[0] < Low[1])
                 && (Low[1] < Low[2])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitShortStopMarket(Convert.ToInt32(DefaultQuantity), Position.AveragePrice, "", "");
            }

             // Set 10
            if ((Position.MarketPosition == MarketPosition.Short)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 2)
                 && (Low[0] < Low[1])
                 && (Low[1] < Low[2])
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                ExitShortStopMarket(Convert.ToInt32(DefaultQuantity), (Position.AveragePrice + (-10 * TickSize)) , "", "");
            }


             // Set 11
            if ((Position.MarketPosition == MarketPosition.Short)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 0)
                 && (Close[0] >= (Position.AveragePrice + (-10 * TickSize)) )
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                StopLossMode = 1;
            }


             // Set 12
            if ((Position.MarketPosition == MarketPosition.Short)
                 && ((Time[0].DayOfWeek == DayOfWeek.Monday)
                 || (Time[0].DayOfWeek == DayOfWeek.Tuesday))
                 && (StopLossMode == 1)
                 && (Close[0] >= (Position.AveragePrice + (-20 * TickSize)) )
                 && (Times[0][0].TimeOfDay <= new TimeSpan(11, 50, 0))
                 && (Times[0][0].TimeOfDay >= new TimeSpan(9, 30, 0)))
            {
                StopLossMode = 2;
            }

        }
    }
}