MultiStepBreakEvenLongTest

#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 MultiStepBreakEvenLongTest : Strategy
    {
        private int StopLossModeLong;
        private int StopLossModeShort;

        private Order entryOrder = null;
        private Order initialExitOrderLong = null;
        private string oco;
        //private Order firstMoveExitOrderLong = null;

        // private Order initialExitOrderShort = null;
        // private Order firstMoveExitOrderShort = null;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Enter the description for your new custom Strategy here.";
                Name = "MultiStepBreakEvenLongTest";
                Calculate = Calculate.OnEachTick;
                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;
                IsAdoptAccountPositionAware = true;
                StartBehavior = StartBehavior.AdoptAccountPosition;
                IsUnmanaged = true;
                StopLossModeLong = 0;
                // StopLossModeShort = 0;
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.Realtime)
            {
                if (initialExitOrderLong != null)
                    initialExitOrderLong = GetRealtimeOrder(initialExitOrderLong);
                // if (initialExitOrderShort != null)
                // initialExitOrderShort = GetRealtimeOrder(initialExitOrderShort);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < BarsRequiredToTrade)
                return;
            if (State == State.Historical)
                return;

            if (BarsInProgress != 0)
                return;
            if (Position.MarketPosition == MarketPosition.Flat && entryOrder == null)
            {
                oco = GetAtmStrategyUniqueId() + "entry";

                SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Market, 1, 0, 0,  oco, "EntryOrder");
            }

            if (PositionAccount.MarketPosition == MarketPosition.Long)
            {
                StopLossModeLong = 0;
            }


            if ((PositionAccount.MarketPosition == MarketPosition.Long)
                && (initialExitOrderLong == null)
                && (StopLossModeLong == 0))
            {
                initialExitOrderLong = SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, 1, 0, Position.AveragePrice - 30*TickSize, "", @"Exit Long FULL STOP" );
            }


                // Set 3
            if ((PositionAccount.MarketPosition == MarketPosition.Long)
                && (initialExitOrderLong != null)
                && (StopLossModeLong == 1))
            {
                ChangeOrder(initialExitOrderLong, initialExitOrderLong.Quantity, 0, Position.AveragePrice + 10*TickSize);
            }
                // Set 4
            if ((PositionAccount.MarketPosition == MarketPosition.Long)
                && (initialExitOrderLong != null)
                && (StopLossModeLong == 0)
                && (Close[0] >= (Position.AveragePrice + (5 * TickSize / 2)) ))
            {
                StopLossModeLong = 1;
            }


        }

        protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
        {
            if (order.Name == "EntryOrder")
            {
                entryOrder = order;
            }
            if (order.Name == "Exit Long FULL STOP")
            {
                initialExitOrderLong = order;
            }

            if (entryOrder != null && entryOrder == order)
            {

                if (entryOrder.OrderState == OrderState.Cancelled || entryOrder.OrderState == OrderState.Filled)
                {
                    entryOrder = null;
                }
            }

            if (initialExitOrderLong != null && initialExitOrderLong == order)
            {

                if (initialExitOrderLong.OrderState == OrderState.Cancelled || initialExitOrderLong.OrderState == OrderState.Filled)
                {
                    initialExitOrderLong = null;
                }
            }
        }
    }
}