//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{
		private NinjaTrader.NinjaScript.Indicators.LizardIndicators.amaCurrentDayVWAP amaCurrentDayVWAP1;
		private NinjaTrader.NinjaScript.Indicators.LizardIndicators.amaCurrentDayVWAP amaCurrentDayVWAP2;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Strategy here.";
				Name										= "MyCustomStrategy";
				Calculate									= Calculate.OnEachTick;
				EntriesPerDirection							= 3;
				EntryHandling								= EntryHandling.AllEntries;
				IsExitOnSessionCloseStrategy				= false;
				ExitOnSessionCloseSeconds					= 300;
				IsFillLimitOnTouch							= true;
				MaximumBarsLookBack							= MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution							= OrderFillResolution.Standard;
				Slippage									= 0;
				StartBehavior								= StartBehavior.WaitUntilFlat;
				TimeInForce									= TimeInForce.Day;
				TraceOrders									= true;
				RealtimeErrorHandling						= RealtimeErrorHandling.StopCancelClose;
				StopTargetHandling							= StopTargetHandling.ByStrategyPosition;
				BarsRequiredToTrade							= 0;
				// Disable this property for performance gains in Strategy Analyzer optimizations
				// See the Help Guide for additional information
				IsInstantiatedOnEachOptimizationIteration	= true;
			}
			else if (State == State.Configure)
			{
				AddDataSeries("FDAX 09-19", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
			}
			else if (State == State.DataLoaded)
			{
				amaCurrentDayVWAP1				= amaCurrentDayVWAP(Close, amaSessionTypeVWAPD.Full_Session, amaBandTypeVWAPD.Standard_Deviation, amaTimeZonesVWAPD.Chart_Time, @"08:30", @"15:15", 1, 2, 3, 1, 2, 3);
				amaCurrentDayVWAP2				= amaCurrentDayVWAP(Close, amaSessionTypeVWAPD.Full_Session, amaBandTypeVWAPD.Standard_Deviation, amaTimeZonesVWAPD.Exchange_Time, @"08:30", @"15:15", 1, 2, 3, 1, 2, 3);
				amaCurrentDayVWAP1.Plots[0].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[1].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[2].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[3].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[4].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[5].Brush = Brushes.Gray;
				amaCurrentDayVWAP1.Plots[6].Brush = Brushes.Gray;
				AddChartIndicator(amaCurrentDayVWAP1);
				SetStopLoss(CalculationMode.Ticks, 100);
			}
		}

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

			if (CurrentBars[0] < 20)
				return;

			 // Set 1
			if ((Close[0] <= amaCurrentDayVWAP1.LowerBand3[20])
				 && (Times[0][0].TimeOfDay >= new TimeSpan(10, 0, 0))
				 && (Times[0][0].TimeOfDay <= new TimeSpan(17, 30, 0)))
			{
				EnterLong(Convert.ToInt32(DefaultQuantity), "");
			}

			 // Set 2
			if (High[0] >= amaCurrentDayVWAP2.SessionVWAP[0])
			{
				ExitLong(Convert.ToInt32(DefaultQuantity), "", @"");
			}

		}
	}
}