#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 TrailBuilderExample : Strategy
    {
        private double CurrentTriggerPriceLong;
        private double CurrentStopPriceLong;

        private double CurrentTriggerPriceShort;
        private double CurrentStopPriceShort;


        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                 = @"Demonstrates changing the price of a Stop Market Order similar to a trailing stop loss";
                Name                                        = "TrailBuilderExample";
                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;
                TrailFrequency                  = 5;
                TrailStopDistance                   = -5;
                CurrentTriggerPriceLong   = 0;
                CurrentStopPriceLong      = 0;
                CurrentTriggerPriceShort  = 0;
                CurrentStopPriceShort     = 0;
            }
            else if (State == State.Configure)
            {
            }
        }

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

              // LONG ORDERS (Sets #1 to #4)
             // Set 1
            if (Position.MarketPosition == MarketPosition.Flat)
            {
                CurrentStopPriceLong = 0;
            }

            if (CurrentBars[0] < 1)
                return;

             // Set 2
            if ((Position.MarketPosition == MarketPosition.Flat)
                 && (State == State.Realtime)
                 && (High[0] > High[1]))
            {
                EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry");
                CurrentTriggerPriceLong = (Close[0] + (TrailFrequency * TickSize)) ;
                CurrentStopPriceLong= (Close[0] + (TrailStopDistance * TickSize)) ;
            }

             // Set 3
            if ((Position.MarketPosition == MarketPosition.Long)
                 && (Close[0] > CurrentTriggerPriceLong))
            {
                CurrentTriggerPriceLong = (Close[0] + (TrailFrequency * TickSize)) ;
                CurrentStopPriceLong = (Close[0] + (TrailStopDistance * TickSize)) ;
            }

             // Set 4
            if (CurrentStopPriceLong != 0)
            {
                ExitLongStopMarket(Convert.ToInt32(DefaultQuantity), CurrentStopPriceLong, @"", "");
            }

            // SHORT ORDERS (Sets #5 to #8)
           // Set 5
           if (Position.MarketPosition == MarketPosition.Flat)
           {
             CurrentStopPriceShort = 0;
           }

           if (CurrentBars[0] < 1)
             return;

            // Set 6
           if ((Position.MarketPosition == MarketPosition.Flat)
              && (State == State.Realtime)
              && (Low[0] < Low[1]))
           {
             EnterShort(Convert.ToInt32(DefaultQuantity), @"shortEntry");
             CurrentTriggerPriceShort = (Close[0] - (TrailFrequency * TickSize)) ;
             CurrentStopPriceShort = (Close[0] - (TrailStopDistance * TickSize)) ;
           }

           // Set 7
           if ((Position.MarketPosition == MarketPosition.Long)
              && (Close[0] > CurrentTriggerPriceShort))
           {
             CurrentTriggerPriceShort = (Close[0] - (TrailFrequency * TickSize)) ;
             CurrentStopPriceShort = (Close[0] - (TrailStopDistance * TickSize)) ;
           }

           // Set 8
           if (CurrentStopPriceShort != 0)
           {
             ExitShortStopMarket(Convert.ToInt32(DefaultQuantity), CurrentStopPriceShort, @"", "");
           }

        }

        #region Properties
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="TrailFrequency", Description="This will be how often trail action triggers.", Order=1, GroupName="Parameters")]
        public int TrailFrequency
        { get; set; }

        [NinjaScriptProperty]
        [Range(-9999, int.MaxValue)]
        [Display(Name="TrailStopDistance", Description="Distance stop for exit order will be placed. This needs to be less than the TrailLimitDistance to exit a long position.", Order=2, GroupName="Parameters")]
        public int TrailStopDistance
        { get; set; }
        #endregion

    }
}