//
// Copyright (C) 2015, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#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.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class SampleTradeLimiter : Strategy
    {
        private int aDXPeriod       = 14; // Default setting for ADXPeriod
        private int tradeCounter    = 0;  // This variable represents the number of trades taken per day.
        private int maxTrades       = 5;  // This variable sets the maximum number of trades to take per day.

        protected override void OnStateChange()
        {
            if(State == State.SetDefaults)
            {
                ADXPeriod   = 14;
                MaxTrades   = 5;
                Calculate   = Calculate.OnBarClose;
                Name        = "Sample Trade Limiter";
            }
            else if(State == State.Configure)
            {
                // Add the current day open, high, low indicator to visually see entry conditions.
                AddChartIndicator(CurrentDayOHL());
            }
        }

        protected override void OnBarUpdate()
        {
            // Make sure there are enough bars.
            if (CurrentBar < 1)
                return;

            // Reset the tradeCounter value at the first tick of the first bar of each session.
            if (Bars.IsFirstBarOfSession && IsFirstTickOfBar)
            {
                Print("resetting tradeCounter");
                tradeCounter = 0;
            }

            // If the amount of trades is less than the permitted value and the position is flat, go on to the next set of conditions.
            if (tradeCounter < MaxTrades && Position.MarketPosition == MarketPosition.Flat)
            {
                /* If a new low is made, enter short and increase the trade count by 1.
                In C#, ++ means increment by one. An equilivent would be tradeCounter = tradeCounter + 1; */
                if (CurrentDayOHL().CurrentLow[0] < CurrentDayOHL().CurrentLow[1])
                {
                    tradeCounter++;
                    EnterShort();
                }
                // If a new high is made, enter long and increase the trade count by 1.
                else if (CurrentDayOHL().CurrentHigh[0] > CurrentDayOHL().CurrentHigh[1])
                {
                    tradeCounter++;
                    EnterLong();
                }
            }

            /* Exit a position if "the trend has ended" as indicated by ADX.
            If the current ADX value is less than the previous ADX value, the trend strength is weakening. */
            if (ADX(ADXPeriod)[0] < ADX(ADXPeriod)[1] && Position.MarketPosition != MarketPosition.Flat)
            {
                if (Position.MarketPosition == MarketPosition.Long)
                    ExitLong();
                else if (Position.MarketPosition == MarketPosition.Short)
                    ExitShort();
            }
        }

        #region Properties
        [Display(GroupName="Parameters", Description="Period for the ADX indicator")]
        public int ADXPeriod
        {
            get { return aDXPeriod; }
            set { aDXPeriod = Math.Max(1, value); }
        }

        [Display(GroupName="Parameters", Description="Maximum number of trades to take per day.")]
        public int MaxTrades
        {
            get { return maxTrades; }
            set { maxTrades = Math.Max(1, value); }
        }
        #endregion
    }
}