#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.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

namespace StrategyTypes
{
		public enum stratstyle
		{
			FixeCtBreakEven,
			VariableCt
		}
}

namespace NinjaTrader.NinjaScript.Strategies
{
	
	public class Ares : Strategy
	{
		
        private double 	volumeMultiple 			= 1.500; 	// Default setting for VolumeMultiple
		private string 	upwardBreakout 			= "YES"; 	// Default setting for Upward Price Breakout
		private EMA EMA1; 									// Trend designer
		private int nbre;    							    // Contract iteration factor
		private Order MyEntry;								// Entry management
		private int contractlive;							// Live contract number
		private PPO PPO1;									// PPO filter
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Identify chart breakout pattern coupled with volume";
				Name						= "Ares";
				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;
				
				TP					= 50;
				SL					= 30;
				contract 			= 1;
				BE					= 20;
				BEprice				= 5;
				DotGap				= 0.5;
			}
			
			if (State == State.Configure)
			{

				EMA1				= EMA(Close, 200);
				contractlive = contract;
				PPO1 				= PPO(Close, 233, 610, 55);
				
				
			}
		}

		protected override void OnBarUpdate()
		{
			
			switch (stratstyle1)
			{
				case(StrategyTypes.stratstyle.VariableCt):
			
					if (Close[0] > EMA1[0])
					{
						upwardBreakout 			= "YES";
				
         			  // Condition set 1 - Upward Price Breakout
			
					if (AresPriceBreakout(upwardBreakout,VolumeMultiple).Plot0[0] == 1 &&
						Position.MarketPosition == MarketPosition.Flat &&
						(BarsSinceExitExecution() > 2 || BarsSinceExitExecution() == -1) )
          			  {
						  Draw.Region(this, "Long" + CurrentBar.ToString(), 3, 0, High, Low, Brushes.Black, Brushes.DodgerBlue, 80, 0);
							Draw.Dot(this, "Entry" + CurrentBar.ToString(), true, 0, Low[0] - DotGap, Brushes.Green);
           			    	 MyEntry = EnterLong(Convert.ToInt32(contractlive), "Long");
							nbre = contractlive;
							SetProfitTarget("", CalculationMode.Ticks, TP);
							SetStopLoss("", CalculationMode.Ticks, SL, false);
         			   }
						}
			
					if (Low[0] < EMA1[0])
					{
						upwardBreakout 			= "NO";
			
					// Condition set 2 - Downward Price Breakout
					if (AresPriceBreakout(upwardBreakout,VolumeMultiple).Plot0[0] == -1 &&
						Position.MarketPosition == MarketPosition.Flat &&
						(BarsSinceExitExecution() > 2 || BarsSinceExitExecution() == -1) )
						{
							Draw.Region(this, "Short" + CurrentBar.ToString(), 3, 0, High, Low, Brushes.Black, Brushes.HotPink, 80, 0);
							Draw.Dot(this, "Entry" + CurrentBar.ToString(), true, 0, High[0] + DotGap, Brushes.Red);
						MyEntry = EnterShort(Convert.ToInt32(contractlive), "Short");
							nbre = contractlive;
							SetProfitTarget("", CalculationMode.Ticks, TP);
							SetStopLoss("", CalculationMode.Ticks, SL, false);
						}
						}
			
			
					 if (SystemPerformance.RealTimeTrades.Count > 0)
  						{
      					// Check to make sure there is at least one trade in the collection
      					Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];
 
      					// Calculate the PnL for the last completed real-time trade
    					  double lastProfitCurrency = lastTrade.ProfitCurrency;
 
    				  // Store the quantity of the last completed real-time trade
    					  double lastTradeQty = lastTrade.Quantity;
				 
					if (lastTrade.ProfitCurrency < 0)
						{
						contractlive = nbre *2 ;
						}
				
					if (lastTrade.ProfitCurrency > 0)
						{
							contractlive = contract ;
						nbre = 1 ;
					}
					 }
			 break;
						
					case(StrategyTypes.stratstyle.FixeCtBreakEven):	
						
					if (Close[0] > EMA1[0])
					{
						upwardBreakout 			= "YES";
				
         			  // Condition set 1 - Upward Price Breakout
			
					if (AresPriceBreakout(upwardBreakout,VolumeMultiple).Plot0[0] == 1 &&
						Position.MarketPosition == MarketPosition.Flat &&
						(BarsSinceExitExecution() > 2 || BarsSinceExitExecution() == -1) )
          			  { Draw.Region(this, "Long" + CurrentBar.ToString(), 3, 0, High, Low, Brushes.Black, Brushes.LimeGreen, 80, 0);
						Draw.Dot(this, "Entry" + CurrentBar.ToString(), true, 0, Low[0] - DotGap, Brushes.Green);
           			     MyEntry = EnterLong(Convert.ToInt32(contract), "Long");
							SetProfitTarget("", CalculationMode.Ticks, TP);
         			   }
						}
			
					if (Low[0] < EMA1[0])
					{
						upwardBreakout 			= "NO";
			
					// Condition set 2 - Downward Price Breakout
					if (AresPriceBreakout(upwardBreakout,VolumeMultiple).Plot0[0] == -1 &&
						Position.MarketPosition == MarketPosition.Flat &&
						(BarsSinceExitExecution() > 2 || BarsSinceExitExecution() == -1) )
						{Draw.Region(this, "Short" + CurrentBar.ToString(), 3, 0, High, Low, Brushes.Black, Brushes.HotPink, 80, 0);
							Draw.Dot(this, "Entry" + CurrentBar.ToString(), true, 0, High[0] + DotGap, Brushes.Red);
						MyEntry = EnterShort(Convert.ToInt32(contract), "Short");
							SetProfitTarget("", CalculationMode.Ticks, TP);
						}
						}
						
			// Break Even system
				// Resets the stop loss to the original value when all positions are closed
				if (Position.MarketPosition == MarketPosition.Flat)
			{
			SetStopLoss(CalculationMode.Ticks, SL);
			}
				// If a long position is open, allow for stop loss modification to breakeven

			else if (Position.MarketPosition == MarketPosition.Long)
			{
				// Once the price is greater than entry price+BE ticks, set stop loss to breakeven
			if (Close[0] > Position.AveragePrice + BE * TickSize)
			{
			SetStopLoss(CalculationMode.Price, Position.AveragePrice + BEprice * TickSize);
			}	
			}
			else if (Position.MarketPosition == MarketPosition.Short)
			{
				// Once the price is less than price+BE ticks, set stop loss to breakeven
			if (Close[0] < Position.AveragePrice - BE * TickSize)
			{
			SetStopLoss(CalculationMode.Price, Position.AveragePrice - BEprice * TickSize);
			}}
 						break;
			
		}
		}
		#region Properties
		
		
		[NinjaScriptProperty]
		[Display(Name="Strategy Style", Description="Choose BE with fix contract or variable contract with fix TP/SL", Order=1, GroupName="A/ Strategie mode")]
		public StrategyTypes.stratstyle stratstyle1
		{ get; set; }
		
		[Range(1, double.MaxValue)]
		[NinjaScriptProperty]
		[Display(Name="VolumeMultiple", Description="Define how big the volume should be on breakout", Order=5, GroupName="B/ General Parameters")]
		public double VolumeMultiple
       {
            get { return volumeMultiple; }
            set { volumeMultiple = Math.Max(1, value); }
        }

		
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="TP", Order=1, GroupName="B/ General Parameters")]
		public int TP
		{ get; set; }
		
		[NinjaScriptProperty]
		[Range(double.MinValue, double.MaxValue)]
		[Display(Name="Order dot gap", Description="Entry dot distance from the bar", Order=4, GroupName="B/ General Parameters")]
		public double DotGap
		{ get; set; }

		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="SL", Order=2, GroupName="B/ General Parameters")]
		public int SL
		{ get; set; }
		
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="contract", Order=3, GroupName="B/ General Parameters")]
		public int contract
		{ get; set; }      
		
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="Price limit", Order=2, GroupName="C/ Break Even parameters")]
		public int BE
		{ get; set; }
		
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="BE position", Order=3, GroupName="C/ Break Even parameters")]
		public int BEprice
		{ get; set; }
		
		#endregion

	}
}