#region Using declarations
using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class BK_ES : Strategy
    {
        [NinjaScriptProperty]
        [Display(Name = "HorarioInicioRango (HHmm)", GroupName = "Rango", Order = 1)]
        public int HorarioInicioRango { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "HorarioFinalRango (HHmm)", GroupName = "Rango", Order = 2)]
        public int HorarioFinalRango { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "HorarioOperativoInicio (HHmm)", GroupName = "Operativa", Order = 3)]
        public int HorarioOperativoInicio { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "TP proporcional SL", GroupName = "Riesgo", Order = 4)]
        public double TPproporcionalSL { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Riesgo (USD)", GroupName = "Riesgo", Order = 5)]
        public double Riesgo { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Max Trades por Día", GroupName = "Operativa", Order = 6)]
        public int MaxTrades { get; set; }

        private const int HorarioOperativoFinal = 1400;
        private const int CierrePorVelas = 16;
        private const int SLticks = 160;
        private const int ExtenderBarras = 40;

        private const bool Lunes = true;
        private const bool Martes = false;
        private const bool Miercoles = true;
        private const bool Jueves = true;
        private const bool Viernes = true;

        private double rangoHigh;
        private double rangoLow;
        private int tradesCount;
        private bool oportunidadDisponible;
        private bool rangoListo;

        private double valorTick;
        private double riesgoPorContrato;
        private int contratos;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "BK_ES";
                Calculate = Calculate.OnBarClose;

                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsInstantiatedOnEachOptimizationIteration = false;

                IsExitOnSessionCloseStrategy = true;
                ExitOnSessionCloseSeconds = 30;

                HorarioInicioRango = 815;
                HorarioFinalRango = 830;
                HorarioOperativoInicio = 831;

                TPproporcionalSL = 1.0;
                Riesgo = 650;

                MaxTrades = 4;  

                ResetDia();
            }
            else if (State == State.Configure)
            {
                SetStopLoss(CalculationMode.Ticks, SLticks);
                SetProfitTarget(CalculationMode.Ticks, (int)Math.Round(SLticks * TPproporcionalSL));
            }
        }

        private void ResetDia()
        {
            rangoHigh = double.MinValue;
            rangoLow = double.MaxValue;
            tradesCount = 0;
            oportunidadDisponible = false;
            rangoListo = false;
        }

        private int GetHHmm(DateTime t)
        {
            return ToTime(t) / 100;
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < 2)
                return;

            if (Time[0].Date != Time[1].Date)
                ResetDia();

            int diaNum = (int)Time[0].DayOfWeek;
            bool operarHoy = false;

            if (diaNum == 1 && Lunes) operarHoy = true;
            if (diaNum == 2 && Martes) operarHoy = true;
            if (diaNum == 3 && Miercoles) operarHoy = true;
            if (diaNum == 4 && Jueves) operarHoy = true;
            if (diaNum == 5 && Viernes) operarHoy = true;

            int hhmm = GetHHmm(Time[0]);

            if (hhmm >= HorarioInicioRango && hhmm <= HorarioFinalRango)
            {
                if (High[0] > rangoHigh) rangoHigh = High[0];
                if (Low[0] < rangoLow) rangoLow = Low[0];
            }

            if (!rangoListo
                && hhmm == HorarioFinalRango
                && rangoHigh > double.MinValue + 1
                && rangoLow < double.MaxValue - 1)
            {
                rangoListo = true;
            }

            valorTick = TickSize * Instrument.MasterInstrument.PointValue;
            riesgoPorContrato = SLticks * valorTick;

            if (riesgoPorContrato > 0)
            {
                contratos = (int)Math.Floor(Riesgo / riesgoPorContrato);
                if (contratos < 1)
                    contratos = 1;
            }
            else
            {
                contratos = 1;
            }

            if (!rangoListo)
                return;

            if (Close[0] >= rangoLow && Close[0] <= rangoHigh)
                oportunidadDisponible = true;

            if (operarHoy
                && hhmm >= HorarioOperativoInicio
                && hhmm <= HorarioOperativoFinal
                && tradesCount < MaxTrades
                && Position.MarketPosition == MarketPosition.Flat)
            {
                if (oportunidadDisponible && Close[0] > rangoHigh)
                {
                    SetStopLoss(CalculationMode.Ticks, SLticks);
                    SetProfitTarget(CalculationMode.Ticks, (int)Math.Round(SLticks * TPproporcionalSL));

                    EnterLong(contratos, "BreakoutLong");

                    tradesCount++;
                    oportunidadDisponible = false;
                }
            }

            if (Position.MarketPosition == MarketPosition.Long)
            {
                if (BarsSinceEntryExecution() >= CierrePorVelas)
                    ExitLong("Exit_CierreVel_L", "BreakoutLong");
            }
        }
    }
}