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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class IMYM: Strategy
    {
        [NinjaScriptProperty]
        [Display(Name = "Hora de Entrada (HHmm)", Order = 1, GroupName = "Parametros")]
        public int HoraEntrada { get; set; } = 830;

        [NinjaScriptProperty]
        [Display(Name = "TPproporcionalSL", Order = 2, GroupName = "Parametros")]
        public double TPproporcionalSL { get; set; } = 1.0;

        [NinjaScriptProperty]
        [Display(Name = "Riesgo por Operación (USD)", Order = 3, GroupName = "Parametros")]
        public double Riesgo { get; set; } = 650;

        private const int SLticks = 50;
        private const int CierreDeVelas = 1;

        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 bool tradeHechoHoy = false;
        private int barraEntrada = -1;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "IMYM";
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = false;
                IncludeCommission = true;
                IsInstantiatedOnEachOptimizationIteration = false;
            }
        }

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

            if (Bars.IsFirstBarOfSession)
            {
                tradeHechoHoy = false;
                barraEntrada = -1;
            }

            if (Riesgo <= 0 || TPproporcionalSL <= 0)
                return;

            int contratos = CalcularContratosPorRiesgo();
            if (contratos <= 0)
                return;

            int tpTicks = (int)Math.Round(SLticks * TPproporcionalSL, MidpointRounding.AwayFromZero);
            if (tpTicks <= 0)
                return;

            SetStopLoss("EntradaBuy_Hora", CalculationMode.Ticks, SLticks, false);
            SetProfitTarget("EntradaBuy_Hora", CalculationMode.Ticks, tpTicks);

            if (Position.MarketPosition != MarketPosition.Flat && barraEntrada >= 0)
            {
                if (CurrentBar - barraEntrada >= CierreDeVelas)
                {
                    ExitLong("CierreVelasL", "EntradaBuy_Hora");
                    barraEntrada = -1;
                }
            }

            if (!EsDiaPermitido(Time[0].DayOfWeek))
                return;

            int hhmm = ToTime(Time[0]) / 100;

            if (hhmm == HoraEntrada
                && !tradeHechoHoy
                && Position.MarketPosition == MarketPosition.Flat)
            {
                EnterLong(contratos, "EntradaBuy_Hora");
                tradeHechoHoy = true;
                barraEntrada = CurrentBar;
            }
        }

        private bool EsDiaPermitido(DayOfWeek dow)
        {
            switch (dow)
            {
                case DayOfWeek.Monday: return Lunes;
                case DayOfWeek.Tuesday: return Martes;
                case DayOfWeek.Wednesday: return Miercoles;
                case DayOfWeek.Thursday: return Jueves;
                case DayOfWeek.Friday: return Viernes;
                default: return false;
            }
        }

        private int CalcularContratosPorRiesgo()
        {
            double valorTick = Instrument.MasterInstrument.PointValue * TickSize;
            if (valorTick <= 0)
                return 0;

            double riesgoPorContrato = SLticks * valorTick;
            if (riesgoPorContrato <= 0)
                return 0;

            return (int)Math.Floor(Riesgo / riesgoPorContrato);
        }
    }
}