using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		private double EntryPrice;
		
		
		StrategyParameter _Deep;
		StrategyParameter _Stop;
		StrategyParameter _Filter;
		public MyStrategy()
		{
			_Deep = CreateParameter("Depth Period", 14, 5, 50, 1);
			_Stop = CreateParameter("Stop Value", 0.3, 0.1, 0.6, 0.1);
			_Filter = CreateParameter("Filter Value", 0.1, 0, 0.5, 0.05);
					
			
		}

		int NumberOfActivePositions()
		{
			int c=0;
			for( int i=0;i<Positions.Count; i++) 
			if (Positions[i].Active) c++;	
			
		
			return c;
		}
		
		protected override void Execute()
		{
			int Deep = _Deep.ValueInt;
			double Stop = _Stop.Value;
			double Filter = _Filter.Value;
			int StopBar=0;
			Position p;
			
			DataSeries HH = Highest.Series(  High, Deep);
			DataSeries LL = Lowest.Series( Low, Deep);
			DataSeries MAF = EMA.Series( Close,57, EMACalculation.Modern);

			PlotSeries(PricePane,HH,Color.Green,LineStyle.Solid,2);
			PlotSeries(PricePane,LL,Color.Red,LineStyle.Solid,2);
			PlotSeries(PricePane,MAF,Color.Black,LineStyle.Solid,2);
            
			PlotStops(); 
        	HideVolume();
			for(int bar = GetTradingLoopStartBar(58); bar < Bars.Count; bar++)
			{
				
			
				if (ActivePositions.Count>0)
				{
				     p = ActivePositions[0];
					if( p.PositionType == PositionType.Long ) SellAtStop(bar, Position.AllPositions,LL[bar-1]*(1-Filter/100)  ,"Cover Short");
					else CoverAtStop(bar, Position.AllPositions, HH[bar-1]*(1+Filter/100)  ,"Close Long");
						if (!IsLastPositionActive) StopBar=bar;		
		
						
				}
				
             	if (ActivePositions.Count < 5 && bar!=StopBar)  
				if (HH[bar-1]>=MAF[bar-1] && High[bar]>= HH[bar-1]*(1+Filter/100) ) 
					{
					  
						if (BuyAtStop(bar,HH[bar-1]*(1+Filter/100) ,"Buy")!=null) ActivePositions[ActivePositions.Count-1].Tag=HH[bar-1]*(1+Filter/100);
					
					}
				if (ActivePositions.Count < 5 && bar!=StopBar) 	
					
				if (LL[bar-1]<=MAF[bar-1]&& Low[bar]<=  LL[bar-1]*(1-Filter/100)  ) 
					{
						if (ShortAtStop(bar,LL[bar-1]*(1-Filter/100)  ,"Short")!=null)   ActivePositions[ActivePositions.Count-1].Tag=LL[bar-1]*(1-Filter/100); 
				
					}
				
				
				
					
				if (ActivePositions.Count>0)
				{
					
					//Stops					
					for(int pos = ActivePositions.Count - 1; pos >= 0; pos--)
					{
						p = ActivePositions[pos];
						if( p.PositionType == PositionType.Long ) SellAtStop(bar+1,  p, (double)p.Tag*(1-Stop/100) ,"Stop Short");
						else CoverAtStop(bar+1, p ,(double)p.Tag*(1+Stop/100) ,"Stop Long");
						if (!IsLastPositionActive) StopBar=bar;
					}
				}
				}
				
			
			
			
			
		}
	}
}