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

namespace WealthLab.Strategies
{
	public class ScoreStrategy : WealthScript
	{
		public double ScoreIt(double val)
		{		
		if (val >0.05)return 1;
		if (val <-0.05)return 0;
			return 0.5;
	}
	
	StrategyParameter paramDays;
	StrategyParameter paramScore;
		public ScoreStrategy()
	{
			paramDays = CreateParameter("Days",5,5,30,5);
			paramScore = CreateParameter("Score",3,1,4,0.5);
			
		}
			protected override void Execute()
			{
			int days = paramDays.ValueInt;
			double scoreThreshold = paramScore.Value;
		
			const int nLines = 5;
			DataSeries[] reglines = new DataSeries[nLines];
			DataSeries[] regRoc = new DataSeries[nLines];
			DataSeries score = new DataSeries(Bars, "The Score");
	
			Color[] clr = new Color[5];
			clr[0] =Color.Red;
			clr[1] = Color.Blue;
			clr[2] = Color.Green;
			clr[3] = Color.Fuchsia;
			clr[4] = Color.Black;
		
			ChartPane rocPane = CreatePane(40, true, true);
		
			// Create and plot the series
			for (int n = 0; n < nLines; n++)
			{
				reglines[n] = LinearReg.Series(Close, days);
				regRoc[n] = ROC.Series(reglines[n], 1); // 3-day rate of change 
				days += 3;
		
				PlotSeries(PricePane, reglines[n],clr[n],LineStyle.Solid, 1);
				PlotSeries(rocPane,regRoc[n],clr[n],LineStyle.Solid, 1);
			}
			// Now that we have the series let's create a score series 
			for(int bar = 5; bar < Bars.Count; bar++)
			{
			// calculate score
			double sum = 0;
			for (int n = 0; n < nLines; n++)
			{
			sum += ScoreIt(regRoc[n][bar]);
			
			}
			score[bar] = sum;
		
			//calculate mean turnover (bars)
		
			DataSeries turnover = Close * Volume;
			DataSeries meanturnover = SMA.Series(turnover, 20);
		
			//trading
			if (IsLastPositionActive)
			{
				Position p = LastPosition;
				if (score[bar] + score[bar - 1] + score[bar - 2] < (scoreThreshold + 6))
				
					SellAtClose(bar, p);
			
			}
			else if (score[bar] + score[bar - 1] + score[bar - 2] >= (scoreThreshold + 6))
			{
				BuyAtClose(bar);
			}
		}
		
			// saving the score in a series makes it easy to plot
			ChartPane scorePane = CreatePane(40, true, true);
			PlotSeries(scorePane, score, Color.Blue, LineStyle.Histogram, 2);
			}
			}
			}