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#include "sierrachart.h"


SCDLLName("Test Strategy");

SCSFExport scsf_TradingExample(SCStudyInterfaceRef sc)
{
  //Define references to the Subgraphs and Inputs for easy reference
  SCSubgraphRef BuyEntrySubgraph = sc.Subgraph[0];
  SCSubgraphRef BuyExitSubgraph = sc.Subgraph[1];
  SCSubgraphRef SellEntrySubgraph = sc.Subgraph[2];
  SCSubgraphRef SellExitSubgraph = sc.Subgraph[3];

  SCSubgraphRef SimpMovAvgSubgraph = sc.Subgraph[4];

  SCInputRef Enabled = sc.Input[0];
  SCInputRef TargetValue = sc.Input[1];
  SCInputRef StopValue = sc.Input[2];


  if (sc.SetDefaults)
  {
    // Set the study configuration and defaults.

    sc.GraphName = "Trading Example";

    BuyEntrySubgraph.Name = "Buy Entry";
    BuyEntrySubgraph.DrawStyle = DRAWSTYLE_ARROWUP;
    BuyEntrySubgraph.PrimaryColor = RGB(0, 255, 0);
    BuyEntrySubgraph.LineWidth = 2;
    BuyEntrySubgraph.DrawZeros = false;

    BuyExitSubgraph.Name = "Buy Exit";
    BuyExitSubgraph.DrawStyle = DRAWSTYLE_ARROWDOWN;
    BuyExitSubgraph.PrimaryColor = RGB(255, 128, 128);
    BuyExitSubgraph.LineWidth = 2;
    BuyExitSubgraph.DrawZeros = false;

    SellEntrySubgraph.Name = "Sell Entry";
    SellEntrySubgraph.DrawStyle = DRAWSTYLE_ARROWDOWN;
    SellEntrySubgraph.PrimaryColor = RGB(255, 0, 0);
    SellEntrySubgraph.LineWidth = 2;
    SellEntrySubgraph.DrawZeros = false;

    SellExitSubgraph.Name = "Sell Exit";
    SellExitSubgraph.DrawStyle = DRAWSTYLE_ARROWUP;
    SellExitSubgraph.PrimaryColor = RGB(128, 255, 128);
    SellExitSubgraph.LineWidth = 2;
    SellExitSubgraph.DrawZeros = false;

    SimpMovAvgSubgraph.Name = "Simple Moving Average";
    SimpMovAvgSubgraph.DrawStyle = DRAWSTYLE_LINE;
    SimpMovAvgSubgraph.DrawZeros = false;

    Enabled.Name = "Enabled";
    Enabled.SetYesNo(0);

    TargetValue.Name = "Target Value";
    TargetValue.SetFloat(2.0f);

    StopValue.Name = "Stop Value";
    StopValue.SetFloat(1.0f);

    sc.StudyDescription = "This study function is an example of how to use the ACSIL Trading Functions. This function will display a simple moving average and perform a Buy Entry when the Last price crosses the moving average from below and a Sell Entry when the Last price crosses the moving average from above. A new entry cannot occur until the Target or Stop has been hit. When an order is sent, a corresponding arrow will appear on the chart to show that an order was sent. This study will do nothing until the Enabled Input is set to Yes.";

    sc.AllowMultipleEntriesInSameDirection = false;
    sc.MaximumPositionAllowed = 10;
    sc.SupportReversals = false;

    // This is false by default. Orders will go to the simulation system always.
    sc.SendOrdersToTradeService = false;

    sc.AllowOppositeEntryWithOpposingPositionOrOrders = false;
    sc.SupportAttachedOrdersForTrading = false;
    sc.CancelAllOrdersOnEntriesAndReversals= true;
    sc.AllowEntryWithWorkingOrders = false;
    sc.CancelAllWorkingOrdersOnExit = false;

    // Only 1 trade for each Order Action type is allowed per bar.
    sc.AllowOnlyOneTradePerBar = true;

    //This needs to be set to true when a trading study uses trading functions.
    sc.MaintainTradeStatisticsAndTradesData = true;

    sc.AutoLoop = 1;
    sc.GraphRegion = 0;

    // During development set this flag to 1, so the DLL can be modified. When development is completed, set it to 0 to improve performance.
    sc.FreeDLL = 0;

    return;
  }




  if (!Enabled.GetYesNo())
    return;
  
  SCFloatArrayRef Last = sc.Close;
  
  // Simple moving average in the 5th subgraph.
  sc.SimpleMovAvg(Last, SimpMovAvgSubgraph, sc.Index, 10);
  

  // Get the Internal Position data to be used for position exit processing.
  s_SCPositionData PositionData;
  sc.GetTradePosition(PositionData) ;


  float LastTradePrice = sc.Close[sc.Index];

  // Create an s_SCNewOrder object.
  s_SCNewOrder NewOrder;
  NewOrder.OrderQuantity = 1;
  NewOrder.OrderType = SCT_MARKET;
  int Result;

  // Buy when the last price crosses the moving average from below.
  if (sc.CrossOver(Last, SimpMovAvgSubgraph) == CROSS_FROM_BOTTOM && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED)
  {
      Result = sc.BuyEntry(NewOrder);
      if (Result > 0) //If there has been a successful order entry, then draw an arrow at the low of the bar.
        BuyEntrySubgraph[sc.Index] = sc.Low[sc.Index];
  }
  
  
  // When there is a long position AND the Last price is less than the price the Buy Entry was filled at minus Stop Value, OR there is a long position AND the Last price is greater than the price the Buy Entry was filled at plus the Target Value.
  else if (PositionData.PositionQuantity > 0
    && (LastTradePrice <= PositionData.AveragePrice - StopValue.GetFloat() ||
    LastTradePrice >= PositionData.AveragePrice + TargetValue.GetFloat()))
  {
    Result = sc.BuyExit(NewOrder);
    if(Result>0) //If there has been a successful order entry, then draw an arrow at the high of the bar.
      BuyExitSubgraph[sc.Index] = sc.High[sc.Index];
  }
  
  
  // Sell when the last price crosses the moving average from above.
  else if (sc.CrossOver(Last, SimpMovAvgSubgraph) == CROSS_FROM_TOP && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED)
  {
    Result = sc.SellEntry(NewOrder);
    if(Result>0) //If there has been a successful order entry, then draw an arrow at the high of the bar.
      SellEntrySubgraph[sc.Index] = sc.High[sc.Index];
  }
  
  // When there is a short position AND the Last price is greater than the price the Sell Entry was filled at plus the Stop Value, OR there is a short position AND the Last price is less than the price the Sell Entry was filled at minus the Target Value.
  else if (PositionData.PositionQuantity < 0
    && (LastTradePrice >= PositionData.AveragePrice + StopValue.GetFloat() ||
    LastTradePrice <= PositionData.AveragePrice - TargetValue.GetFloat()))
  {
    Result = sc.SellExit(NewOrder);
    if(Result>0) //If there has been a successful order entry, then draw an arrow at the low of the bar.
      SellExitSubgraph[sc.Index] = sc.Low[sc.Index];
  }

}