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// The top of every source code file must include this line
#include "sierrachart.h"

// For reference, refer to this page:
// Advanced Custom Study Interface and Language (ACSIL)

// This line is required. Change the text within the quote
// marks to what you want to name your group of custom studies.
SCDLLName("Reversal strategy")

//This is the basic framework of a study function. Change the name 'TemplateFunction' to what you require.
SCSFExport scsf_ReversalStrategy(SCStudyInterfaceRef sc)
{
  //Define references to the Subgraphs and Inputs for easy reference
  SCSubgraphRef BuyEntrySubgraph = sc.Subgraph[0];
  SCSubgraphRef BuyExitSubgraph = sc.Subgraph[1];
  SCSubgraphRef ATRSubgraph = sc.Subgraph[2];
  SCSubgraphRef EMASubgraph = sc.Subgraph[3];
  
  SCString DebugMessage;
  
  // Section 1 - Set the configuration variables and defaults
  if (sc.SetDefaults)
  {
    sc.GraphName = "Reversal long strategy";

    sc.AutoLoop = 1; //Automatic looping is enabled.
    
    BuyEntrySubgraph.Name = "Buy Entry";
    BuyEntrySubgraph.DrawStyle = DRAWSTYLE_ARROW_UP;
    BuyEntrySubgraph.PrimaryColor = RGB(0, 255, 0);
    BuyEntrySubgraph.LineWidth = 2;
    BuyEntrySubgraph.DrawZeros = false;

    BuyExitSubgraph.Name = "Buy Exit";
    BuyExitSubgraph.DrawStyle = DRAWSTYLE_ARROW_DOWN;
    BuyExitSubgraph.PrimaryColor = RGB(255, 128, 128);
    BuyExitSubgraph.LineWidth = 2;
    BuyExitSubgraph.DrawZeros = false;
    
    sc.Input[0].Name = "Float Input";
    sc.Input[0].SetFloat(0.0f);
    
    return;
  }
  
  // Section 2 - Do data processing here
  float currentPrice = sc.BaseData[SC_LAST][sc.Index];
  float currentHigh = sc.BaseData[SC_HIGH][sc.Index];
  float previousHigh = sc.BaseData[SC_HIGH][sc.Index-1];
  float previous2High = sc.BaseData[SC_HIGH][sc.Index-2];
  float currentLow = sc.BaseData[SC_LOW][sc.Index];
  float previousLow = sc.BaseData[SC_LOW][sc.Index-1];
  float previous2Low = sc.BaseData[SC_LOW][sc.Index-2];
  float previousClose = sc.BaseData[SC_CLOSE][sc.Index-1];
  float previous2Close = sc.BaseData[SC_CLOSE][sc.Index-2];
  float previousHighCloseDiff = sc.BaseData[SC_HIGH][sc.Index-1] - sc.BaseData[SC_CLOSE][sc.Index-1];
  
  // Calculate the Average True Range
  sc.ATR(sc.BaseDataIn, ATRSubgraph, 10, MOVAVGTYPE_SIMPLE);
  float ATR = ATRSubgraph[sc.Index]; // Value of the current ATR
  
  // Calculate the EMA
  sc.ExponentialMovAvg(sc.BaseDataIn[SC_LAST], EMASubgraph, 100);
  float EMA = EMASubgraph[sc.Index]; // Value of the current EMA
  
  s_SCPositionData PositionData;
  sc.GetTradePosition(PositionData);
  
  // Use persistent variables to remember attached order IDs so they can be modified or canceled.
  int& OrderId = sc.GetPersistentInt(1);
  int& Stop1OrderID = sc.GetPersistentInt(2);
  
  float orderPrice = sc.GetPersistentFloat(1);
  float NewPossibleStop = sc.GetPersistentFloat(2);
  float orderStop = sc.GetPersistentFloat(3);
  float currentStop = sc.GetPersistentFloat(4);
  
  int Hour = sc.BaseDateTimeIn[sc.Index].GetHour();
  int Minute = sc.BaseDateTimeIn[sc.Index].GetMinute();
  
  // Data processing once the bar has closed.
  if(sc.GetBarHasClosedStatus()==BHCS_BAR_HAS_CLOSED)
  {
    
    // Cancel the pending order
    if (PositionData.PositionQuantity == 0 && OrderId != 0)
    {
      sc.FlattenAndCancelAllOrders();
      OrderId = 0;
      Stop1OrderID = 0;
    }
    
    if (PositionData.PositionQuantity == 0 && ATR >= 1.8 && currentLow > EMA && currentLow <= previousLow)
    {
      // Mark the signal on the chart
      BuyEntrySubgraph[sc.Index] = sc.Low[sc.Index];
      
      // Create a market order and enter long.
      s_SCNewOrder NewOrder;
      NewOrder.OrderQuantity = 1;
      NewOrder.OrderType = SCT_ORDERTYPE_STOP_LIMIT;
      NewOrder.TimeInForce = SCT_TIF_DAY;
      NewOrder.Price1 = currentHigh + 1*sc.TickSize;
      NewOrder.Price2 = currentHigh + 4*sc.TickSize;
      NewOrder.OCOGroup1Quantity = 1;
      NewOrder.Stop1Price = currentHigh - 3*sc.TickSize;
      
      // This is a common setting and applies to all Stop Attached Orders set on the main order.
      NewOrder.MoveToBreakEven.Type=MOVETO_BE_ACTION_TYPE_OFFSET_TRIGGERED;

      //After 5 ticks of profit, the stop order will be moved to breakeven
      NewOrder.MoveToBreakEven.TriggerOffsetInTicks= 4;
      NewOrder.MoveToBreakEven.BreakEvenLevelOffsetInTicks= 0;
      
      // Using this variable to log a message
      orderPrice = currentHigh + 1*sc.TickSize;
      DebugMessage.Format("Signal at: %f", orderPrice);
      sc.AddMessageToLog(DebugMessage, 1);

      sc.BuyEntry(NewOrder);
      
      // Remember the order ID for subsequent modification and cancellation
      Stop1OrderID = NewOrder.Stop1InternalOrderID;
      OrderId = NewOrder.InternalOrderID;
      
      orderStop = currentHigh - 3*sc.TickSize;
      
    }
    
    // Update the trailing stop loss if the new low is higher than the previous low.
    // Gotta make sure the new stop loss is not lower than the initial one
    NewPossibleStop = currentLow - 2*sc.TickSize;
    
    // COMPARE INITIAL STOP TO NEW STOP IS NOT WORKING RIGHT NOW
    
    if (PositionData.PositionQuantity == 1 && currentLow > previousLow && currentHigh > previousHigh && currentStop < NewPossibleStop && NewPossibleStop > orderStop)
    {
      s_SCTradeOrder ExistingOrder;
      if (sc.GetOrderByOrderID(Stop1OrderID, ExistingOrder) != SCTRADING_ORDER_ERROR)
      {
        
        s_SCNewOrder ModifyOrder;
        ModifyOrder.InternalOrderID = Stop1OrderID;
        ModifyOrder.Price1 = NewPossibleStop;

        sc.ModifyOrder(ModifyOrder);
        DebugMessage.Format("Current time: %d:%d", Hour, Minute);
        sc.AddMessageToLog(DebugMessage, 1);
        DebugMessage.Format("Updating stop loss to: %f on entry: %f", NewPossibleStop, orderPrice);
        sc.AddMessageToLog(DebugMessage, 1);
        DebugMessage.Format("Order price: %f", orderPrice);
        sc.AddMessageToLog(DebugMessage, 1);
        
        currentStop = currentLow - 2*sc.TickSize;
      }
    }
    
    // Flatten and cancel all if there is a current position but no stop
    if (PositionData.PositionQuantity == 1 && Stop1OrderID == 0)
    {
      sc.FlattenAndCancelAllOrders();
    }
    
    // Flatten and cancel all orders if it is right before the session ending.
    if (Hour == 14 && Minute ==59)
    {
      sc.FlattenAndCancelAllOrders();
    }
  }
  
}

// Data processing once the bar has closed.

if(sc.GetBarHasClosedStatus(Index-1)==BHCS_BAR_HAS_CLOSED)

// Keep the last processed index in a persistent variable
  int Index =sc.Index;
  int& LastIndexProcessed = sc.GetPersistentInt(3);
  
  // Data processing once the bar has closed.
  if(sc.GetBarHasClosedStatus(Index-1)==BHCS_BAR_HAS_CLOSED && Index > LastIndexProcessed)
{
// Update the last processed index so the data is not processed again on this bar
    LastIndexProcessed = Index;
}
  {

if(sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED)
{
// insert code here
}

// Update the trailing stop loss if the new low is higher than the previous low.
    // Gotta make sure the new stop loss is not lower than the initial one
    NewPossibleStop = currentLow - 2*sc.TickSize;
    
    if (PositionData.PositionQuantity == 1 && currentLow > previousLow && currentHigh > previousHigh && currentStop < NewPossibleStop && NewPossibleStop > orderStop)
    {
      s_SCTradeOrder ExistingOrder;
      if (sc.GetOrderByOrderID(Stop1OrderID, ExistingOrder) != SCTRADING_ORDER_ERROR)
      {
        
        s_SCNewOrder ModifyOrder;
        ModifyOrder.InternalOrderID = Stop1OrderID;
        ModifyOrder.Price1 = NewPossibleStop;

        sc.ModifyOrder(ModifyOrder);
        DebugMessage.Format("Current time: %d:%d", Hour, Minute);
        sc.AddMessageToLog(DebugMessage, 1);
        DebugMessage.Format("Updating stop loss to: %f on entry: %f", NewPossibleStop, orderPrice);
        sc.AddMessageToLog(DebugMessage, 1);
        
        currentStop = currentLow - 2*sc.TickSize;
      }
    }