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

namespace WealthLabCompile
{
  class QQQQCrash : WealthScript
  {
    //Create parameters
    private StrategyParameter bbPeriod;
    private StrategyParameter bbStdDev;
    private StrategyParameter exitDays;

    public QQQQCrash()
    {
        bbPeriod = CreateParameter("Bollinger Period", 10, 6, 20, 2);      
        bbStdDev = CreateParameter("Std Dev", 1.5, 1, 3, 0.25);
        exitDays = CreateParameter("Timed Exit", 20, 1, 30, 1);        
    }

    protected override void Execute()
    {
        //Obtain parameters values
        int bbPer = bbPeriod.ValueInt;
        double bbSD = bbStdDev.Value;
        int timedExit = exitDays.ValueInt;	    
       
        BBandLower bbL = BBandLower.Series( Close, bbPer, bbSD );
        PlotSeries(PricePane, bbL, Color.Silver, LineStyle.Solid, 2);
       
        for (int bar = bbPer; bar < Bars.Count; bar++)
        {
            if (IsLastPositionActive)
            {
                Position Pos = LastPosition;
                if (bar + 1 - Pos.EntryBar >= timedExit)
                    SellAtMarket(bar + 1, Pos, "Time-based");
                else if (Close[bar] > (Pos.EntryPrice * 1.072))
                    SellAtMarket(bar + 1, Pos);
	            else if (Close[bar] < Pos.EntryPrice  * (1 - 15 / 100.0d))
	             	SellAtMarket(bar + 1, Pos, "Stop-Exit");
						
            }
            else
            {
					if (Close[bar] < bbL[bar])
					
						
							BuyAtMarket(bar + 1);
					
            }
        }
    }
  }
}