// "First non-garbage strategy" (NGS)

sclass NGSStrategy extends G22CandleBasedStrategyWithTrailingStop {
  settable double minDistance = 0.4; // input.float(0.4, minval=0, step=0.02)
  settable int period1 = 100; // the "slow" MA
  settable int period2 = 5;   // the fast MA (for opening)
  settable double maMinMove = 0.07; // MA trend threshold
  settable bool doLongs = true;
  settable bool doShorts = true;
  settable bool unblockAfterCrossingBand;
  settable bool unblockAfterTouchingBand = true;
  
  // per-run fields

  settable double ma1;
  settable double ma2;
  settable double lastMA1 = Double.NaN;
  settable bool longCondition;
  settable bool shortCondition;
  settable bool blockLong;
  settable bool blockShort;
  settable double maMove;
  
  S fieldsToReset() {
    ret lineCombine(super.fieldsToReset(), [[ma1 ma2 lastMA1 longCondition shortCondition blockShort blockLong maMove movingAverage1_cache movingAverage2_cache]]);
  }
  
  simplyCached MAIndicator movingAverage1() {
    ret new MAIndicator(period1);
  }
  
  simplyCached MAIndicator movingAverage2() {
    ret new MAIndicator(period2);
  }

  L<CandleBasedIndicator> indicators() {
    ret ll(movingAverage1(), movingAverage2());
  }

  void unblockLong {
    if (blockLong) {
      log("Long unblock");
      blockLong(false);
    }
  }

  void unblockShort {
    if (blockShort) {
      log("Short unblock");
      blockShort(false);
    }
  }
  
  bool maRising() { ret maMove >= maMinMove; }
  bool maFalling() { ret maMove <= -maMinMove; }
  
  double upperBand() { ret ma1*(1+minDistance/100); }
  double lowerBand() { ret ma1*(1-minDistance/100); }
  
  {
    granularity(30);
    
    onCandleCompleted(candle -> {
      double close = candle.close();
      
      lastMA1(ma1);
      ma1(movingAverage1()!);
      ma2(movingAverage2()!);
      maMove((ma1/lastMA1-1)*100);
  
      longCondition(doLongs && ma2 > upperBand() && maRising());
      shortCondition(doShorts & ma2 < lowerBand() && maFalling());
  
      if (ma2 > ma1)
        unblockShort();
  
      if (ma2 < ma1)
        unblockLong();
  
      double drift = drift();
      
      if (drift <= 0 && longCondition && !blockLong) {
        openLong();
        blockLong(true);
      }
  
      if (drift >= 0 && shortCondition && !blockShort) {
        openShort();
        blockShort(true);
      }
  
      if (drift > 0 && close < lowerBand()) {
        closeAllPositions("Below band");
        if (unblockAfterCrossingBand)
          unblockLong();
      }
  
      if (drift < 0 && close > upperBand()) {
        closeAllPositions("Above band");
        if (unblockAfterCrossingBand)
          unblockShort();
      }
  
      if (unblockAfterTouchingBand && close < upperBand())
        unblockLong();
      
      if (unblockAfterTouchingBand && close > lowerBand())
        unblockShort();
    });
  }
  
  LS status() {
    ret listCombine(
      "Min distance, MA min move: " + minDistance + " " + maMinMove + " (current move: " + formatDouble(maMove, 4) + ")",
      "MA periods: " + period1 + " " + period2,
      "Do: " + commaCombine(stringIf(doLongs, "Longs"), stringIf(doShorts, "Shorts")),
      unblockAfterTouchingBand ? "Unblock after touching band"
        : unblockAfterCrossingBand ? "Unblock after crossing band" : null,
      "Moving averages: " + formatDouble_significant(ma1, 4) + ", " + formatDouble_significant(ma2, 4),
      stringIf(blockLong, "Long blocked"),
      stringIf(longCondition, "Long condition"),
      stringIf(shortLong, "Short blocked"),
      stringIf(shortCondition, "Short condition"),
      super.status()
    );
  }
}