// Design notes.
//
// NG stands for "Non-Garbage"
//
// !Design notes end

sclass NGSStrategy2 extends G22CandleBasedStrategyWithTrailingStop {
  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 double maMoveHysteresis = 0.01; // MA trend non-oscillation threshold

  // per-run fields
  
  S fieldsToReset() {
    ret lineCombine(super.fieldsToReset(), [[
      ma1 ma2 lastMA1 maMove movingAverage1_cache movingAverage2_cache
      maMoveHistory maDirection maDirectionHistory
    ]]);
  }
  
  settable double ma1;
  settable double ma2;
  settable double lastMA1 = Double.NaN;
  settable double maMove;
  settable int maDirection;
  
  Side longSide = new(1);
  Side shortSide = new(-1);
  
  gettable TickerSequence maMoveHistory = new TickerSequence("maMove");
  gettable TickerSequence maDirectionHistory = new TickerSequence("maDirection");
  
  // Side = logic for one side (long/short = direction 1/-1)
  record Side(int direction) {
    // Our condition is:
    // Price has to be in a band close to the MA first (band 1)
    // and then move into a band further away from the MA (band 2)
    
    // Are we allowed to open positions in this direction at all?
    bool enabled = true;
    
    // First band (close to MA)
    DoubleRange band1 = new(0.2, 0.6);
    
    // Second band
    DoubleRange band2 = new(0.6, 1.0);
  }

  void ngsStep aka ngsLogic() {
    double close = currentPrice();
    double drift = drift();
  }
  
  simplyCached MAIndicator movingAverage1() {
    ret new MAIndicator(period1);
  }
  
  simplyCached MAIndicator movingAverage2() {
    ret new MAIndicator(period2);
  }

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

  bool maRising() { ret maDirection > 0; }
  bool maFalling() { ret maDirection < 0; }
  double moveSignal() { ret maMove/maMinMove*100; }
  
  double maPlusPercent(dbl ma1 default ma1, double percent) { ret ma1*(1+percent/100); }
  double maMinusPercent(dbl ma1 default ma1, double percent) { ret ma1*(1-percent/100); }

  {
    granularity(30);
    
    onNewPrice(price -> ngsStep());
    onCandleCompleted(candle -> {
      lastMA1(ma1);
      ma1(movingAverage1()!);
      ma2(movingAverage2()!);
      maMove((ma1/lastMA1-1)*100);
      maMoveHistory?.addIfPriceChanged(maMove, currentTime());
      if (maMove >= maMinMove)
        maDirection(1);
      else if (maMove <= -maMinMove)
        maDirection(-1);
      else if (maDirection < 0 && maMove >= -maMinMove2()
        || maDirection > 0 && maMove <= maMinMove2())
        maDirection(0);
      maDirectionHistory?.addIfPriceChanged(maDirection, currentTime());
      ngsStep();
    });
  }
  
  double maMinMove2() { ret maMinMove-maMoveHysteresis; }
  
  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")),
      "Moving averages: " + formatDouble_significant(ma1, 4) + ", " + formatDouble_significant(ma2, 4),
      super.status()
    );
  }
  
  void afterStep :: before {
  }
  
  bool doShorts() { ret shortSide.enabled; }
  bool doLongs() { ret longSide.enabled; }
}