// Design notes.

//

// NG stands for "Non-Garbage"

//

// !Design notes end

sclass NGSStrategy extends G22CandleBasedStrategyWithTrailingStop {

  settable double minDistance = 0.4;

  settable double maxDistance = 50;

  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 maMinMove2 = 0.05; // MA trend threshold 2 (hysteresis)

  settable bool doLongs = true;

  settable bool doShorts = true;

  settable double unblockDistance = 0.8;

  // per-run fields

  S fieldsToReset() {

    ret lineCombine(super.fieldsToReset(), [[

      ma1 ma2 lastMA1 longCondition shortCondition blockShort blockLong maMove movingAverage1_cache movingAverage2_cache

      maDirection maDirectionHistory

      maMoveHistory blockLongHistory blockShortHistory

      longConditionHistory shortConditionHistory

    ]]);

  }

  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;

  settable int maDirection;

  gettable TickerSequence maMoveHistory = new TickerSequence("maMove");

  gettable TickerSequence blockLongHistory = new TickerSequence("blockLong");

  gettable TickerSequence blockShortHistory = new TickerSequence("blockShort");

  gettable TickerSequence longConditionHistory = new TickerSequence("longCondition");

  gettable TickerSequence shortConditionHistory = new TickerSequence("shortCondition");

  gettable TickerSequence maDirectionHistory = new TickerSequence("maDirection");

  void ngsStep aka ngsLogic() {

    double close = currentPrice();

    double drift = drift();

    longCondition(doLongs && close > upperBand() && close < upperMaxDistanceBand() && maRising());

    shortCondition(doShorts & close < lowerBand() && close > lowerMaxDistanceBand() && maFalling());

    longConditionHistory?.addIfPriceChanged(boolToInt(longCondition), currentTime());

    shortConditionHistory?.addIfPriceChanged(boolToInt(shortCondition), currentTime());

    if (ma2 > ma1 || close > lowerReturnBand())

      unblockShort();

    if (ma2 < ma1 || close < upperReturnBand())

      unblockLong();

    if (!inCooldown() && drift == 0) {

      if (longCondition && !blockLong) {

        openLong();

        blockLong(true);

      }

      if (shortCondition && !blockShort) {

        openShort();

        blockShort(true);

      }

    }

    if (drift > 0 && close < lowerBand())

      closeAllPositions("Below band");

    if (drift < 0 && close > upperBand())

      closeAllPositions("Above band");

  }

  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 maDirection > 0; }

  bool maFalling() { ret maDirection < 0; }

  double moveSignal() { ret maMove/maMinMove*100; }

  double upperBand(dbl ma1 default ma1) { ret ma1*(1+minDistance/100); }

  double lowerBand(dbl ma1 default ma1) { ret ma1*(1-minDistance/100); }

  double upperMaxDistanceBand() { ret ma1*(1+maxDistance/100); }

  double lowerMaxDistanceBand() { ret ma1*(1-maxDistance/100); }

  double upperReturnBand() { ret ma1*(1+unblockDistance/100); }

  double lowerReturnBand() { ret ma1*(1-unblockDistance/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();

    });

  }

  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),

      valueOrNull(blockLong, "Long blocked"),

      valueOrNull(longCondition, "Long condition"),

      valueOrNull(blockShort, "Short blocked"),

      valueOrNull(shortCondition, "Short condition"),

      super.status()

    );

  }

  void afterStep :: before {

    blockLongHistory?.addIfPriceChanged(boolToInt(blockLong), currentTime());

    blockShortHistory?.addIfPriceChanged(boolToInt(blockShort), currentTime());

  }

}