void S_OnStatsCaculated(object sender, Statistics.StatsCalculatedEvent e)
{
string position = E.A_EMA1 + "-" + E.A_EMA2 + " " + E.B_EMA1 + "-" + E.B_EMA2 + " " + E.C_EMA + "\n" + e.SumStats.Total_Avg_PL;
form.UpdatePos(position);
if (e.SumStats.Total_Avg_PL > 10 || e.SumStats.Total_Avg_PL < -10)//(e.SumStats.TotalProfit > maxprof)
{
//maxprof = e.SumStats.TotalProfit;
StringBuilder stat = new StringBuilder("");
Debug.WriteLine("============STATS==============");
Debug.WriteLine("Total PL " + e.SumStats.TotalProfit);
Debug.WriteLine("# Trades " + e.SumStats.TradeCount);
Debug.WriteLine("Tot Avg PL " + e.SumStats.Total_Avg_PL);
Debug.WriteLine("Prof % " + e.SumStats.Pct_Prof);
Debug.WriteLine("Loss % " + e.SumStats.Pct_Loss);
Debug.WriteLine("Take P " + takep);
Debug.WriteLine("Take L " + takel);
stat.Append("============STATS==============");
stat.Append("\nTotal PL " + e.SumStats.TotalProfit);
stat.Append("\n# Trades " + e.SumStats.TradeCount);
stat.Append("\nTot Avg PL " + e.SumStats.Total_Avg_PL);
stat.Append("\nProf % " + e.SumStats.Pct_Prof);
stat.Append("\nLoss % " + e.SumStats.Pct_Loss);
stat.Append("\nTake P " + takep);
stat.Append("\nTake L " + takel);
form.UpdateDisplay(stat.ToString());
SimDBDataContext dc = new SimDBDataContext();
tbl2Min tbl = new tbl2Min()
{
Trades = (int)e.SumStats.TradeCount,
TotalPL = (int)e.SumStats.TotalProfit,
AvgPL = e.SumStats.Total_Avg_PL,
Win = e.SumStats.Pct_Prof,
Loose = e.SumStats.Pct_Loss,
E_A1 = E.A_EMA1,
E_A2 = E.A_EMA2,
E_B1 = E.B_EMA1,
E_B2 = E.B_EMA2,
E_C = E.C_EMA,
Period = 2012,
CloseEndDay = "True",
};
dc.tbl2Mins.InsertOnSubmit(tbl);
dc.SubmitChanges();
}
}
void S_OnStatsCaculated(object sender, Statistics.StatsCalculatedEvent e)
{
string position = E.A_EMA1 + "-" + E.A_EMA2 + " " + E.B_EMA1 + "-" + E.B_EMA2 + " " + E.C_EMA + "\n" + e.SumStats.Total_Avg_PL;
form.UpdatePos(position);
if (e.SumStats.Total_Avg_PL>10 || e.SumStats.Total_Avg_PL<-10)//(e.SumStats.TotalProfit > maxprof)
{
//maxprof = e.SumStats.TotalProfit;
StringBuilder stat = new StringBuilder("");
Debug.WriteLine("============STATS==============");
Debug.WriteLine("Total PL " + e.SumStats.TotalProfit);
Debug.WriteLine("# Trades " + e.SumStats.TradeCount);
Debug.WriteLine("Tot Avg PL " + e.SumStats.Total_Avg_PL);
Debug.WriteLine("Prof % " + e.SumStats.Pct_Prof);
Debug.WriteLine("Loss % " + e.SumStats.Pct_Loss);
Debug.WriteLine("Take P " + takep);
Debug.WriteLine("Take L " + takel);
stat.Append("============STATS==============");
stat.Append("\nTotal PL " + e.SumStats.TotalProfit);
stat.Append("\n# Trades " + e.SumStats.TradeCount);
stat.Append("\nTot Avg PL " + e.SumStats.Total_Avg_PL);
stat.Append("\nProf % " + e.SumStats.Pct_Prof);
stat.Append("\nLoss % " + e.SumStats.Pct_Loss);
stat.Append("\nTake P " + takep);
stat.Append("\nTake L " + takel);
form.UpdateDisplay(stat.ToString());
SimDBDataContext dc = new SimDBDataContext();
tbl2Min tbl = new tbl2Min()
{
Trades = (int)e.SumStats.TradeCount,
TotalPL = (int)e.SumStats.TotalProfit,
AvgPL = e.SumStats.Total_Avg_PL,
Win = e.SumStats.Pct_Prof,
Loose = e.SumStats.Pct_Loss,
E_A1 = E.A_EMA1,
E_A2 = E.A_EMA2,
E_B1 = E.B_EMA1,
E_B2 = E.B_EMA2,
E_C = E.C_EMA,
Period = 2012,
CloseEndDay = "True",
};
dc.tbl2Mins.InsertOnSubmit(tbl);
dc.SubmitChanges();
}
}
