/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(OverOptimizationDataTable table)
{
Table = table;
// Chart Title
_chartTitle = table.Name;
_font = new Font(Font.FontFamily, 9);
_captionHeight = Math.Max(_font.Height, 18);
_rectfCaption = new RectangleF(0, 0, ClientSize.Width, _captionHeight);
_stringFormatCaption = new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap
};
_brushFore = new SolidBrush(LayoutColors.ColorChartFore);
_penGrid = new Pen(LayoutColors.ColorChartGrid)
{DashStyle = DashStyle.Dash, DashPattern = new float[] {4, 2}};
_penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
Border);
_devSteps = table.CountDeviationSteps;
_percentDev = (_devSteps - 1)/2;
_parameters = table.CountStrategyParams;
if (_parameters == 0)
return;
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < _parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < _devSteps; dev++)
{
int index = _percentDev - dev;
double value = table.GetData(index, param);
if (min > value) min = value;
if (max < value) max = value;
}
if (minValue > min) minValue = min;
if (maxValue < max) maxValue = max;
}
_maximum = (int) Math.Round(maxValue + 0.1*Math.Abs(maxValue));
_minimum = (int) Math.Round(minValue - 0.1*Math.Abs(minValue));
int roundStep = Math.Abs(_minimum) > 1 ? 10 : 1;
_minimum = (int) (Math.Floor(_minimum/(float) roundStep)*roundStep);
if (Math.Abs(_maximum - _minimum) < 1) _maximum = _minimum + 1;
_yTop = (int) _captionHeight + 2*Space + 1;
_yBottom = ClientSize.Height - 2*Space - 1 - Border - Space - Font.Height;
Graphics g = CreateGraphics();
_labelWidth =
(int)
Math.Max(g.MeasureString(_minimum.ToString(CultureInfo.InvariantCulture), _font).Width,
g.MeasureString(_maximum.ToString(CultureInfo.InvariantCulture), _font).Width);
g.Dispose();
_labelWidth = Math.Max(_labelWidth, 30);
_xLeft = Border + 3*Space;
_xRight = ClientSize.Width - Border - 2*Space - _labelWidth;
_xScale = (_xRight - _xLeft)/(float) (_devSteps - 1);
_xMiddle = (int) (_xLeft + _percentDev*_xScale);
_countLabels = Math.Max((_yBottom - _yTop)/20, 2);
_delta = (float) Math.Max(Math.Round((_maximum - _minimum)/(float) _countLabels), roundStep);
_step = (int) Math.Ceiling(_delta/roundStep)*roundStep;
_countLabels = (int) Math.Ceiling((_maximum - _minimum)/(float) _step);
_maximum = _minimum + _countLabels*_step;
_yScale = (_yBottom - _yTop)/(_countLabels*(float) _step);
_apntParameters = new PointF[_parameters][];
for (int param = 0; param < _parameters; param++)
{
_apntParameters[param] = new PointF[_devSteps];
for (int dev = 0; dev < _devSteps; dev++)
{
int index = _percentDev - dev;
_apntParameters[param][dev].X = _xLeft + dev*_xScale;
_apntParameters[param][dev].Y =
(float) (_yBottom - (table.GetData(index, param) - _minimum)*_yScale);
}
}
}
/// <summary>
/// Calculates Data Tables.
/// </summary>
private void CalculateStatsTables(int percentDeviation, int countParam)
{
string unit = " " + Configs.AccountCurrency;
var tableNames = new[]
{
Language.T("Account balance") + unit,
Language.T("Profit per day") + unit,
Language.T("Maximum drawdown") + unit,
Language.T("Gross profit") + unit,
Language.T("Gross loss") + unit,
Language.T("Executed orders"),
Language.T("Traded lots"),
Language.T("Time in position") + " %",
Language.T("Sent orders"),
Language.T("Charged spread") + unit,
Language.T("Charged rollover") + unit,
Language.T("Winning trades"),
Language.T("Losing trades"),
Language.T("Win/loss ratio"),
Language.T("Max equity drawdown") + " %"
};
_tablesCount = tableNames.Length;
_tableReport = new OverOptimizationDataTable[_tablesCount];
for (int t = 0; t < tableNames.Length; t++)
{
_tableReport[t] = new OverOptimizationDataTable(percentDeviation, countParam)
{
Name = tableNames[t]
};
}
int parNumber = 0;
bool isBGWorkCanceled = false;
for (int slot = 0; slot < Data.Strategy.Slots && !isBGWorkCanceled; slot++)
{
for (int numParam = 0; numParam < 6 && !isBGWorkCanceled; numParam++)
{
if (Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Enabled && parNumber < countParam)
{
for (int index = percentDeviation; index >= -percentDeviation && !isBGWorkCanceled; index--)
{
isBGWorkCanceled = _bgWorker.CancellationPending;
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = _tableParameters.GetData(
index, parNumber);
CalculateIndicator(slot);
Backtester.Calculate();
Backtester.CalculateAccountStats();
var statValues = new[]
{
Backtester.NetMoneyBalance,
Backtester.MoneyProfitPerDay,
Backtester.MaxMoneyDrawdown,
Backtester.GrossMoneyProfit,
Backtester.GrossMoneyLoss,
Backtester.ExecutedOrders,
Backtester.TradedLots,
Backtester.TimeInPosition,
Backtester.SentOrders,
Backtester.TotalChargedMoneySpread,
Backtester.TotalChargedMoneyRollOver,
Backtester.WinningTrades,
Backtester.LosingTrades,
Backtester.WinLossRatio,
Backtester.MoneyEquityPercentDrawdown
};
for (int tn = 0; tn < _tablesCount; tn++)
{
_tableReport[tn].SetData(index, parNumber, statValues[tn]);
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = Math.Min(100 * _computedCycles / _cycles, 100);
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
_bgWorker.ReportProgress(percentComplete);
}
}
// Set default value
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = _tableParameters.GetData(0,
parNumber);
CalculateIndicator(slot);
parNumber++;
}
}
}
}
/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(OverOptimizationDataTable table)
{
Table = table;
// Chart Title
_chartTitle = table.Name;
_font = new Font(Font.FontFamily, 9);
_captionHeight = Math.Max(_font.Height, 18);
_rectfCaption = new RectangleF(0, 0, ClientSize.Width, _captionHeight);
_stringFormatCaption = new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap
};
_brushFore = new SolidBrush(LayoutColors.ColorChartFore);
_penGrid = new Pen(LayoutColors.ColorChartGrid)
{
DashStyle = DashStyle.Dash, DashPattern = new float[] { 4, 2 }
};
_penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
Border);
_devSteps = table.CountDeviationSteps;
_percentDev = (_devSteps - 1) / 2;
_parameters = table.CountStrategyParams;
if (_parameters == 0)
{
return;
}
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < _parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < _devSteps; dev++)
{
int index = _percentDev - dev;
double value = table.GetData(index, param);
if (min > value)
{
min = value;
}
if (max < value)
{
max = value;
}
}
if (minValue > min)
{
minValue = min;
}
if (maxValue < max)
{
maxValue = max;
}
}
_maximum = (int)Math.Round(maxValue + 0.1 * Math.Abs(maxValue));
_minimum = (int)Math.Round(minValue - 0.1 * Math.Abs(minValue));
int roundStep = Math.Abs(_minimum) > 1 ? 10 : 1;
_minimum = (int)(Math.Floor(_minimum / (float)roundStep) * roundStep);
if (Math.Abs(_maximum - _minimum) < 1)
{
_maximum = _minimum + 1;
}
_yTop = (int)_captionHeight + 2 * Space + 1;
_yBottom = ClientSize.Height - 2 * Space - 1 - Border - Space - Font.Height;
Graphics g = CreateGraphics();
_labelWidth =
(int)
Math.Max(g.MeasureString(_minimum.ToString(CultureInfo.InvariantCulture), _font).Width,
g.MeasureString(_maximum.ToString(CultureInfo.InvariantCulture), _font).Width);
g.Dispose();
_labelWidth = Math.Max(_labelWidth, 30);
_xLeft = Border + 3 * Space;
_xRight = ClientSize.Width - Border - 2 * Space - _labelWidth;
_xScale = (_xRight - _xLeft) / (float)(_devSteps - 1);
_xMiddle = (int)(_xLeft + _percentDev * _xScale);
_countLabels = Math.Max((_yBottom - _yTop) / 20, 2);
_delta = (float)Math.Max(Math.Round((_maximum - _minimum) / (float)_countLabels), roundStep);
_step = (int)Math.Ceiling(_delta / roundStep) * roundStep;
_countLabels = (int)Math.Ceiling((_maximum - _minimum) / (float)_step);
_maximum = _minimum + _countLabels * _step;
_yScale = (_yBottom - _yTop) / (_countLabels * (float)_step);
_apntParameters = new PointF[_parameters][];
for (int param = 0; param < _parameters; param++)
{
_apntParameters[param] = new PointF[_devSteps];
for (int dev = 0; dev < _devSteps; dev++)
{
int index = _percentDev - dev;
_apntParameters[param][dev].X = _xLeft + dev * _xScale;
_apntParameters[param][dev].Y =
(float)(_yBottom - (table.GetData(index, param) - _minimum) * _yScale);
}
}
}