/// <summary>
/// Show indicators in the selected bars.
/// </summary>
void ShowIndicators(string input)
{
string pattern = @"^ind (?<numb>\d+)$";
Regex expression = new Regex(pattern, RegexOptions.Compiled);
Match match = expression.Match(input);
if (match.Success)
{
int bar = int.Parse(match.Groups["numb"].Value);
if (bar < 1 || bar > Data.Bars)
{
return;
}
bar--;
System.Text.StringBuilder sb = new System.Text.StringBuilder();
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
Indicator indicator = Indicator_Store.ConstructIndicator(Data.Strategy.Slot[iSlot].IndicatorName, Data.Strategy.Slot[iSlot].SlotType);
sb.Append(Environment.NewLine + indicator.ToString() + Environment.NewLine + "Logic: " +
indicator.IndParam.ListParam[0].Text + Environment.NewLine + "-----------------" + Environment.NewLine);
foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component)
{
sb.Append(indComp.CompName + " ");
sb.Append(indComp.Value[bar].ToString() + Environment.NewLine);
}
}
tbxOutput.Text += Environment.NewLine + "Indicators for bar " + (bar + 1).ToString() + Environment.NewLine +
"-----------------" + Environment.NewLine + sb.ToString();
}
}
/// <summary>
/// Calculates the strategy.
/// </summary>
/// <param name="recalcIndicators">true - to recalculate all the indicators.</param>
void Calculate(bool recalcIndicators)
{
bool isUPBVChanged = Data.Strategy.AdjustUsePreviousBarValue();
// Calculates the indicators by slots if it's necessary
if (recalcIndicators)
{
foreach (IndicatorSlot indSlot in Data.Strategy.Slot)
{
string indicatorName = indSlot.IndicatorName;
SlotTypes slotType = indSlot.SlotType;
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
indicator.IndParam = indSlot.IndParam;
indicator.Calculate(slotType);
indSlot.IndicatorName = indicator.IndicatorName;
indSlot.IndParam = indicator.IndParam;
indSlot.Component = indicator.Component;
indSlot.SeparatedChart = indicator.SeparatedChart;
indSlot.SpecValue = indicator.SpecialValues;
indSlot.MinValue = indicator.SeparatedChartMinValue;
indSlot.MaxValue = indicator.SeparatedChartMaxValue;
indSlot.IsDefined = true;
}
}
// Searches the indicators' components to determine the Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Logging
Data.Log("Calculate the strategy");
// Calculates the backtest
Backtester.Calculate();
Backtester.CalculateAccountStats();
Data.IsResult = true;
if (isUPBVChanged)
{
RebuildStrategyLayout();
}
smallIndicatorChart.InitChart();
smallIndicatorChart.Invalidate();
smallBalanceChart.SetChartData();
smallBalanceChart.InitChart();
smallBalanceChart.Invalidate();
SetupJournal();
infpnlAccountStatistics.Update(
Backtester.AccountStatsParam,
Backtester.AccountStatsValue,
Backtester.AccountStatsFlags,
Language.T("Account Statistics"));
return;
}
/// <summary>
/// Loads the default parameters for the selected indicator.
/// </summary>
void BtnDefault_Click(object sender, EventArgs e)
{
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
UpdateFromIndicatorParam(indicator.IndParam);
SetDefaultGroup();
CalculateIndicator(true);
UpdateBalanceChart();
return;
}
/// <summary>
/// Loads an Indicator
/// </summary>
void TrvIndicatorsLoadIndicator(TreeNode treeNode)
{
Indicator indicator = Indicator_Store.ConstructIndicator(trvIndicators.SelectedNode.Text, slotType);
UpdateFromIndicatorParam(indicator.IndParam);
SetDefaultGroup();
CalculateIndicator(true);
UpdateBalanceChart();
return;
}
/// <summary>
/// Sets Use prv bar value automaticaly
/// </summary>
public bool AdjustUsePreviousBarValue()
{
bool isSomethingChanged = false;
if (Data.AutoUsePrvBarValue == false)
{
return(isSomethingChanged);
}
for (int slot = 0; slot < Slots; slot++)
{
isSomethingChanged = SetUsePrevBarValueCheckBox(slot) ? true : isSomethingChanged;
}
// Reclaculates the indicators
if (isSomethingChanged)
{
for (int slot = 0; slot < Slots; slot++)
{
string sIndicatorName = Data.Strategy.Slot[slot].IndicatorName;
SlotTypes slotType = Data.Strategy.Slot[slot].SlotType;
Indicator indicator = Indicator_Store.ConstructIndicator(sIndicatorName, slotType);
indicator.IndParam = Data.Strategy.Slot[slot].IndParam;
indicator.Calculate(slotType);
// Set the Data.Strategy
Slot[slot].IndicatorName = indicator.IndicatorName;
Slot[slot].IndParam = indicator.IndParam;
Slot[slot].Component = indicator.Component;
Slot[slot].SeparatedChart = indicator.SeparatedChart;
Slot[slot].SpecValue = indicator.SpecialValues;
Slot[slot].MinValue = indicator.SeparatedChartMinValue;
Slot[slot].MaxValue = indicator.SeparatedChartMaxValue;
Slot[slot].IsDefined = true;
}
}
return(isSomethingChanged);
}
/// <summary>
/// The default constructor
/// </summary>
public Actions()
{
StartPosition = FormStartPosition.CenterScreen;
Size = new Size(790, 590);
MinimumSize = new Size(500, 375);
Icon = Data.Icon;
Text = Data.ProgramName;
FormClosing += new FormClosingEventHandler(Actions_FormClosing);
Application.Idle += new EventHandler(Application_Idle);
// Load a data file
UpdateStatusLabel("Loading historical data...");
if (LoadInstrument(false) != 0)
{
LoadInstrument(true);
string messageText = Language.T("Forex Strategy Builder cannot load a historical data file and is going to use integrated data!");
MessageBox.Show(messageText, Language.T("Data File Loading"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
// Prepare custom indicators
if (Configs.LoadCustomIndicators)
{
UpdateStatusLabel("Loading custom indicators...");
Custom_Indicators.LoadCustomIndicators();
}
else
{
Indicator_Store.CombineAllIndicators();
}
// Load a strategy
UpdateStatusLabel("Loading strategy...");
string sStrategyPath = Data.StrategyPath;
if (Configs.RememberLastStr && Configs.LastStrategy != "")
{
string sLastStrategy = Path.GetDirectoryName(Configs.LastStrategy);
if (sLastStrategy != "")
{
sLastStrategy = Configs.LastStrategy;
}
else
{
string sPath = Path.Combine(Data.ProgramDir, Data.DefaultStrategyDir);
sLastStrategy = Path.Combine(sPath, Configs.LastStrategy);
}
if (File.Exists(sLastStrategy))
{
sStrategyPath = sLastStrategy;
}
}
if (OpenStrategy(sStrategyPath) == 0)
{
AfterStrategyOpening(false);
}
Calculate(false);
Check_Update liveContent = new Check_Update(Data.SystemDir, miLiveContent, miForex);
Registrar registrar = new Registrar();
registrar.Register();
// Starting tips
if (Configs.ShowStartingTip)
{
Starting_Tips startingTips = new Starting_Tips();
startingTips.Show();
}
UpdateStatusLabel("Loading user interface...");
return;
}
/// <summary>
/// Load Source Files
/// </summary>
public static void LoadCustomIndicators()
{
_indicatorManager = new Indicator_Compilation_Manager();
if (!Directory.Exists(Data.SourceFolder))
{
System.Windows.Forms.MessageBox.Show("Custom indicators folder does not exist!", Language.T("Custom Indicators"));
Indicator_Store.ResetCustomIndicators(null);
Indicator_Store.CombineAllIndicators();
return;
}
string[] pathInputFiles = Directory.GetFiles(Data.SourceFolder, "*.cs");
if (pathInputFiles.Length == 0)
{
System.Windows.Forms.MessageBox.Show("No custom indicator files found out!", Language.T("Custom Indicators"));
Indicator_Store.ResetCustomIndicators(null);
Indicator_Store.CombineAllIndicators();
return;
}
StringBuilder errorReport = new StringBuilder();
errorReport.AppendLine("<h1>" + Language.T("Custom Indicators") + "</h1>");
bool isError = false;
foreach (string filePath in pathInputFiles)
{
string errorMessages;
_indicatorManager.LoadCompileSourceFile(filePath, out errorMessages);
if (!string.IsNullOrEmpty(errorMessages))
{
isError = true;
errorReport.AppendLine("<h2>File name: " + Path.GetFileName(filePath) + "</h2>");
string error = errorMessages.Replace(Environment.NewLine, "</br>");
error = error.Replace("\t", " ");
errorReport.AppendLine("<p>" + error + "</p>");
}
}
// Adds the custom indicators
Indicator_Store.ResetCustomIndicators(_indicatorManager.CustomIndicatorsList);
Indicator_Store.CombineAllIndicators();
if (isError)
{
Fancy_Message_Box msgBox = new Fancy_Message_Box(errorReport.ToString(), Language.T("Custom Indicators"));
msgBox.BoxWidth = 550;
msgBox.BoxHeight = 340;
msgBox.TopMost = true;
msgBox.Show();
}
if (Configs.ShowCustomIndicators)
{
ShowLoadedCustomIndicators();
}
return;
}
/// <summary>
/// Exports data and indicators values
/// </summary>
public void ExportIndicators()
{
string stage = String.Empty;
if (Data.IsProgramBeta)
{
stage = " " + Language.T("Beta");
}
else if (Data.IsProgramRC)
{
stage = " " + "RC";
}
sb.Append("Forex Strategy Builder v" + Data.ProgramVersion + stage + Environment.NewLine);
sb.Append("Strategy name: " + Data.Strategy.StrategyName + Environment.NewLine);
sb.Append("Exported on " + DateTime.Now.ToString() + Environment.NewLine);
sb.Append(Data.Symbol + " " + Data.PeriodString + Environment.NewLine);
sb.Append("Number of bars: " + Data.Bars);
sb.Append("\t\t\t\t\t\t\t\t");
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
string strSlotType = "";
switch (Data.Strategy.Slot[iSlot].SlotType)
{
case SlotTypes.Open:
strSlotType = "Opening point of the position";
break;
case SlotTypes.OpenFilter:
strSlotType = "Opening logic condition";
break;
case SlotTypes.Close:
strSlotType = "Closing point of the position";
break;
case SlotTypes.CloseFilter:
strSlotType = "Closing logic condition";
break;
default:
break;
}
sb.Append(strSlotType + "\t");
foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component)
{
sb.Append("\t");
}
}
sb.Append(Environment.NewLine);
// Names of the indicator components
sb.Append("\t\t\t\t\t\t\t\t");
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
Indicator indicator = Indicator_Store.ConstructIndicator(Data.Strategy.Slot[iSlot].IndicatorName,
Data.Strategy.Slot[iSlot].SlotType);
sb.Append(indicator.ToString() + "\t");
foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component)
{
sb.Append("\t");
}
}
sb.Append(Environment.NewLine);
// Data
sb.Append("Date" + "\t");
sb.Append("Hour" + "\t");
sb.Append("Open" + "\t");
sb.Append("High" + "\t");
sb.Append("Low" + "\t");
sb.Append("Close" + "\t");
sb.Append("Volume" + "\t");
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
sb.Append("\t");
foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component)
{
sb.Append(indComp.CompName + "\t");
}
}
sb.Append(Environment.NewLine);
for (int bar = 0; bar < Data.Bars; bar++)
{
sb.Append(Data.Time[bar].ToString(sDF) + "\t");
sb.Append(Data.Time[bar].ToString("HH:mm") + "\t");
sb.Append(Data.Open[bar].ToString(FF) + "\t");
sb.Append(Data.High[bar].ToString(FF) + "\t");
sb.Append(Data.Low[bar].ToString(FF) + "\t");
sb.Append(Data.Close[bar].ToString(FF) + "\t");
sb.Append(Data.Volume[bar].ToString() + "\t");
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
sb.Append("\t");
foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component)
{
sb.Append(indComp.Value[bar].ToString() + "\t");
}
}
sb.Append(Environment.NewLine);
}
string fileName = Data.Strategy.StrategyName + "-" + Data.Symbol.ToString() + "-" + Data.Period.ToString();
SaveData(fileName);
return;
}
/// <summary>
/// Performs thorough indicator test.
/// </summary>
/// <param name="indicatorName">The indicator name.</param>
/// <returns>True, if the test succeed.</returns>
public static bool CustomIndicatorThoroughTest(string indicatorName, out string errorsList)
{
bool isOk = true;
StringBuilder sb = new StringBuilder();
sb.AppendLine("ERROR: Indicator test failed for the '" + indicatorName + "' indicator.");
foreach (SlotTypes slotType in Enum.GetValues(typeof(SlotTypes)))
{
if (slotType == SlotTypes.NotDefined)
{
continue;
}
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
if (!indicator.TestPossibleSlot(slotType))
{
continue;
}
foreach (NumericParam numParam in indicator.IndParam.NumParam)
{
if (numParam.Enabled)
{
numParam.Value = numParam.Min;
}
}
try
{
indicator.Calculate(slotType);
}
catch (System.Exception exc)
{
sb.AppendLine("\tError when calculating with NumParams set to their minimal values. " + exc.Message);
isOk = false;
break;
}
foreach (NumericParam numParam in indicator.IndParam.NumParam)
{
if (numParam.Enabled)
{
numParam.Value = numParam.Max;
}
}
try
{
indicator.Calculate(slotType);
}
catch (System.Exception exc)
{
sb.AppendLine("\tError when calculating with NumParams set to their maximal values. " + exc.Message);
isOk = false;
break;
}
try
{
foreach (IndicatorComp component in indicator.Component)
{
switch (slotType)
{
case SlotTypes.Open:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Open' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.OpenFilter:
if (component.DataType == IndComponentType.OpenClosePrice ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.OpenFilter' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.Close:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Close' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.CloseFilter:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.CloseFilter' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
default:
break;
}
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort)
{
foreach (double value in component.Value)
{
if (value != 0 && value != 1)
{
sb.AppendLine("\tWrong component values. The values of '" + component.CompName + "' must be 0 or 1.");
isOk = false;
break;
}
}
}
}
}
catch (Exception exc)
{
sb.AppendLine("\tError when checking the indicator's components. " + exc.Message);
isOk = false;
break;
}
}
errorsList = isOk ? string.Empty : sb.ToString();
return(isOk);
}
/// <summary>
/// Pareses a strategy from a xml document.
/// </summary>
public Strategy ParseXmlStrategy(XmlDocument xmlDocStrategy)
{
// Read the number of slots
int openFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("openFilters")[0].InnerText);
int closeFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("closeFilters")[0].InnerText);
// Create the strategy.
Strategy tempStrategy = new Strategy(openFilters, closeFilters);
// Same and Opposite direction Actions
tempStrategy.SameSignalAction = (SameDirSignalAction )Enum.Parse(typeof(SameDirSignalAction), xmlDocStrategy.GetElementsByTagName("sameDirSignalAction")[0].InnerText);
tempStrategy.OppSignalAction = (OppositeDirSignalAction)Enum.Parse(typeof(OppositeDirSignalAction), xmlDocStrategy.GetElementsByTagName("oppDirSignalAction")[0].InnerText);
// Market
tempStrategy.Symbol = xmlDocStrategy.GetElementsByTagName("instrumentSymbol")[0].InnerText;
tempStrategy.DataPeriod = (DataPeriods)Enum.Parse(typeof(DataPeriods), xmlDocStrategy.GetElementsByTagName("instrumentPeriod")[0].InnerText);
// Permanent Stop Loss
tempStrategy.PermanentSL = Math.Abs(int.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].InnerText)); // Math.Abs() removes the negative sign from previous versions.
tempStrategy.UsePermanentSL = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["usePermanentSL"].InnerText);
try
{
tempStrategy.PermanentSLType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["permanentSLType"].InnerText);
}
catch
{
tempStrategy.PermanentSLType = PermanentProtectionType.Relative;
}
// Permanent Take Profit
tempStrategy.PermanentTP = int.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].InnerText);
tempStrategy.UsePermanentTP = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["usePermanentTP"].InnerText);
try
{
tempStrategy.PermanentTPType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["permanentTPType"].InnerText);
}
catch
{
tempStrategy.PermanentTPType = PermanentProtectionType.Relative;
}
// Break Even
try
{
tempStrategy.BreakEven = int.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].InnerText);
tempStrategy.UseBreakEven = bool.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].Attributes["useBreakEven"].InnerText);
}
catch { }
// Money Management
try
{
tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAccountPercentEntry")[0].InnerText);
}
catch
{
tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAcountPercentEntry")[0].InnerText);
}
tempStrategy.MaxOpenLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("maxOpenLots")[0].InnerText);
tempStrategy.EntryLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("entryLots")[0].InnerText);
tempStrategy.AddingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("addingLots")[0].InnerText);
tempStrategy.ReducingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("reducingLots")[0].InnerText);
// Description
tempStrategy.Description = xmlDocStrategy.GetElementsByTagName("description")[0].InnerText;
// Strategy name.
tempStrategy.StrategyName = xmlDocStrategy.GetElementsByTagName("strategyName")[0].InnerText;
// Reading the slots
XmlNodeList xmlSlotList = xmlDocStrategy.GetElementsByTagName("slot");
for (int slot = 0; slot < xmlSlotList.Count; slot++)
{
XmlNodeList xmlSlotTagList = xmlSlotList[slot].ChildNodes;
SlotTypes slotType = (SlotTypes)Enum.Parse(typeof(SlotTypes), xmlSlotList[slot].Attributes["slotType"].InnerText);
// Logical group
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
XmlAttributeCollection attributes = xmlSlotList[slot].Attributes;
XmlNode nodeGroup = attributes.GetNamedItem("logicalGroup");
string defGroup = GetDefaultGroup(slotType, slot, tempStrategy.CloseSlot);
if (nodeGroup != null)
{
string group = nodeGroup.InnerText;
tempStrategy.Slot[slot].LogicalGroup = group;
if (group != defGroup && group.ToLower() != "all" && !Configs.UseLogicalGroups)
{
System.Windows.Forms.MessageBox.Show(
Language.T("The strategy requires logical groups.") + Environment.NewLine +
Language.T("\"Use Logical Groups\" option was temporarily switched on."),
Language.T("Logical Groups"),
System.Windows.Forms.MessageBoxButtons.OK,
System.Windows.Forms.MessageBoxIcon.Information);
Configs.UseLogicalGroups = true;
}
}
else
{
tempStrategy.Slot[slot].LogicalGroup = defGroup;
}
}
// Indicator name.
string indicatorName = xmlSlotTagList[0].InnerText;
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
for (int tag = 1; tag < xmlSlotTagList.Count; tag++)
{
// List parameters
if (xmlSlotTagList[tag].Name == "listParam")
{
int listParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
XmlNode xmlListParamNode = xmlSlotTagList[tag].FirstChild;
indicator.IndParam.ListParam[listParam].Caption = xmlListParamNode.InnerText;
xmlListParamNode = xmlListParamNode.NextSibling;
int index = int.Parse(xmlListParamNode.InnerText);
indicator.IndParam.ListParam[listParam].Index = index;
indicator.IndParam.ListParam[listParam].Text = indicator.IndParam.ListParam[listParam].ItemList[index];
}
// Numeric parameters
if (xmlSlotTagList[tag].Name == "numParam")
{
XmlNode xmlNumParamNode = xmlSlotTagList[tag].FirstChild;
int numParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
indicator.IndParam.NumParam[numParam].Caption = xmlNumParamNode.InnerText;
xmlNumParamNode = xmlNumParamNode.NextSibling;
string sNumParamValue = xmlNumParamNode.InnerText;
sNumParamValue = sNumParamValue.Replace(',', Data.PointChar);
sNumParamValue = sNumParamValue.Replace('.', Data.PointChar);
float fValue = float.Parse(sNumParamValue);
// Removing of the Stop Loss negative sign used in previous versions.
string sParCaption = indicator.IndParam.NumParam[numParam].Caption;
if (sParCaption == "Trailing Stop" ||
sParCaption == "Initial Stop Loss" ||
sParCaption == "Stop Loss")
{
fValue = Math.Abs(fValue);
}
indicator.IndParam.NumParam[numParam].Value = fValue;
}
// Check parameters
if (xmlSlotTagList[tag].Name == "checkParam")
{
XmlNode xmlCheckParamNode = xmlSlotTagList[tag].FirstChild;
int checkParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
indicator.IndParam.CheckParam[checkParam].Caption = xmlCheckParamNode.InnerText;
xmlCheckParamNode = xmlCheckParamNode.NextSibling;
indicator.IndParam.CheckParam[checkParam].Checked = bool.Parse(xmlCheckParamNode.InnerText);
}
}
// Calculate the indicator.
indicator.Calculate(slotType);
tempStrategy.Slot[slot].IndicatorName = indicator.IndicatorName;
tempStrategy.Slot[slot].IndParam = indicator.IndParam;
tempStrategy.Slot[slot].Component = indicator.Component;
tempStrategy.Slot[slot].SeparatedChart = indicator.SeparatedChart;
tempStrategy.Slot[slot].SpecValue = indicator.SpecialValues;
tempStrategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue;
tempStrategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue;
tempStrategy.Slot[slot].IsDefined = true;
}
return(tempStrategy);
}
/// <summary>
/// Calculates the selected indicator.
/// </summary>
void CalculateIndicator(bool bCalculateStrategy)
{
if (!Data.IsData || !Data.IsResult || !isPaint)
{
return;
}
SetOppositeSignalBehaviour();
SetClosingLogicConditions();
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
// List params
for (int i = 0; i < 5; i++)
{
indicator.IndParam.ListParam[i].Index = ListParam[i].SelectedIndex;
indicator.IndParam.ListParam[i].Text = ListParam[i].Text;
indicator.IndParam.ListParam[i].Enabled = ListParam[i].Enabled;
}
// Numeric params
for (int i = 0; i < 6; i++)
{
indicator.IndParam.NumParam[i].Value = (double)NumParam[i].Value;
indicator.IndParam.NumParam[i].Enabled = NumParam[i].Enabled;
}
// Check params
for (int i = 0; i < 2; i++)
{
indicator.IndParam.CheckParam[i].Checked = CheckParam[i].Checked;
indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Enabled;
if (CheckParam[i].Text == "Use previous bar value")
{
indicator.IndParam.CheckParam[i].Enabled = true;
}
else
{
indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Enabled;
}
}
if (!CalculateIndicator(slotType, indicator))
{
return;
}
if (bCalculateStrategy)
{
//Sets Data.Strategy
Data.Strategy.Slot[slot].IndicatorName = indicator.IndicatorName;
Data.Strategy.Slot[slot].IndParam = indicator.IndParam;
Data.Strategy.Slot[slot].Component = indicator.Component;
Data.Strategy.Slot[slot].SeparatedChart = indicator.SeparatedChart;
Data.Strategy.Slot[slot].SpecValue = indicator.SpecialValues;
Data.Strategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue;
Data.Strategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue;
Data.Strategy.Slot[slot].IsDefined = true;
// Search the indicators' components to determine Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Check "Use previous bar value"
if (Data.Strategy.AdjustUsePreviousBarValue())
{
for (int i = 0; i < 2; i++)
{
if (indicator.IndParam.CheckParam[i].Caption == "Use previous bar value")
{
aChbCheck[i].Checked = Data.Strategy.Slot[slot].IndParam.CheckParam[i].Checked;
}
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
SetIndicatorNotification(indicator);
Data.IsResult = true;
return;
}
/// <summary>
/// Sets the trvIndicators nodes
/// </summary>
void SetTreeViewIndicators()
{
TreeNode trnAll = new TreeNode();
trnAll.Name = "trnAll";
trnAll.Text = Language.T("All");
trnAll.Tag = false;
TreeNode trnIndicators = new TreeNode();
trnIndicators.Name = "trnIndicators";
trnIndicators.Text = Language.T("Indicators");
trnIndicators.Tag = false;
TreeNode trnAdditional = new TreeNode();
trnAdditional.Name = "trnAdditional";
trnAdditional.Text = Language.T("Additional");
trnAdditional.Tag = false;
TreeNode trnOscillatorOfIndicators = new TreeNode();
trnOscillatorOfIndicators.Name = "trnOscillatorOfIndicators";
trnOscillatorOfIndicators.Text = Language.T("Oscillator of Indicators");
trnOscillatorOfIndicators.Tag = false;
TreeNode trnIndicatorsMAOscillator = new TreeNode();
trnIndicatorsMAOscillator.Name = "trnIndicatorMA";
trnIndicatorsMAOscillator.Text = Language.T("Indicator's MA Oscillator");
trnIndicatorsMAOscillator.Tag = false;
TreeNode trnDateTime = new TreeNode();
trnDateTime.Name = "trnDateTime";
trnDateTime.Text = Language.T("Date/Time Functions");
trnDateTime.Tag = false;
TreeNode trnCustomIndicators = new TreeNode();
trnCustomIndicators.Name = "trnCustomIndicators";
trnCustomIndicators.Text = Language.T("Custom Indicators");
trnCustomIndicators.Tag = false;
trvIndicators.Nodes.AddRange(new TreeNode[]
{
trnAll, trnIndicators, trnAdditional, trnOscillatorOfIndicators,
trnIndicatorsMAOscillator, trnDateTime, trnCustomIndicators
});
foreach (string indicatorName in Indicator_Store.GetIndicatorNames(slotType))
{
TreeNode trn = new TreeNode();
trn.Tag = true;
trn.Name = indicatorName;
trn.Text = indicatorName;
trnAll.Nodes.Add(trn);
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
TypeOfIndicator type = indicator.IndParam.IndicatorType;
if (indicator.CustomIndicator)
{
TreeNode trnCustom = new TreeNode();
trnCustom.Tag = true;
trnCustom.Name = indicatorName;
trnCustom.Text = indicatorName;
trnCustomIndicators.Nodes.Add(trnCustom);
}
TreeNode trnGroups = new TreeNode();
trnGroups.Tag = true;
trnGroups.Name = indicatorName;
trnGroups.Text = indicatorName;
if (type == TypeOfIndicator.Indicator)
{
trnIndicators.Nodes.Add(trnGroups);
}
else if (type == TypeOfIndicator.Additional)
{
trnAdditional.Nodes.Add(trnGroups);
}
else if (type == TypeOfIndicator.OscillatorOfIndicators)
{
trnOscillatorOfIndicators.Nodes.Add(trnGroups);
}
else if (type == TypeOfIndicator.IndicatorsMA)
{
trnIndicatorsMAOscillator.Nodes.Add(trnGroups);
}
else if (type == TypeOfIndicator.DateTime)
{
trnDateTime.Nodes.Add(trnGroups);
}
}
return;
}
