/// <summary>
/// Recalculate all the indicator slots
/// </summary>
private void RecalculateSlots()
{
foreach (IndicatorSlot indSlot in Data.Strategy.Slot)
{
string indicatorName = indSlot.IndicatorName;
SlotTypes slotType = indSlot.SlotType;
Indicator indicator = IndicatorStore.ConstructIndicator(indicatorName, slotType);
indicator.IndParam = indSlot.IndParam;
indicator.Calculate(slotType);
indSlot.Component = indicator.Component;
indSlot.IsDefined = true;
}
// Searches the indicators' components to determine the Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
}
/// <summary>
/// Calculates the indicator in the designated slot.
/// </summary>
private void CalculateIndicator(int slot)
{
IndicatorParam ip = Data.Strategy.Slot[slot].IndParam;
Indicator indicator = IndicatorStore.ConstructIndicator(ip.IndicatorName, ip.SlotType);
// List parameters
for (int i = 0; i < 5; i++)
{
indicator.IndParam.ListParam[i].Index = ip.ListParam[i].Index;
indicator.IndParam.ListParam[i].Text = ip.ListParam[i].Text;
indicator.IndParam.ListParam[i].Enabled = ip.ListParam[i].Enabled;
}
// Numeric parameters
for (int i = 0; i < 6; i++)
{
indicator.IndParam.NumParam[i].Value = ip.NumParam[i].Value;
indicator.IndParam.NumParam[i].Enabled = ip.NumParam[i].Enabled;
}
// Check parameters
for (int i = 0; i < 2; i++)
{
indicator.IndParam.CheckParam[i].Checked = ip.CheckParam[i].Checked;
indicator.IndParam.CheckParam[i].Enabled = ip.CheckParam[i].Enabled;
}
indicator.Calculate(ip.SlotType);
// 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;
// Searches the indicators' components to determine the Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
}
/// <summary>
/// Calculate the indicator in the designated slot
/// </summary>
private void GenerateIndicatorParameters(int slot)
{
string indicatorName = Data.Strategy.Slot[slot].IndicatorName;
SlotTypes slotType = Data.Strategy.GetSlotType(slot);
Indicator indicator = IndicatorStore.ConstructIndicator(indicatorName, slotType);
// List parameters
foreach (ListParam list in indicator.IndParam.ListParam)
{
if (list.Enabled)
{
do
{
list.Index = _random.Next(list.ItemList.Length);
list.Text = list.ItemList[list.Index];
} while (list.Caption == "Base price" && (list.Text == "High" || list.Text == "Low"));
}
}
int firstBar;
do
{
// Numeric parameters
foreach (NumericParam num in indicator.IndParam.NumParam)
{
if (num.Enabled)
{
if (num.Caption == "Level" && !indicator.IndParam.ListParam[0].Text.Contains("Level"))
{
continue;
}
if (!ChbUseDefaultIndicatorValues.Checked)
{
double step = Math.Pow(10, -num.Point);
double minimum = num.Min;
double maximum = num.Max;
if (maximum > Data.Bars / 3.0 && ((num.Caption.ToLower()).Contains("period") ||
(num.Caption.ToLower()).Contains("shift") ||
(num.ToolTip.ToLower()).Contains("period")))
{
maximum = Math.Max(minimum + step, Data.Bars / 3.0);
}
double value = minimum + step * _random.Next((int)((maximum - minimum) / step));
num.Value = Math.Round(value, num.Point);
}
}
}
if (!CalculateIndicator(slotType, indicator))
{
return;
}
firstBar = 0;
foreach (IndicatorComp comp in indicator.Component)
{
if (comp.FirstBar > firstBar)
{
firstBar = comp.FirstBar;
}
}
} while (firstBar > Data.Bars - 10);
//Set the Data.Strategy
IndicatorSlot indSlot = Data.Strategy.Slot[slot];
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;
}
/// <summary>
/// Normalizes the numeric parameters.
/// </summary>
void ReduceTheValuesOfNumericParams(BackgroundWorker worker)
{
for (int slot = 0; slot < Data.Strategy.Slots; slot++)
{
if (_bestBalance < 500)
{
break;
}
if (Data.Strategy.Slot[slot].SlotStatus == StrategySlotStatus.Locked)
{
continue;
}
// Numeric parameters
for (int param = 0; param < 6; param++)
{
if (!Data.Strategy.Slot[slot].IndParam.NumParam[param].Enabled)
{
continue;
}
bool isDoAgain;
do
{
if (worker.CancellationPending)
{
break;
}
IndicatorSlot indSlot = Data.Strategy.Slot[slot];
NumericParam num = Data.Strategy.Slot[slot].IndParam.NumParam[param];
if (num.Caption == "Level" && !indSlot.IndParam.ListParam[0].Text.Contains("Level"))
{
break;
}
Indicator indicator = IndicatorStore.ConstructIndicator(indSlot.IndicatorName, indSlot.SlotType);
double defaultValue = indicator.IndParam.NumParam[param].Value;
double numOldValue = num.Value;
if (Math.Abs(num.Value - defaultValue) < 0.00001)
{
break;
}
double value = num.Value;
double delta = (defaultValue - value) * 3 / 4;
value += delta;
value = Math.Round(value, num.Point);
if (Math.Abs(value - numOldValue) < value)
{
break;
}
num.Value = value;
RecalculateSlots();
isDoAgain = CalculateTheResult(true);
if (!isDoAgain)
{
RestoreFromBest();
}
} while (isDoAgain);
}
}
}
