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(); } }