/// <summary>
/// Optimize all the checked parameters
/// </summary>
private void OptimizeParams(BackgroundWorker worker, DoWorkEventArgs e)
{
int bestBalance = (isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance);
// First Optimization Cycle
for (int round = 0; round < checkedParams && isOptimizing; round++)
{
if (worker.CancellationPending)
{
break;
}
int param = aiChecked[round];
var min = (double)anudParameterMin[param].Value;
var max = (double)anudParameterMax[param].Value;
var step = (double)anudParameterStep[param].Value;
for (double value = min; value <= max; value += step)
{
if (worker.CancellationPending)
{
break;
}
aParameter[param].Value = value;
if (aParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (chbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance;
bool isCriteriaFulfilled = criteriaControls.IsCriteriaFulfilled();
if (balance > bestBalance && isCriteriaFulfilled)
{
bestBalance = balance;
aParameter[param].BestValue = value;
ShowParamBestValue(param);
balanceChart.SetChartData();
balanceChart.InitChart();
balanceChart.Invalidate();
isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
aParameter[param].Value = aParameter[param].BestValue;
if (aParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
return;
}
if (checkedParams < 2)
{
return;
}
// Counts the necessary round
int rounds = 0;
for (int i = 0; i < checkedParams - 1; i++)
{
for (int j = 0; j < checkedParams; j++)
{
if (i < j)
{
rounds++;
}
}
}
var aCp = new CoupleOfParams[rounds];
var aCpTemp = new CoupleOfParams[rounds];
rounds = 0;
for (int i = 0; i < checkedParams - 1; i++)
{
for (int j = 0; j < checkedParams; j++)
{
if (i < j)
{
aCpTemp[rounds].Param1 = aiChecked[i];
aCpTemp[rounds].Param2 = aiChecked[j];
aCpTemp[rounds].IsPassed = false;
rounds++;
}
}
}
// Shaking the parameters
for (int round = 0; round < rounds; round++)
{
int couple;
do
{
couple = rand.Next(rounds);
} while (aCpTemp[couple].IsPassed);
aCpTemp[couple].IsPassed = true;
aCp[round] = aCpTemp[couple];
}
// The Optimization Cycle
for (int round = 0; round < rounds; round++)
{
if (worker.CancellationPending)
{
break;
}
int param1 = aCp[round].Param1;
int param2 = aCp[round].Param2;
bool isOneIndicator = (aParameter[param1].Type == OptimizerParameterType.Indicator &&
aParameter[param2].Type == OptimizerParameterType.Indicator &&
aParameter[param1].IndParam.IndicatorName ==
aParameter[param2].IndParam.IndicatorName);
var min1 = (double)anudParameterMin[param1].Value;
var max1 = (double)anudParameterMax[param1].Value;
var step1 = (double)anudParameterStep[param1].Value;
var min2 = (double)anudParameterMin[param2].Value;
var max2 = (double)anudParameterMax[param2].Value;
var step2 = (double)anudParameterStep[param2].Value;
for (double value1 = min1; value1 <= max1; value1 += step1)
{
if (worker.CancellationPending)
{
break;
}
if (!isOneIndicator)
{
aParameter[param1].Value = value1;
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param1].SlotNumber);
}
}
for (double value2 = min2; value2 <= max2; value2 += step2)
{
if (worker.CancellationPending)
{
break;
}
if (isOneIndicator)
{
aParameter[param1].Value = value1;
aParameter[param2].Value = value2;
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param1].SlotNumber);
}
}
else
{
aParameter[param2].Value = value2;
if (aParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param2].SlotNumber);
}
}
// Calculates the Strategy
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (chbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance;
bool isCriteriaFulfilled = criteriaControls.IsCriteriaFulfilled();
if (balance > bestBalance && isCriteriaFulfilled)
{
bestBalance = balance;
aParameter[param1].BestValue = value1;
aParameter[param2].BestValue = value2;
ShowParamBestValue(param1);
ShowParamBestValue(param2);
balanceChart.SetChartData();
balanceChart.InitChart();
balanceChart.Invalidate();
isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
aParameter[param1].Value = aParameter[param1].BestValue;
aParameter[param2].Value = aParameter[param2].BestValue;
if (isOneIndicator)
{
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param1].SlotNumber);
}
}
else
{
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param1].SlotNumber);
}
if (aParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(aParameter[param2].SlotNumber);
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
}
}
/// <summary>
/// Optimize all the checked parameters
/// </summary>
private void OptimizeParams(BackgroundWorker worker, DoWorkEventArgs e)
{
int bestBalance = (isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance);
// First Optimization Cycle
for (int round = 0; round < checkedParams && isOptimizing; round++)
{
if (worker.CancellationPending) break;
int param = aiChecked[round];
var min = (double) anudParameterMin[param].Value;
var max = (double) anudParameterMax[param].Value;
var step = (double) anudParameterStep[param].Value;
for (double value = min; value <= max; value += step)
{
if (worker.CancellationPending) break;
aParameter[param].Value = value;
if (aParameter[param].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param].SlotNumber);
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (chbOptimizerWritesReport.Checked)
FillInReport();
int balance = isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance;
bool isCriteriaFulfilled = criteriaControls.IsCriteriaFulfilled();
if (balance > bestBalance && isCriteriaFulfilled)
{
bestBalance = balance;
aParameter[param].BestValue = value;
ShowParamBestValue(param);
balanceChart.SetChartData();
balanceChart.InitChart();
balanceChart.Invalidate();
isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = 100*computedCycles/cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
aParameter[param].Value = aParameter[param].BestValue;
if (aParameter[param].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param].SlotNumber);
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
return;
}
if (checkedParams < 2)
return;
// Counts the necessary round
int rounds = 0;
for (int i = 0; i < checkedParams - 1; i++)
for (int j = 0; j < checkedParams; j++)
if (i < j) rounds++;
var aCp = new CoupleOfParams[rounds];
var aCpTemp = new CoupleOfParams[rounds];
rounds = 0;
for (int i = 0; i < checkedParams - 1; i++)
for (int j = 0; j < checkedParams; j++)
if (i < j)
{
aCpTemp[rounds].Param1 = aiChecked[i];
aCpTemp[rounds].Param2 = aiChecked[j];
aCpTemp[rounds].IsPassed = false;
rounds++;
}
// Shaking the parameters
for (int round = 0; round < rounds; round++)
{
int couple;
do
{
couple = rand.Next(rounds);
} while (aCpTemp[couple].IsPassed);
aCpTemp[couple].IsPassed = true;
aCp[round] = aCpTemp[couple];
}
// The Optimization Cycle
for (int round = 0; round < rounds; round++)
{
if (worker.CancellationPending) break;
int param1 = aCp[round].Param1;
int param2 = aCp[round].Param2;
bool isOneIndicator = (aParameter[param1].Type == OptimizerParameterType.Indicator &&
aParameter[param2].Type == OptimizerParameterType.Indicator &&
aParameter[param1].IndParam.IndicatorName ==
aParameter[param2].IndParam.IndicatorName);
var min1 = (double) anudParameterMin[param1].Value;
var max1 = (double) anudParameterMax[param1].Value;
var step1 = (double) anudParameterStep[param1].Value;
var min2 = (double) anudParameterMin[param2].Value;
var max2 = (double) anudParameterMax[param2].Value;
var step2 = (double) anudParameterStep[param2].Value;
for (double value1 = min1; value1 <= max1; value1 += step1)
{
if (worker.CancellationPending) break;
if (!isOneIndicator)
{
aParameter[param1].Value = value1;
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param1].SlotNumber);
}
for (double value2 = min2; value2 <= max2; value2 += step2)
{
if (worker.CancellationPending) break;
if (isOneIndicator)
{
aParameter[param1].Value = value1;
aParameter[param2].Value = value2;
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param1].SlotNumber);
}
else
{
aParameter[param2].Value = value2;
if (aParameter[param2].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param2].SlotNumber);
}
// Calculates the Strategy
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (chbOptimizerWritesReport.Checked)
FillInReport();
int balance = isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance;
bool isCriteriaFulfilled = criteriaControls.IsCriteriaFulfilled();
if (balance > bestBalance && isCriteriaFulfilled)
{
bestBalance = balance;
aParameter[param1].BestValue = value1;
aParameter[param2].BestValue = value2;
ShowParamBestValue(param1);
ShowParamBestValue(param2);
balanceChart.SetChartData();
balanceChart.InitChart();
balanceChart.Invalidate();
isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = 100*computedCycles/cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
aParameter[param1].Value = aParameter[param1].BestValue;
aParameter[param2].Value = aParameter[param2].BestValue;
if (isOneIndicator)
{
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param1].SlotNumber);
}
else
{
if (aParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param1].SlotNumber);
if (aParameter[param2].Type == OptimizerParameterType.Indicator)
CalculateIndicator(aParameter[param2].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
}
}
