/// <summary>
/// Updates the journal data from the backtester
/// </summary>
private void UpdateJournalData()
{
if (!Data.IsResult)
{
return;
}
journalData = new string[positions, columns];
positionIcons = new Image[shownPos];
for (int pos = firstPos; pos < firstPos + shownPos; pos++)
{
int row = pos - firstPos;
journalData[row, 0] = (StatsBuffer.PosNumb(SelectedBar, pos) + 1).ToString(CultureInfo.InvariantCulture);
journalData[row, 1] = Language.T(StatsBuffer.PosTransaction(SelectedBar, pos).ToString());
journalData[row, 2] = Language.T(StatsBuffer.PosDir(SelectedBar, pos).ToString());
journalData[row, 3] = Configs.AccountInMoney
? (StatsBuffer.PosDir(SelectedBar, pos) == PosDirection.Short ? "-" : "") +
(StatsBuffer.PosLots(SelectedBar, pos) * Data.InstrProperties.LotSize)
: StatsBuffer.PosLots(SelectedBar, pos).ToString(CultureInfo.InvariantCulture);
journalData[row, 4] =
(StatsBuffer.PosOrdNumb(SelectedBar, pos) + 1).ToString(CultureInfo.InvariantCulture);
journalData[row, 5] = StatsBuffer.PosOrdPrice(SelectedBar, pos).ToString(Data.Ff);
journalData[row, 6] = StatsBuffer.PosPrice(SelectedBar, pos).ToString(Data.Ff);
// Profit Loss
if (StatsBuffer.PosTransaction(SelectedBar, pos) == Transaction.Close ||
StatsBuffer.PosTransaction(SelectedBar, pos) == Transaction.Reduce ||
StatsBuffer.PosTransaction(SelectedBar, pos) == Transaction.Reverse)
{
journalData[row, 7] = Configs.AccountInMoney
? StatsBuffer.PosMoneyProfitLoss(SelectedBar, pos).ToString("F2")
: Math.Round(StatsBuffer.PosProfitLoss(SelectedBar, pos))
.ToString(CultureInfo.InvariantCulture);
}
else
{
journalData[row, 7] = "-";
}
// Floating Profit Loss
if (pos == positions - 1 && StatsBuffer.PosTransaction(SelectedBar, pos) != Transaction.Close)
{
// Last bar position only
journalData[row, 8] = Configs.AccountInMoney
? StatsBuffer.PosMoneyFloatingPL(SelectedBar, pos).ToString("F2")
: Math.Round(StatsBuffer.PosFloatingPL(SelectedBar, pos))
.ToString(CultureInfo.InvariantCulture);
}
else
{
journalData[row, 8] = "-";
}
// Icons
positionIcons[row] = Position.PositionIconImage(StatsBuffer.PosIcon(SelectedBar, pos));
}
}
/// <summary>
/// Calculates Data to draw in histogram
/// </summary>
private static void CalculateHistogramData()
{
// crummy way to get number of trades for init array
// TBD -- find better property
int ctr = 0;
for (int bar = 0; bar < Data.Bars; bar++)
{
for (int pos = 0; pos < StatsBuffer.Positions(bar); pos++)
{
Transaction transaction = StatsBuffer.PosTransaction(bar, pos);
if (transaction == Transaction.Close ||
transaction == Transaction.Reduce ||
transaction == Transaction.Reverse)
{
ctr++;
}
}
}
_tradeResults = new int[ctr];
ctr = 0;
for (int bar = 0; bar < Data.Bars; bar++)
{
for (int pos = 0; pos < StatsBuffer.Positions(bar); pos++)
{
Transaction transaction = StatsBuffer.PosTransaction(bar, pos);
if (transaction == Transaction.Close ||
transaction == Transaction.Reduce ||
transaction == Transaction.Reverse)
{
_tradeResults[ctr] = (int)StatsBuffer.PosProfitLoss(bar, pos);
ctr++;
}
}
}
int min = 0;
int max = 0;
foreach (int result in _tradeResults)
{
if (min > result)
{
min = result;
}
if (max < result)
{
max = result;
}
}
_tradeIndexes = new int[(max - min) + 1];
_tradeCounts = new int[(max - min) + 1];
_tradeCumulatives = new int[(max - min) + 1];
// fill _tradeIndexes with index values, then count how many in _tradeResults
for (int ctr1 = 0; ctr1 < _tradeIndexes.Length; ctr1++)
{
_tradeIndexes[ctr1] = min + ctr1;
int count = 0;
for (int ctr2 = 0; ctr2 < _tradeResults.Length; ctr2++)
{
if (_tradeResults[ctr2] == _tradeIndexes[ctr1])
{
count++;
}
}
_tradeCounts[ctr1] = count;
_tradeCumulatives[ctr1] = _tradeIndexes[ctr1] * count;
}
}
private static double GetProfit(int bar, int pos)
{
return(Configs.AccountInMoney
? StatsBuffer.PosMoneyProfitLoss(bar, pos)
: StatsBuffer.PosProfitLoss(bar, pos));
}
