public void WriteTrades(TransactionPairs transactionPairs, TradeStats stats, bool combo)
{
if (transactionPairs != null && transactionPairs.Count > 0)
{
int year = 0;
double currentBalance = stats.BeginningBalance;
double yearBalance = stats.BeginningBalance;
double ytdProfitLoss = 0;
WriteTradeHeader();
List <string> tableData = new List <string>();
for (int i = 0; i < transactionPairs.Count; i++)
{
if (transactionPairs[i].EntryTime.Year != year)
{
tableData.Add(WriteTradeTitles(year, combo));
yearBalance += ytdProfitLoss;
ytdProfitLoss = 0;
year = transactionPairs[i].EntryTime.Year;
}
double profitLoss = transactionPairs.CalcProfitLoss(i);
string tableRow = "<tr>";
tableRow += "<td class=\"leftcol\">" + i + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].EntryTime + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].ExitTime + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].EntryPrice.ToString(",0.000") + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].EntryBar + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].ExitPrice.ToString(",0.000") + "</td>";
tableRow += "<td class=\"data\">" + transactionPairs[i].ExitBar + "</td>";
tableRow += "<td class=\"data\">" + ((transactionPairs[i].Direction > 0)?"Long":"Short") + " " + Math.Round(Math.Abs(transactionPairs[i].Direction), 2) + "</td>";
tableRow += "<td class=\"data\">" + Math.Round(transactionPairs.CalcMaxAdverse(i), 2) + "</td>";
tableRow += "<td class=\"data\">" + Math.Round(transactionPairs.CalcMaxFavorable(i), 2) + "</td>";
tableRow += "<td class=\"data\">" + Math.Round(profitLoss, 2) + "</td>";
double monthlyReturn = ((currentBalance + profitLoss) / currentBalance) - 1;
tableRow += "<td class=\"data\">" + Math.Round(monthlyReturn * 100, 2) + "%</td>";
ytdProfitLoss += profitLoss;
double ytdReturn = ((yearBalance + ytdProfitLoss) / yearBalance) - 1;
tableRow += "<td class=\"data\">" + Math.Round(ytdReturn * 100, 2) + "%</td>";
currentBalance += profitLoss;
tableRow += "<td class=\"data\">" + Math.Round(currentBalance, 2) + "</td>";
tableRow += "</tr>";
tableData.Add(tableRow);
}
tableData.Add(WriteTradeTitles(year, combo));
for (int i = 0; i < tableData.Count; i++)
{
fwriter.WriteLine(tableData[i]);
}
WriteTradeFooter();
}
}
