/// <summary>
/// Calculates the selected indicator.
/// </summary>
private void CalculateIndicator(bool bCalculateStrategy)
{
if (!Data.IsData || !Data.IsResult || !isPaint)
{
return;
}
SetOppositeSignalBehaviour();
SetClosingLogicConditions();
Indicator indicator = IndicatorManager.ConstructIndicator(indicatorName);
indicator.Initialize(slotType);
// List parameters
for (int i = 0; i < 5; i++)
{
indicator.IndParam.ListParam[i].Index = ListParam[i].SelectedIndex;
indicator.IndParam.ListParam[i].Text = ListParam[i].Text;
indicator.IndParam.ListParam[i].Enabled = ListParam[i].Enabled;
}
// Numeric parameters
for (int i = 0; i < 6; i++)
{
indicator.IndParam.NumParam[i].Value = (double)NumParam[i].Value;
indicator.IndParam.NumParam[i].Enabled = NumParam[i].Enabled;
}
// Check parameters
for (int i = 0; i < 2; i++)
{
indicator.IndParam.CheckParam[i].Checked = CheckParam[i].Checked;
indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Enabled;
indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Text == "Use previous bar value" ||
CheckParam[i].Enabled;
}
if (!CalculateIndicator(slotType, indicator))
{
return;
}
if (bCalculateStrategy)
{
//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;
// Search the indicators' components to determine Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Check "Use previous bar value"
if (Data.Strategy.AdjustUsePreviousBarValue())
{
for (int i = 0; i < 2; i++)
{
if (indicator.IndParam.CheckParam[i].Caption == "Use previous bar value")
{
AChbCheck[i].Checked = Data.Strategy.Slot[slot].IndParam.CheckParam[i].Checked;
}
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
SetIndicatorNotification(indicator);
Data.IsResult = true;
}
/// <summary>
/// Calculates the balance lines
/// </summary>
private int Calculate(BackgroundWorker worker)
{
// Determine the number of lines
// For each method per line
// The random line shows the averaged values
// Also we have two border lines for the random method
// Plus the average balance line
isRandom = false;
minimum = float.MaxValue;
maximum = float.MinValue;
minimumRandom = float.MaxValue;
maximumRandom = float.MinValue;
var randomLines = (int)NumRandom.Value;
checkedMethods = 0;
lines = 1;
for (int m = 0; m < countMethods; m++)
{
if (AchboxMethods[m].Checked)
{
checkedMethods++;
lines++;
if ((InterpolationMethod)AchboxMethods[m].Tag == InterpolationMethod.Random)
{
isRandom = true;
}
}
}
if (checkedMethods == 0 && Configs.PlaySounds)
{
SystemSounds.Hand.Play();
return(-1);
}
afBalance = new float[Data.Bars - Data.FirstBar];
afMethods = new float[countMethods, Data.Bars - Data.FirstBar];
if (isRandom)
{
afRandoms = new float[randomLines, Data.Bars - Data.FirstBar];
afMinRandom = new float[Data.Bars - Data.FirstBar];
afMaxRandom = new float[Data.Bars - Data.FirstBar];
}
// Progress parameters
int computedCycles = 0;
int cycles = lines + (isRandom ? randomLines : 0);
int highestPercentageReached = 0;
int percentComplete;
// Calculates the lines
for (int m = 0; m < countMethods; m++)
{
if (worker.CancellationPending)
{
return(-1);
}
if (!AchboxMethods[m].Checked)
{
continue;
}
var method = (InterpolationMethod)AchboxMethods[m].Tag;
if (method == InterpolationMethod.Random)
{
for (int r = 0; r < randomLines; r++)
{
if (worker.CancellationPending)
{
return(-1);
}
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
afRandoms[r, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
afRandoms[r, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
float randomSum = 0;
float minRandom = float.MaxValue;
float maxRandom = float.MinValue;
for (int r = 0; r < randomLines; r++)
{
float value = afRandoms[r, iBar];
randomSum += value;
minRandom = value < minRandom ? value : minRandom;
maxRandom = value > maxRandom ? value : maxRandom;
}
afMethods[m, iBar] = randomSum / randomLines;
afMinRandom[iBar] = minRandom;
afMaxRandom[iBar] = maxRandom;
minimumRandom = minRandom < minimumRandom ? minRandom : minimumRandom;
maximumRandom = maxRandom > maximumRandom ? maxRandom : maximumRandom;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
else
{
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
afMethods[m, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
afMethods[m, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
// Calculates the average balance, Min and Max
for (int bar = 0; bar < Data.Bars - Data.FirstBar; bar++)
{
float sum = 0;
for (int m = 0; m < countMethods; m++)
{
if (!AchboxMethods[m].Checked)
{
continue;
}
float value = afMethods[m, bar];
sum += value;
if (value < minimum)
{
minimum = value;
}
if (value > maximum)
{
maximum = value;
}
}
afBalance[bar] = sum / checkedMethods;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
worker.ReportProgress(percentComplete);
}
return(0);
}
private void CalculateStrategy()
{
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
