public BarStats(DateTime barTime, PosDirection posDir, double posPrice, double posLots) { this.barTime = barTime; PositionDir = posDir; this.posPrice = posPrice; this.posLots = posLots; }
/// <summary> /// Calculates the rollover fee in currency. /// </summary> public static double RolloverInMoney(PosDirection posDir, double lots, int daysRollover, double price) { double point = InstrProperties.Point; int lotSize = InstrProperties.LotSize; double swapLongPoints = 0; // Swap long in points double swapShortPoints = 0; // Swap short in points if (InstrProperties.SwapUnit == ChargeUnit.Points) { swapLongPoints = InstrProperties.SwapLong; swapShortPoints = InstrProperties.SwapShort; } else if (InstrProperties.SwapUnit == ChargeUnit.Percents) { swapLongPoints = (price / point) * (0.01 * InstrProperties.SwapLong / 365); swapShortPoints = (price / point) * (0.01 * InstrProperties.SwapShort / 365); } else if (InstrProperties.SwapUnit == ChargeUnit.Money) { swapLongPoints = InstrProperties.SwapLong / (point * lotSize); swapShortPoints = InstrProperties.SwapShort / (point * lotSize); } double rollover = lots * lotSize * (posDir == PosDirection.Long ? swapLongPoints : -swapShortPoints) * point * daysRollover / AccountExchangeRate(price); return(rollover); }
/// <summary> /// Calculates the rollover fee in currency. /// </summary> public static double RolloverInMoney(PosDirection posDir, double lots, int daysRollover, double price) { double point = Data.InstrProperties.Point; int lotSize = Data.InstrProperties.LotSize; double swapLongPips = 0; // Swap long in pips double swapShortPips = 0; // Swap short in pips if (Data.InstrProperties.SwapType == Commission_Type.pips) { swapLongPips = Data.InstrProperties.SwapLong; swapShortPips = Data.InstrProperties.SwapShort; } else if (Data.InstrProperties.SwapType == Commission_Type.percents) { swapLongPips = (price / point) * (0.01 * Data.InstrProperties.SwapLong / 365); swapShortPips = (price / point) * (0.01 * Data.InstrProperties.SwapShort / 365); } else if (Data.InstrProperties.SwapType == Commission_Type.money) { swapLongPips = Data.InstrProperties.SwapLong / (point * lotSize); swapShortPips = Data.InstrProperties.SwapShort / (point * lotSize); } double rollover = lots * lotSize * (posDir == PosDirection.Long ? swapLongPips : -swapShortPips) * point * daysRollover / Backtester.AccountExchangeRate(price); return(rollover); }
/// <summary> /// Checks whether we have got a position. "Closed" is also a position. /// </summary> public static bool IsPos(int bar) { PosDirection dir = session[bar].Summary.PosDir; return(dir == PosDirection.Long || dir == PosDirection.Short || dir == PosDirection.Closed); }
private bool _posFlag; // It shows if there was a position during this bar. public BarStats(DateTime barTime, PosDirection posDir, double posPrice, double posLots) { Operations = new List <Operation>(); BarTime = barTime; PositionDir = posDir; PositionPrice = posPrice; PositionLots = posLots; }
/// <summary> /// Calculates the result /// </summary> private void Calculate() { bool isLong = (CbxDirection.SelectedIndex == 0); PosDirection posDir = isLong ? PosDirection.Long : PosDirection.Short; int lotSize = Data.InstrProperties.LotSize; var lots = (double)NUDLots.Value; var entryPrice = (double)NUDEntryPrice.Value; var exitPrice = (double)NUDExitPrice.Value; var daysRollover = (int)NUDDays.Value; double point = Data.InstrProperties.Point; string unit = " " + Configs.AccountCurrency; double entryValue = lots * lotSize * entryPrice; double exitValue = lots * lotSize * exitPrice; // Required margin double requiredMargin = (lots * lotSize / Configs.Leverage) * (entryPrice / Backtester.AccountExchangeRate(entryPrice)); AlblOutputValues[0].Text = requiredMargin.ToString("F2") + unit; // Gross Profit double grossProfit = (isLong ? exitValue - entryValue : entryValue - exitValue) / Backtester.AccountExchangeRate(exitPrice); AlblOutputValues[1].Text = grossProfit.ToString("F2") + unit; // Spread double spread = Data.InstrProperties.Spread * point * lots * lotSize / Backtester.AccountExchangeRate(exitPrice); AlblOutputValues[2].Text = spread.ToString("F2") + unit; // Entry Commission double entryCommission = Backtester.CommissionInMoney(lots, entryPrice, false); AlblOutputValues[3].Text = entryCommission.ToString("F2") + unit; // Exit Commission double exitCommission = Backtester.CommissionInMoney(lots, exitPrice, true); AlblOutputValues[4].Text = exitCommission.ToString("F2") + unit; // Rollover double rollover = Backtester.RolloverInMoney(posDir, lots, daysRollover, exitPrice); AlblOutputValues[5].Text = rollover.ToString("F2") + unit; // Slippage double slippage = Data.InstrProperties.Slippage * point * lots * lotSize / Backtester.AccountExchangeRate(exitPrice); AlblOutputValues[6].Text = slippage.ToString("F2") + unit; // Net Profit double netProfit = grossProfit - entryCommission - exitCommission - rollover - slippage; AlblOutputValues[7].Text = netProfit.ToString("F2") + unit; }
public override void GetData(ref Dictionary <string, string> DataLParams) { base.GetData(ref DataLParams); DataLParams.Add("PosDirection", PosDirection.ToString()); DataLParams.Add("EnterLongPrice", EnterLongPrice.ToString()); DataLParams.Add("EnterShortPrice", EnterShortPrice.ToString()); DataLParams.Add("ClosePositionPrice", ClosePositionPrice.ToString()); DataLParams.Add("ClosePositionSum", ClosePositionSum.ToString()); DataLParams.Add("StopPositionPrice", StopPositionPrice.ToString()); }
public override void GetData(ref Dictionary <string, string> DataLParams) { base.GetData(ref DataLParams); DataLParams.Add("ExecuteCandleTime", ExecuteCandleTime.ToString()); DataLParams.Add("LastMALong", LastMALong.ToString()); DataLParams.Add("LastMAShort", LastMAShort.ToString()); DataLParams.Add("PrevMALong", PrevMALong.ToString()); DataLParams.Add("PrevMAShort", PrevMAShort.ToString()); DataLParams.Add("PrevCross", PrevCross.ToString()); DataLParams.Add("PosDirection", PosDirection.ToString()); DataLParams.Add("FuturePos", FuturePos.ToString()); DataLParams.Add("FutureStop", FutureStop.ToString()); }
public void PushNextBlock(PosDirection pos) { blocks.Add(pos); }
/// <summary> /// Calculates the rollover fee in currency. /// </summary> public static double RolloverInMoney(PosDirection posDir, double lots, int daysRollover, double price) { double point = InstrProperties.Point; int lotSize = InstrProperties.LotSize; double swapLongPips = 0; // Swap long in pips double swapShortPips = 0; // Swap short in pips if (InstrProperties.SwapType == CommissionType.pips) { swapLongPips = InstrProperties.SwapLong; swapShortPips = InstrProperties.SwapShort; } else if (InstrProperties.SwapType == CommissionType.percents) { swapLongPips = (price / point) * (0.01 * InstrProperties.SwapLong / 365); swapShortPips = (price / point) * (0.01 * InstrProperties.SwapShort / 365); } else if (InstrProperties.SwapType == CommissionType.money) { swapLongPips = InstrProperties.SwapLong / (point * lotSize); swapShortPips = InstrProperties.SwapShort / (point * lotSize); } double rollover = lots * lotSize * (posDir == PosDirection.Long ? swapLongPips : -swapShortPips) * point * daysRollover / AccountExchangeRate(price); return rollover; }
/// <summary> /// Paints panel pnlInfo /// </summary> void PnlInfo_Paint(object sender, PaintEventArgs e) { // ---------------------------------------------------------------------+ // | Way points description | // |--------------------------------------------------------------------+ // | Number | Description | Price | Direction | Lots | Position | Order | // |--------------------------------------------------------------------+ //xp0 xp1 xp2 xp3 xp4 xp5 xp6 xp7 Graphics g = e.Graphics; g.Clear(LayoutColors.ColorControlBack); if (!Data.IsData || !Data.IsResult) { return; } Panel pnl = (Panel)sender; Brush brush = Brushes.White; string FF = Data.FF; // Format modifier to print the floats Size size = new Size(aiX[columns] - aiX[0], infoRowHeight); StringFormat sf = new StringFormat(); sf.Alignment = StringAlignment.Center; sf.LineAlignment = StringAlignment.Near; // Caption background PointF pntStart = new PointF(0, 0); SizeF szfCaption = new Size(pnl.ClientSize.Width, 2 * infoRowHeight); RectangleF rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text StringFormat stringFormatCaption = new StringFormat(); stringFormatCaption.LineAlignment = StringAlignment.Center; stringFormatCaption.Trimming = StringTrimming.EllipsisCharacter; stringFormatCaption.FormatFlags = StringFormatFlags.NoWrap; stringFormatCaption.Alignment = StringAlignment.Near; string stringCaptionText = Language.T("Way Points Description"); float fCaptionWidth = (float)Math.Min(pnlInfo.ClientSize.Width, aiX[columns] - aiX[0]); float fCaptionTextWidth = g.MeasureString(stringCaptionText, fontInfo).Width; float fCaptionTextX = (float)Math.Max((fCaptionWidth - fCaptionTextWidth) / 2f, 0); PointF pfCaptionText = new PointF(fCaptionTextX, 0); SizeF sfCaptionText = new SizeF(fCaptionWidth - fCaptionTextX, infoRowHeight); rectfCaption = new RectangleF(pfCaptionText, sfCaptionText); // First caption raw g.DrawString(stringCaptionText, fontInfo, brushCaptionText, rectfCaption, stringFormatCaption); // Second caption raw for (int i = 0; i < columns; i++) { g.DrawString(asTitles[i], fontInfo, brushCaptionText, (aiX[i] + aiX[i + 1]) / 2, infoRowHeight, sf); } brush = new SolidBrush(LayoutColors.ColorControlText); for (int pnt = 0; pnt < Backtester.WayPoints(bar); pnt++) { int y = (pnt + 2) * infoRowHeight; Point point = new Point(aiX[0], y); // Even row if (pnt % 2f != 0) { g.FillRectangle(brushEvenRow, new Rectangle(point, size)); } int positionNumber = Backtester.WayPoint(bar, pnt).PosNumb; WayPointType wpType = Backtester.WayPoint(bar, pnt).WPType; PosDirection posDirection = Backtester.PosFromNumb(positionNumber).PosDir; double posLots = Backtester.PosFromNumb(positionNumber).PosLots; int ordNumber = Backtester.WayPoint(bar, pnt).OrdNumb; g.DrawString((pnt + 1).ToString(), fontInfo, brush, (aiX[0] + aiX[1]) / 2, y, sf); g.DrawString(Language.T(Way_Point.WPTypeToString(wpType)), fontInfo, brush, aiX[1] + 2, y); g.DrawString(Backtester.WayPoint(bar, pnt).Price.ToString(FF), fontInfo, brush, (aiX[3] + aiX[2]) / 2, y, sf); if (positionNumber > -1) { g.DrawString(Language.T(posDirection.ToString()), fontInfo, brush, (aiX[4] + aiX[3]) / 2, y, sf); g.DrawString(posLots.ToString(), fontInfo, brush, (aiX[5] + aiX[4]) / 2, y, sf); g.DrawString((positionNumber + 1).ToString(), fontInfo, brush, (aiX[6] + aiX[5]) / 2, y, sf); } if (ordNumber > -1) { g.DrawString((ordNumber + 1).ToString(), fontInfo, brush, (aiX[7] + aiX[6]) / 2, y, sf); } } // Vertical lines Pen penLine = new Pen(LayoutColors.ColorJournalLines); for (int i = 1; i < columns; i++) { g.DrawLine(penLine, aiX[i], 2 * infoRowHeight, aiX[i], ClientSize.Height - border); } // Border Pen penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border); g.DrawLine(penBorder, 1, 2 * infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - border + 1, 2 * infoRowHeight, pnl.ClientSize.Width - border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - border + 1); return; }
/// <summary> /// Paints panel pnlChart /// </summary> void PnlChart_Paint(object sender, PaintEventArgs e) { Graphics g = e.Graphics; g.Clear(LayoutColors.ColorChartBack); if (!Data.IsData || !Data.IsResult) { return; } Panel pnl = (Panel)sender; Pen penFore = new Pen(LayoutColors.ColorControlText); string FF = Data.FF; // Format modifier to print the floats int width = pnl.ClientSize.Width; Size size = new Size(width, infoRowHeight); StringFormat sf = new StringFormat(); sf.Alignment = StringAlignment.Center; sf.LineAlignment = StringAlignment.Near; // Caption background PointF pntStart = new PointF(0, 0); SizeF szfCaption = new Size(width, infoRowHeight); RectangleF rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text StringFormat stringFormatCaption = new StringFormat(); stringFormatCaption.LineAlignment = StringAlignment.Center; stringFormatCaption.Trimming = StringTrimming.EllipsisCharacter; stringFormatCaption.FormatFlags = StringFormatFlags.NoWrap; stringFormatCaption.Alignment = StringAlignment.Center; string stringCaptionText = Language.T("Price Route Inside the Bar"); rectfCaption = new RectangleF(border, 0, pnl.ClientSize.Width - 2 * border, infoRowHeight); g.DrawString(stringCaptionText, fontInfo, brushCaptionText, rectfCaption, stringFormatCaption); // Paint the panel background RectangleF rectClient = new RectangleF(0, infoRowHeight, pnl.ClientSize.Width, pnl.Height - infoRowHeight); Data.GradientPaint(g, rectClient, LayoutColors.ColorChartBack, LayoutColors.DepthControl); // Paint bar info RectangleF rectBarInfo = new RectangleF(border, infoRowHeight + 1, pnl.ClientSize.Width - 2 * border, infoRowHeight); g.DrawString(barInfo, fontInfo, brushGridText, rectBarInfo, stringFormatCaption); // Searching the min and the max price and volume width = pnl.ClientSize.Width - 2 * border; double maxPrice = Data.High[bar]; double minPrice = Data.Low[bar]; int space = 8; int spcRight = szPrice.Width + 4; int XLeft = border + space; int XRight = width - spcRight; int chartWidth = XRight - XLeft; int YTop = 2 * infoRowHeight + 6; int YBottom = pnl.ClientSize.Height - 22; int barPixels = 28; int spcLeft = 3; int x = barPixels + spcLeft; int pointLeft = x + barPixels + 30; int pointX = pointLeft; int pointRight = XRight - 20; int points = Backtester.WayPoints(bar); int pointRadius = 3; // Grid int iCntLabels = (int)Math.Max((YBottom - YTop) / 30d, 1); double deltaPoint = (Data.InstrProperties.Digits == 5 || Data.InstrProperties.Digits == 3) ? Data.InstrProperties.Point * 100 : Data.InstrProperties.Point * 10; double delta = Math.Max(Math.Round((maxPrice - minPrice) / iCntLabels, Data.InstrProperties.Point < 0.001 ? 3 : 1), deltaPoint); minPrice = Math.Round(minPrice, Data.InstrProperties.Point < 0.001f ? 3 : 1) - Data.InstrProperties.Point * 10; minPrice -= delta; maxPrice += delta; iCntLabels = (int)Math.Ceiling((maxPrice - minPrice) / delta); maxPrice = minPrice + iCntLabels * delta; double scaleY = (YBottom - YTop) / (iCntLabels * delta); int yOpen = (int)(YBottom - (Data.Open[bar] - minPrice) * scaleY); int yHigh = (int)(YBottom - (Data.High[bar] - minPrice) * scaleY); int yLow = (int)(YBottom - (Data.Low[bar] - minPrice) * scaleY); int yClose = (int)(YBottom - (Data.Close[bar] - minPrice) * scaleY); // Find the price distance double priceDistance = 0; for (int point = 1; point < points; point++) { priceDistance += Math.Abs(Backtester.WayPoint(bar, point).Price - Backtester.WayPoint(bar, point - 1).Price); } double dPriceForAPixel = (pointRight - pointLeft) / priceDistance; // Points X int[] aiPointX = new int[points]; aiPointX[0] = pointLeft; for (int point = 1; point < points - 1; point++) { int iDistance = (int)(Math.Abs(Backtester.WayPoint(bar, point).Price - Backtester.WayPoint(bar, point - 1).Price) * dPriceForAPixel); aiPointX[point] = aiPointX[point - 1] + iDistance; } aiPointX[points - 1] = pointRight; for (int point = 1; point < points - 1; point++) { if (aiPointX[point] - aiPointX[point - 1] < barPixels + 1) { aiPointX[point] = aiPointX[point - 1] + barPixels + 1; } } for (int point = points - 2; point > 0; point--) { if (aiPointX[point + 1] - aiPointX[point] < barPixels + 1) { aiPointX[point] = aiPointX[point + 1] - barPixels - 1; } } // Find coordinates of the Way Points Point[] pntWay = new Point[points]; for (int point = 0; point < points; point++) { int pointY = (int)(YBottom - (Backtester.WayPoint(bar, point).Price - minPrice) * scaleY); pntWay[point] = new Point(aiPointX[point], pointY); } // Horizontal grid and Price labels for (double label = minPrice; label <= maxPrice + Data.InstrProperties.Point; label += delta) { int labelY = (int)(YBottom - (label - minPrice) * scaleY); g.DrawString(label.ToString(Data.FF), Font, brushGridText, XRight, labelY - Font.Height / 2 - 1); g.DrawLine(penGrid, border + space, labelY, XRight, labelY); } // Vertical Grid g.DrawLine(penGrid, x + barPixels / 2 - 1, YTop, x + barPixels / 2 - 1, YBottom + 2); for (int point = 0; point < points; point++) { Point pt1 = new Point(pntWay[point].X, YTop); Point pt2 = new Point(pntWay[point].X, YBottom + 2); Point pt3 = new Point(pntWay[point].X - 5, YBottom + 4); g.DrawLine(penGrid, pt1, pt2); g.DrawString((point + 1).ToString(), Font, brushGridText, pt3); } // Bar Number string barNumber = (bar + 1).ToString(); int stringX = x + barPixels / 2 - 1 - g.MeasureString(barNumber, Font).ToSize().Width / 2; if (Backtester.BackTestEval(bar) == "Ambiguous") { g.DrawString(barNumber, Font, brushRed, stringX, YBottom + 4); } else { g.DrawString(barNumber, Font, brushGridText, stringX, YBottom + 4); } // Draw the bar g.DrawLine(penBarBorder, x + barPixels / 2 - 1, yLow, x + barPixels / 2 - 1, yHigh); if (yClose < yOpen) // White bar { Rectangle rect = new Rectangle(x, yClose, barPixels - 2, yOpen - yClose); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorBarWight1, colorBarWight2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(penBarBorder, x, yClose, barPixels - 2, yOpen - yClose); } else if (yClose > yOpen) // Black bar { Rectangle rect = new Rectangle(x, yOpen, barPixels - 2, yClose - yOpen); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorBarBlack1, colorBarBlack2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(penBarBorder, x, yOpen, barPixels - 2, yClose - yOpen); } else // Cross { g.DrawLine(penBarBorder, x, yClose, x + barPixels - 2, yClose); } // Draw cancelled orders for (int orderIndex = 0; orderIndex < Backtester.Orders(bar); orderIndex++) { int ordNumber = Backtester.OrdNumb(bar, orderIndex); Order order = Backtester.OrdFromNumb(ordNumber); if (order.OrdStatus != OrderStatus.Cancelled) { continue; } if (order.OrdPrice > Data.High[bar] || order.OrdPrice < Data.Low[bar]) { continue; } int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; int yDeal = (int)(YBottom - (order.OrdPrice - minPrice) * scaleY); Pen pen = new Pen(LayoutColors.ColorChartGrid, 2); if (order.OrdDir == OrderDirection.Buy) { g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else if (order.OrdDir == OrderDirection.Sell) { g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } // Draw the deals on the bar for (int pos = 0; pos < Backtester.Positions(bar); pos++) { if (Backtester.PosTransaction(bar, pos) == Transaction.Transfer) { continue; } int yDeal = (int)(YBottom - (Backtester.PosOrdPrice(bar, pos) - minPrice) * scaleY); if (Backtester.PosDir(bar, pos) == PosDirection.Long || Backtester.PosDir(bar, pos) == PosDirection.Short) { int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; if (Backtester.OrdFromNumb(Backtester.PosOrdNumb(bar, pos)).OrdDir == OrderDirection.Buy) { // Buy Pen pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell Pen pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (Backtester.PosDir(bar, pos) == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 3; Pen pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Draw position lots for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(bar, point).PosNumb; if (posNumber == -1) { continue; } double posLots = Backtester.PosFromNumb(posNumber).PosLots; PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; WayPointType wpType = Backtester.WayPoint(bar, point).WPType; int posHight = (int)(Math.Max(posLots * 2, 2)); int posY = YBottom - posHight; int d = (barPixels - 1) / 2; x = pntWay[point].X - d; if (posDirection == PosDirection.Long) { // Long Rectangle rect = new Rectangle(x - 1, posY, barPixels + 1, posHight); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorLongTrade1, colorLongTrade2, 0f); rect = new Rectangle(x, posY, barPixels - 1, posHight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Short) { // Short Rectangle rect = new Rectangle(x - 1, posY, barPixels + 1, posHight); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorShortTrade1, colorShortTrade2, 0f); rect = new Rectangle(x, posY, barPixels - 1, posHight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Closed && wpType == WayPointType.Exit) { // Closed Rectangle rect = new Rectangle(x - 1, YBottom - 2, barPixels + 1, 2); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorClosedTrade1, colorClosedTrade2, 0f); rect = new Rectangle(x, YBottom - 2, barPixels - 1, 2); g.FillRectangle(lgBrush, rect); } } // Draw the Beziers for (int point = 1; point < points; point++) { Point ptKnot1 = pntWay[point - 1]; Point ptKnot2 = pntWay[point]; int ctrlX1 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlX2 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlY1 = ptKnot1.Y; int ctrlY2 = ptKnot2.Y; if (point > 1) { if (pntWay[point - 2].Y > pntWay[point - 1].Y && pntWay[point - 1].Y > pntWay[point].Y || pntWay[point - 2].Y < pntWay[point - 1].Y && pntWay[point - 1].Y < pntWay[point].Y) { ctrlY1 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point < points - 1) { if (pntWay[point - 1].Y > pntWay[point].Y && pntWay[point].Y > pntWay[point + 1].Y || pntWay[point - 1].Y < pntWay[point].Y && pntWay[point].Y < pntWay[point + 1].Y) { ctrlY2 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point == 1) { ctrlX1 = ptKnot1.X; ctrlY1 = ptKnot1.Y; } if (point == points - 1) { ctrlX2 = ptKnot2.X; ctrlY2 = ptKnot2.Y; } Point ptControl1 = new Point(ctrlX1, ctrlY1); Point ptControl2 = new Point(ctrlX2, ctrlY2); g.DrawBezier(penCross, ptKnot1, ptControl1, ptControl2, ptKnot2); } // Draw the WayPoints Brush brushWeyPnt = new SolidBrush(LayoutColors.ColorChartBack); for (int point = 0; point < points; point++) { g.FillEllipse(brushWeyPnt, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); g.DrawEllipse(penCross, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); } // Draw the deals on the route for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(bar, point).PosNumb; int ordNumber = Backtester.WayPoint(bar, point).OrdNumb; if (posNumber < 0 || ordNumber < 0) { continue; } PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; OrderDirection ordDirection = Backtester.OrdFromNumb(ordNumber).OrdDir; WayPointType wpType = Backtester.WayPoint(bar, point).WPType; if (Backtester.PosFromNumb(posNumber).Transaction == Transaction.Transfer || wpType == WayPointType.Cancel || wpType == WayPointType.None || wpType == WayPointType.Open || wpType == WayPointType.High || wpType == WayPointType.Low || wpType == WayPointType.Close) { continue; } int yDeal = pntWay[point].Y; if (posDirection == PosDirection.Long || posDirection == PosDirection.Short) { int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 2; if (ordDirection == OrderDirection.Buy) { // Buy Pen pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell Pen pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (posDirection == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 3; Pen pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Coordinate axes g.DrawLine(penAxes, XLeft, YTop - 4, XLeft, YBottom); // Vertical left line g.DrawLine(penAxes, XLeft, YBottom, XRight, YBottom); // Border Pen penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border); g.DrawLine(penBorder, 1, infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - border + 1, infoRowHeight, pnl.ClientSize.Width - border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - border + 1); }
Transaction transaction; // Action applied to the position #endregion Fields #region Constructors /// <summary> /// Default constructor /// </summary> public Position() { posDirection = PosDirection.None; transaction = Transaction.None; }
/// <summary> /// Default constructor /// </summary> public Position() { posDirection = PosDirection.None; transaction = Transaction.None; }
/// <summary> /// Paints panel pnlChart /// </summary> private void PnlChartPaint(object sender, PaintEventArgs e) { Graphics g = e.Graphics; g.Clear(LayoutColors.ColorChartBack); if (!Data.IsData || !Data.IsResult) { return; } var pnl = (Panel)sender; int width = pnl.ClientSize.Width; // Caption background var pntStart = new PointF(0, 0); SizeF szfCaption = new Size(width, _infoRowHeight); var rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text var stringFormat = new StringFormat { LineAlignment = StringAlignment.Center, Trimming = StringTrimming.EllipsisCharacter, FormatFlags = StringFormatFlags.NoWrap, Alignment = StringAlignment.Center }; string stringCaptionText = Language.T("Price Route Inside the Bar"); rectfCaption = new RectangleF(Border, 0, pnl.ClientSize.Width - 2 * Border, _infoRowHeight); g.DrawString(stringCaptionText, _fontInfo, _brushCaptionText, rectfCaption, stringFormat); // Paint the panel background var rectClient = new RectangleF(0, _infoRowHeight, pnl.ClientSize.Width, pnl.Height - _infoRowHeight); Data.GradientPaint(g, rectClient, LayoutColors.ColorChartBack, LayoutColors.DepthControl); // Paint bar info var rectBarInfo = new RectangleF(Border, _infoRowHeight + 1, pnl.ClientSize.Width - 2 * Border, _infoRowHeight); g.DrawString(_barInfo, _fontInfo, _brushGridText, rectBarInfo, stringFormat); // Searching the min and the max price and volume width = pnl.ClientSize.Width - 2 * Border; double maxPrice = Data.High[_barCurrent]; double minPrice = Data.Low[_barCurrent]; const int space = 8; int spcRight = _szPrice.Width + 4; const int xLeft = Border + space; int xRight = width - spcRight; int yTop = 2 * _infoRowHeight + 6; int yBottom = pnl.ClientSize.Height - 22; int barPixels = _maxWayPoints < 10 ? 28 : _maxWayPoints < 15 ? 24 : 20; const int spcLeft = 3; int x = barPixels + spcLeft; int pointLeft = x + barPixels + 30; int pointRight = xRight - 20; int points = Backtester.WayPoints(_barCurrent); const int pointRadius = 3; // Grid var iCntLabels = (int)Math.Max((yBottom - yTop) / 30d, 1); double deltaPoint = (Data.InstrProperties.Digits == 5 || Data.InstrProperties.Digits == 3) ? Data.InstrProperties.Point * 100 : Data.InstrProperties.Point * 10; double delta = Math.Max(Math.Round((maxPrice - minPrice) / iCntLabels, Data.InstrProperties.Point < 0.001 ? 3 : 1), deltaPoint); minPrice = Math.Round(minPrice, Data.InstrProperties.Point < 0.001f ? 3 : 1) - Data.InstrProperties.Point * 10; minPrice -= delta; maxPrice += delta; iCntLabels = (int)Math.Ceiling((maxPrice - minPrice) / delta); maxPrice = minPrice + iCntLabels * delta; double scaleY = (yBottom - yTop) / (iCntLabels * delta); var yOpen = (int)(yBottom - (Data.Open[_barCurrent] - minPrice) * scaleY); var yHigh = (int)(yBottom - (Data.High[_barCurrent] - minPrice) * scaleY); var yLow = (int)(yBottom - (Data.Low[_barCurrent] - minPrice) * scaleY); var yClose = (int)(yBottom - (Data.Close[_barCurrent] - minPrice) * scaleY); // Find the price distance double priceDistance = 0; for (int point = 1; point < points; point++) { priceDistance += Math.Abs(Backtester.WayPoint(_barCurrent, point).Price - Backtester.WayPoint(_barCurrent, point - 1).Price); } double dPriceForAPixel = (pointRight - pointLeft) / priceDistance; // Points X var aiPointX = new int[points]; aiPointX[0] = pointLeft; for (int point = 1; point < points - 1; point++) { var iDistance = (int) (Math.Abs(Backtester.WayPoint(_barCurrent, point).Price - Backtester.WayPoint(_barCurrent, point - 1).Price) * dPriceForAPixel); aiPointX[point] = aiPointX[point - 1] + iDistance; } aiPointX[points - 1] = pointRight; for (int point = 1; point < points - 1; point++) { if (aiPointX[point] - aiPointX[point - 1] < barPixels + 1) { aiPointX[point] = aiPointX[point - 1] + barPixels + 1; } } for (int point = points - 2; point > 0; point--) { if (aiPointX[point + 1] - aiPointX[point] < barPixels + 1) { aiPointX[point] = aiPointX[point + 1] - barPixels - 1; } } // Find coordinates of the Way Points var pntWay = new Point[points]; for (int point = 0; point < points; point++) { var pointY = (int)(yBottom - (Backtester.WayPoint(_barCurrent, point).Price - minPrice) * scaleY); pntWay[point] = new Point(aiPointX[point], pointY); } // Horizontal grid and Price labels for (double label = minPrice; label <= maxPrice + Data.InstrProperties.Point; label += delta) { var labelY = (int)(yBottom - (label - minPrice) * scaleY); g.DrawString(label.ToString(Data.FF), Font, _brushGridText, xRight, labelY - Font.Height / 2 - 1); g.DrawLine(_penGrid, Border + space, labelY, xRight, labelY); } // Vertical Grid g.DrawLine(_penGrid, x + barPixels / 2 - 1, yTop, x + barPixels / 2 - 1, yBottom + 2); for (int point = 0; point < points; point++) { var pt1 = new Point(pntWay[point].X, yTop); var pt2 = new Point(pntWay[point].X, yBottom + 2); var pt3 = new Point(pntWay[point].X - 5, yBottom + 4); g.DrawLine(_penGrid, pt1, pt2); g.DrawString((point + 1).ToString(CultureInfo.InvariantCulture), Font, _brushGridText, pt3); } // Bar Number string barNumber = (_barCurrent + 1).ToString(CultureInfo.InvariantCulture); int stringX = x + barPixels / 2 - 1 - g.MeasureString(barNumber, Font).ToSize().Width / 2; Brush barBrush = Backtester.BackTestEval(_barCurrent) == BacktestEval.Ambiguous ? _brushRed : _brushGridText; g.DrawString(barNumber, Font, barBrush, stringX, yBottom + 4); // Draw the bar g.DrawLine(_penBarBorder, x + barPixels / 2 - 1, yLow, x + barPixels / 2 - 1, yHigh); if (yClose < yOpen) // White bar { var rect = new Rectangle(x, yClose, barPixels - 2, yOpen - yClose); var lgBrush = new LinearGradientBrush(rect, _colorBarWight1, _colorBarWight2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(_penBarBorder, x, yClose, barPixels - 2, yOpen - yClose); } else if (yClose > yOpen) // Black bar { var rect = new Rectangle(x, yOpen, barPixels - 2, yClose - yOpen); var lgBrush = new LinearGradientBrush(rect, _colorBarBlack1, _colorBarBlack2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(_penBarBorder, x, yOpen, barPixels - 2, yClose - yOpen); } else // Cross { g.DrawLine(_penBarBorder, x, yClose, x + barPixels - 2, yClose); } // Draw cancelled orders for (int orderIndex = 0; orderIndex < Backtester.Orders(_barCurrent); orderIndex++) { int ordNumber = Backtester.OrdNumb(_barCurrent, orderIndex); Order order = Backtester.OrdFromNumb(ordNumber); if (order.OrdStatus != OrderStatus.Cancelled) { continue; } if (order.OrdPrice > Data.High[_barCurrent] || order.OrdPrice < Data.Low[_barCurrent]) { continue; } int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; var yDeal = (int)(yBottom - (order.OrdPrice - minPrice) * scaleY); var pen = new Pen(LayoutColors.ColorChartGrid, 2); if (order.OrdDir == OrderDirection.Buy) { g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else if (order.OrdDir == OrderDirection.Sell) { g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } // Draw the deals on the bar for (int pos = 0; pos < Backtester.Positions(_barCurrent); pos++) { if (Backtester.PosTransaction(_barCurrent, pos) == Transaction.Transfer) { continue; } var yDeal = (int)(yBottom - (Backtester.PosOrdPrice(_barCurrent, pos) - minPrice) * scaleY); if (Backtester.PosDir(_barCurrent, pos) == PosDirection.Long || Backtester.PosDir(_barCurrent, pos) == PosDirection.Short) { int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; if (Backtester.OrdFromNumb(Backtester.PosOrdNumb(_barCurrent, pos)).OrdDir == OrderDirection.Buy) { // Buy var pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell var pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (Backtester.PosDir(_barCurrent, pos) == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 3; var pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Draw position lots for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(_barCurrent, point).PosNumb; if (posNumber == -1) { continue; } Position position = Backtester.PosFromNumb(posNumber); double posLots = position.PosLots; PosDirection posDirection = position.PosDir; WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; var hight = (int)(Math.Max(posLots * 2, 2)); int lenght = barPixels; int posX = pntWay[point].X - (barPixels - 1) / 2; int posY = yBottom - hight; if (point < points - 1) { lenght = pntWay[point + 1].X - pntWay[point].X + 1; } if (posDirection == PosDirection.Long) { // Long var rect = new Rectangle(posX - 1, posY - 1, lenght, hight + 2); var lgBrush = new LinearGradientBrush(rect, _colorLongTrade1, _colorLongTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX - 1, posY, lenght, hight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Short) { // Short var rect = new Rectangle(posX - 1, posY - 1, lenght, hight + 2); var lgBrush = new LinearGradientBrush(rect, _colorShortTrade1, _colorShortTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX - 1, posY, lenght, hight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Closed && wpType == WayPointType.Exit) { // Closed var rect = new Rectangle(posX - 1, yBottom - 2, barPixels + 1, 2); var lgBrush = new LinearGradientBrush(rect, _colorClosedTrade1, _colorClosedTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX, yBottom - 2, barPixels - 1, 2); g.FillRectangle(lgBrush, rect); } } // Draw the Beziers for (int point = 1; point < points; point++) { Point ptKnot1 = pntWay[point - 1]; Point ptKnot2 = pntWay[point]; int ctrlX1 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlX2 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlY1 = ptKnot1.Y; int ctrlY2 = ptKnot2.Y; if (point > 1) { if (pntWay[point - 2].Y > pntWay[point - 1].Y && pntWay[point - 1].Y > pntWay[point].Y || pntWay[point - 2].Y < pntWay[point - 1].Y && pntWay[point - 1].Y < pntWay[point].Y) { ctrlY1 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point < points - 1) { if (pntWay[point - 1].Y > pntWay[point].Y && pntWay[point].Y > pntWay[point + 1].Y || pntWay[point - 1].Y < pntWay[point].Y && pntWay[point].Y < pntWay[point + 1].Y) { ctrlY2 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point == 1) { ctrlX1 = ptKnot1.X; ctrlY1 = ptKnot1.Y; } if (point == points - 1) { ctrlX2 = ptKnot2.X; ctrlY2 = ptKnot2.Y; } var ptControl1 = new Point(ctrlX1, ctrlY1); var ptControl2 = new Point(ctrlX2, ctrlY2); g.DrawBezier(_penCross, ptKnot1, ptControl1, ptControl2, ptKnot2); } // Draw the WayPoints Brush brushWeyPnt = new SolidBrush(LayoutColors.ColorChartBack); for (int point = 0; point < points; point++) { g.FillEllipse(brushWeyPnt, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); g.DrawEllipse(_penCross, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); } // Draw O, H, L, C labels for (int point = 0; point < points; point++) { WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; if (wpType != WayPointType.Open && wpType != WayPointType.High && wpType != WayPointType.Low && wpType != WayPointType.Close) { continue; } string label = "?"; switch (wpType) { case WayPointType.Open: label = "O"; break; case WayPointType.High: label = "H"; break; case WayPointType.Low: label = "L"; break; case WayPointType.Close: label = "C"; break; } int xPoint = pntWay[point].X; int yPoint = pntWay[point].Y - Font.Height - 3; var stringFormatLabel = new StringFormat { Alignment = StringAlignment.Center }; g.DrawString(label, Font, _brushGridText, xPoint, yPoint, stringFormatLabel); } // Draw the deals on the route for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(_barCurrent, point).PosNumb; int ordNumber = Backtester.WayPoint(_barCurrent, point).OrdNumb; if (posNumber < 0 || ordNumber < 0) { continue; } PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; OrderDirection ordDirection = Backtester.OrdFromNumb(ordNumber).OrdDir; WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; if (wpType == WayPointType.None || wpType == WayPointType.Open || wpType == WayPointType.High || wpType == WayPointType.Low || wpType == WayPointType.Close) { continue; } int yDeal = pntWay[point].Y; if (posDirection == PosDirection.Long || posDirection == PosDirection.Short || wpType == WayPointType.Cancel) { int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 2; if (ordDirection == OrderDirection.Buy) { // Buy var pen = new Pen(LayoutColors.ColorTradeLong, 2); if (wpType == WayPointType.Cancel) { pen = new Pen(LayoutColors.ColorChartGrid, 2); } g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell var pen = new Pen(LayoutColors.ColorTradeShort, 2); if (wpType == WayPointType.Cancel) { pen = new Pen(LayoutColors.ColorChartGrid, 2); } g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } if (posDirection == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 3; var pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Coordinate axes g.DrawLine(_penAxes, xLeft, yTop - 4, xLeft, yBottom); // Vertical left line g.DrawLine(_penAxes, xLeft, yBottom, xRight, yBottom); // Border var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), Border); g.DrawLine(penBorder, 1, _infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - Border + 1, _infoRowHeight, pnl.ClientSize.Width - Border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - Border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - Border + 1); }
/// <summary> /// Paints panel pnlInfo /// </summary> private void PnlInfoPaint(object sender, PaintEventArgs e) { // ---------------------------------------------------------------------+ // | Way points description | // |--------------------------------------------------------------------+ // | Number | Description | Price | Direction | Lots | Position | Order | // |--------------------------------------------------------------------+ //xp0 xp1 xp2 xp3 xp4 xp5 xp6 xp7 Graphics g = e.Graphics; g.Clear(LayoutColors.ColorControlBack); if (!Data.IsData || !Data.IsResult) { return; } var pnl = (Panel)sender; string ff = Data.FF; // Format modifier to print the floats var size = new Size(_aiX[_columns] - _aiX[0], _infoRowHeight); var sf = new StringFormat { Alignment = StringAlignment.Center, LineAlignment = StringAlignment.Near }; // Caption background var pntStart = new PointF(0, 0); SizeF szfCaption = new Size(pnl.ClientSize.Width, 2 * _infoRowHeight); var rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text var stringFormat = new StringFormat { LineAlignment = StringAlignment.Center, Trimming = StringTrimming.EllipsisCharacter, FormatFlags = StringFormatFlags.NoWrap, Alignment = StringAlignment.Near }; string stringCaptionText = Language.T("Way Points Description"); float captionWidth = Math.Min(_pnlInfo.ClientSize.Width, _aiX[_columns] - _aiX[0]); float fCaptionTextWidth = g.MeasureString(stringCaptionText, _fontInfo).Width; float fCaptionTextX = Math.Max((captionWidth - fCaptionTextWidth) / 2f, 0); var pfCaptionText = new PointF(fCaptionTextX, 0); var sfCaptionText = new SizeF(captionWidth - fCaptionTextX, _infoRowHeight); rectfCaption = new RectangleF(pfCaptionText, sfCaptionText); // First caption raw g.DrawString(stringCaptionText, _fontInfo, _brushCaptionText, rectfCaption, stringFormat); // Second caption raw for (int i = 0; i < _columns; i++) { g.DrawString(_asTitles[i], _fontInfo, _brushCaptionText, (_aiX[i] + _aiX[i + 1]) / 2f, _infoRowHeight, sf); } Brush brush = new SolidBrush(LayoutColors.ColorControlText); for (int pnt = 0; pnt < Backtester.WayPoints(_barCurrent); pnt++) { int y = (pnt + 2) * _infoRowHeight; var point = new Point(_aiX[0], y); // Even row if (Math.Abs(pnt % 2f - 0) > 0.00001) { g.FillRectangle(_brushEvenRow, new Rectangle(point, size)); } int positionNumber = Backtester.WayPoint(_barCurrent, pnt).PosNumb; WayPointType wpType = Backtester.WayPoint(_barCurrent, pnt).WPType; PosDirection posDirection = Backtester.PosFromNumb(positionNumber).PosDir; double posLots = Backtester.PosFromNumb(positionNumber).PosLots; int ordNumber = Backtester.WayPoint(_barCurrent, pnt).OrdNumb; g.DrawString((pnt + 1).ToString(CultureInfo.InvariantCulture), _fontInfo, brush, (_aiX[0] + _aiX[1]) / 2f, y, sf); g.DrawString(Language.T(WayPoint.WPTypeToString(wpType)), _fontInfo, brush, _aiX[1] + 2, y); g.DrawString(Backtester.WayPoint(_barCurrent, pnt).Price.ToString(ff), _fontInfo, brush, (_aiX[3] + _aiX[2]) / 2f, y, sf); if (positionNumber > -1) { g.DrawString(Language.T(posDirection.ToString()), _fontInfo, brush, (_aiX[4] + _aiX[3]) / 2f, y, sf); g.DrawString(posLots.ToString(CultureInfo.InvariantCulture), _fontInfo, brush, (_aiX[5] + _aiX[4]) / 2f, y, sf); g.DrawString((positionNumber + 1).ToString(CultureInfo.InvariantCulture), _fontInfo, brush, (_aiX[6] + _aiX[5]) / 2f, y, sf); } if (ordNumber > -1) { g.DrawString((ordNumber + 1).ToString(CultureInfo.InvariantCulture), _fontInfo, brush, (_aiX[7] + _aiX[6]) / 2f, y, sf); } } // Vertical lines var penLine = new Pen(LayoutColors.ColorJournalLines); for (int i = 1; i < _columns; i++) { g.DrawLine(penLine, _aiX[i], 2 * _infoRowHeight, _aiX[i], ClientSize.Height - Border); } // Border var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), Border); g.DrawLine(penBorder, 1, 2 * _infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - Border + 1, 2 * _infoRowHeight, pnl.ClientSize.Width - Border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - Border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - Border + 1); }
/// <summary> /// Calculates the size of an entry order. /// </summary> private double AnalyseEntrySize(OrderDirection ordDir, ref PosDirection newPosDir) { double size = 0; PosDirection posDir = Data.PositionDirection; // Orders modification on a fly // Checks whether we are on the market if (posDir == PosDirection.Long || posDir == PosDirection.Short) { // We are on the market if (ordDir == OrderDirection.Buy && posDir == PosDirection.Long || ordDir == OrderDirection.Sell && posDir == PosDirection.Short) { // In case of a Same Dir Signal switch (Data.Strategy.SameSignalAction) { case SameDirSignalAction.Add: if (Data.PositionLots + TradingSize(Data.Strategy.AddingLots) < _maximumLots + Data.InstrProperties.LotStep/2) { // Adding size = TradingSize(Data.Strategy.AddingLots); newPosDir = posDir; } else { // Cancel the Adding size = 0; newPosDir = posDir; } break; case SameDirSignalAction.Winner: if (Data.PositionProfit > Epsilon && Data.PositionLots + TradingSize(Data.Strategy.AddingLots) < _maximumLots + Data.InstrProperties.LotStep/2) { // Adding size = TradingSize(Data.Strategy.AddingLots); newPosDir = posDir; } else { // Cancel the Adding size = 0; newPosDir = posDir; } break; case SameDirSignalAction.Nothing: size = 0; newPosDir = posDir; break; } } else if (ordDir == OrderDirection.Buy && posDir == PosDirection.Short || ordDir == OrderDirection.Sell && posDir == PosDirection.Long) { // In case of an Opposite Dir Signal switch (Data.Strategy.OppSignalAction) { case OppositeDirSignalAction.Reduce: if (Data.PositionLots > TradingSize(Data.Strategy.ReducingLots)) { // Reducing size = TradingSize(Data.Strategy.ReducingLots); newPosDir = posDir; } else { // Closing size = Data.PositionLots; newPosDir = PosDirection.Closed; } break; case OppositeDirSignalAction.Close: size = Data.PositionLots; newPosDir = PosDirection.Closed; break; case OppositeDirSignalAction.Reverse: size = Data.PositionLots + TradingSize(Data.Strategy.EntryLots); newPosDir = posDir == PosDirection.Long ? PosDirection.Short : PosDirection.Long; break; case OppositeDirSignalAction.Nothing: size = 0; newPosDir = posDir; break; } } } else { // We are square on the market size = TradingSize(Data.Strategy.EntryLots); if (Data.Strategy.UseMartingale && Data.ConsecutiveLosses > 0) { size = size * Math.Pow(Data.Strategy.MartingaleMultiplier, Data.ConsecutiveLosses); size = NormalizeEntrySize(size); } size = Math.Min(size, _maximumLots); newPosDir = ordDir == OrderDirection.Buy ? PosDirection.Long : PosDirection.Short; } return size; }
/// <summary> /// Calculates the size of an entry order. /// </summary> double AnalyseEntrySize(OrderDirection ordDir, ref PosDirection newPosDir) { double size = 0; PosDirection posDir = Data.PositionDirection; // Orders modification on a fly // Checks whether we are on the market if (posDir == PosDirection.Long || posDir == PosDirection.Short) { // We are on the market if (ordDir == OrderDirection.Buy && posDir == PosDirection.Long || ordDir == OrderDirection.Sell && posDir == PosDirection.Short) { // In case of a Same Dir Signal switch (Data.Strategy.SameSignalAction) { case SameDirSignalAction.Add: if (Data.PositionLots + TradingSize(Data.Strategy.AddingLots) < maximumLots + Data.InstrProperties.LotStep / 2) { // Adding size = TradingSize(Data.Strategy.AddingLots); newPosDir = posDir; } else { // Cancel the Adding size = 0; newPosDir = posDir; } break; case SameDirSignalAction.Winner: if (Data.PositionProfit > micron && Data.PositionLots + TradingSize(Data.Strategy.AddingLots) < maximumLots + Data.InstrProperties.LotStep / 2) { // Adding size = TradingSize(Data.Strategy.AddingLots); newPosDir = posDir; } else { // Cancel the Adding size = 0; newPosDir = posDir; } break; case SameDirSignalAction.Nothing: size = 0; newPosDir = posDir; break; default: break; } } else if (ordDir == OrderDirection.Buy && posDir == PosDirection.Short || ordDir == OrderDirection.Sell && posDir == PosDirection.Long) { // In case of an Opposite Dir Signal switch (Data.Strategy.OppSignalAction) { case OppositeDirSignalAction.Reduce: if (Data.PositionLots > TradingSize(Data.Strategy.ReducingLots)) { // Reducing size = TradingSize(Data.Strategy.ReducingLots); newPosDir = posDir; } else { // Closing size = Data.PositionLots; newPosDir = PosDirection.Closed; } break; case OppositeDirSignalAction.Close: size = Data.PositionLots; newPosDir = PosDirection.Closed; break; case OppositeDirSignalAction.Reverse: size = Data.PositionLots + TradingSize(Data.Strategy.EntryLots); newPosDir = posDir == PosDirection.Long ? PosDirection.Short : PosDirection.Long; break; case OppositeDirSignalAction.Nothing: size = 0; newPosDir = posDir; break; default: break; } } } else { // We are square on the market size = Math.Min(TradingSize(Data.Strategy.EntryLots), maximumLots); newPosDir = ordDir == OrderDirection.Buy ? PosDirection.Long : PosDirection.Short; } return size; }
/// <summary> /// Sets an entry order /// </summary> static void SetEntryOrders(int bar, double price, PosDirection posDir, double lots) { if (lots < 0.005) return; // This is a manner of cancellation an order. int ifOrder = 0; int toPos = 0; if (posDir == PosDirection.Long) { if (openStrPriceType == StrategyPriceType.Open || openStrPriceType == StrategyPriceType.Close) OrdBuyMarket(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else if (price > Open[bar]) OrdBuyStop(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else if (price < Open[bar]) OrdBuyLimit(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else OrdBuyMarket(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); } else { if (openStrPriceType == StrategyPriceType.Open || openStrPriceType == StrategyPriceType.Close) OrdSellMarket(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else if (price < Open[bar]) OrdSellStop(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else if (price > Open[bar]) OrdSellLimit(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); else OrdSellMarket(bar, ifOrder, toPos, lots, price, OrderSender.Open, OrderOrigin.Strategy, Language.T("Entry Order")); } return; }
private bool _posFlag; // It shows if there was a position during this bar. #endregion Fields #region Constructors public BarStats(DateTime barTime, PosDirection posDir, double posPrice, double posLots) { Operations = new List<Operation>(); BarTime = barTime; PositionDir = posDir; PositionPrice = posPrice; PositionLots = posLots; }