예제 #1
0
        /// <summary>
        /// Displays simulation result
        /// </summary>
        /// <param name="result"></param>
        private void DisplaySimulationResult(SimulationResult result)
        {
            foreach (var point in chartCtrl.Series[Constants.PriceSerieName].Points)
            {
                MarketAction action = result.Actions.Where(x => x.Date == (point.Tag as OHLC).Date).FirstOrDefault();

                if (action != null)
                {
                    point.MarkerImage = action.ActionType == ActionType.Bid ? "MaxMarker.bmp" : "MinMarker.bmp";

                    point.MarkerImageTransparentColor = Color.White;
                }
                else if (!string.IsNullOrEmpty(point.MarkerImage))
                {
                    point.MarkerImage = string.Empty;
                }

            }
        }
예제 #2
0
        /// <summary>
        /// Starts backtesting
        /// </summary>
        private void RunBackTests()
        {
            if (_candles == null || _candles.Count == 0)
            {
                ErrorHelper.DisplayErrorMessage("Not enough data to run the simulation");
                return;
            }
            int i = 0;
            var strategy = TradingStrategy;

            foreach (var candle in _candles)
            {
                var temp = _candles.Take(i++);
                strategy.OnTick(temp.ToList());
            }

            var pair = chartSelector.SelectedPair;
            var res = strategy.GetResult();
            var nbUnitsItem2 = res.BalanceItem1 * _candles.Last().Close;
            lblResult.Text = string.Format("{0:0.00} {3} - {1:0.00} {4} - Total: {2:0.00} {5}", res.BalanceItem2, res.BalanceItem1,
                res.BalanceItem2 + nbUnitsItem2, pair.Item2, pair.Item1, pair.Item2);

            var actions = strategy.Actions;
            var simRes = new SimulationResult
            {
                Actions = actions
            };
            chartCtrl.NotifySimulationResult(simRes);
        }
예제 #3
0
 /// <summary>
 /// Notifies the control that a simulation finished
 /// </summary>
 /// <param name="result"></param>
 public void NotifySimulationResult(SimulationResult result)
 {
     DisplaySimulationResult(result);
 }