/// <summary>
/// Calculates Data Tables.
/// </summary>
private void CalculateStatsTables(int percentDeviation, int countParam)
{
string unit = " " + Configs.AccountCurrency;
var tableNames = new[]
{
Language.T("Account balance") + unit,
Language.T("Profit per day") + unit,
Language.T("Maximum drawdown") + unit,
Language.T("Gross profit") + unit,
Language.T("Gross loss") + unit,
Language.T("Executed orders"),
Language.T("Traded lots"),
Language.T("Time in position") + " %",
Language.T("Sent orders"),
Language.T("Charged spread") + unit,
Language.T("Charged rollover") + unit,
Language.T("Winning trades"),
Language.T("Losing trades"),
Language.T("Win/loss ratio"),
Language.T("Max equity drawdown") + " %"
};
tablesCount = tableNames.Length;
tableReport = new OverOptimizationDataTable[tablesCount];
for (int t = 0; t < tableNames.Length; t++)
{
tableReport[t] = new OverOptimizationDataTable(percentDeviation, countParam)
{
Name = tableNames[t]
};
}
int parNumber = 0;
bool isBgWorkCanceled = false;
for (int slot = 0; slot < Data.Strategy.Slots && !isBgWorkCanceled; slot++)
{
for (int numParam = 0; numParam < 6 && !isBgWorkCanceled; numParam++)
{
if (Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Enabled && parNumber < countParam)
{
for (int index = percentDeviation; index >= -percentDeviation && !isBgWorkCanceled; index--)
{
isBgWorkCanceled = bgWorker.CancellationPending;
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = tableParameters.GetData(
index, parNumber);
CalculateIndicator(slot);
Backtester.Calculate();
Backtester.CalculateAccountStats();
var statValues = new[]
{
Backtester.NetMoneyBalance,
Backtester.MoneyProfitPerDay,
Backtester.MaxMoneyDrawdown,
Backtester.GrossMoneyProfit,
Backtester.GrossMoneyLoss,
Backtester.ExecutedOrders,
Backtester.TradedLots,
Backtester.TimeInPosition,
Backtester.SentOrders,
Backtester.TotalChargedMoneySpread,
Backtester.TotalChargedMoneyRollOver,
Backtester.WinningTrades,
Backtester.LosingTrades,
Backtester.WinLossRatio,
Backtester.MoneyEquityPercentDrawdown
};
for (int tn = 0; tn < tablesCount; tn++)
{
tableReport[tn].SetData(index, parNumber, statValues[tn]);
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = Math.Min(100 * computedCycles / cycles, 100);
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
bgWorker.ReportProgress(percentComplete);
}
}
// Set default value
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = tableParameters.GetData(0,
parNumber);
CalculateIndicator(slot);
parNumber++;
}
}
}
}
/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(OverOptimizationDataTable table)
{
Table = table;
// Chart Title
chartTitle = table.Name;
font = new Font(Font.FontFamily, 9);
captionHeight = Math.Max(font.Height, 18);
rectfCaption = new RectangleF(0, 0, ClientSize.Width, captionHeight);
stringFormatCaption = new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap
};
brushFore = new SolidBrush(LayoutColors.ColorChartFore);
penGrid = new Pen(LayoutColors.ColorChartGrid)
{DashStyle = DashStyle.Dash, DashPattern = new float[] {4, 2}};
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
Border);
devSteps = table.CountDeviationSteps;
percentDev = (devSteps - 1)/2;
parameters = table.CountStrategyParams;
if (parameters == 0)
return;
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < devSteps; dev++)
{
int index = dev - percentDev;
double value = table.GetData(index, param);
if (min > value) min = value;
if (max < value) max = value;
}
if (minValue > min) minValue = min;
if (maxValue < max) maxValue = max;
}
maximum = (int) Math.Round(maxValue + 0.1*Math.Abs(maxValue));
minimum = (int) Math.Round(minValue - 0.1*Math.Abs(minValue));
int roundStep = Math.Abs(minimum) > 1 ? 10 : 1;
minimum = (int) (Math.Floor(minimum/(float) roundStep)*roundStep);
if (Math.Abs(maximum - minimum) < 1) maximum = minimum + 1;
yTop = (int) captionHeight + 2*Space + 1;
yBottom = ClientSize.Height - 2*Space - 1 - Border - Space - Font.Height;
Graphics g = CreateGraphics();
labelWidth =
(int)
Math.Max(g.MeasureString(minimum.ToString(CultureInfo.InvariantCulture), font).Width,
g.MeasureString(maximum.ToString(CultureInfo.InvariantCulture), font).Width);
g.Dispose();
labelWidth = Math.Max(labelWidth, 30);
xLeft = Border + 3*Space;
xRight = ClientSize.Width - Border - 2*Space - labelWidth;
xScale = (xRight - xLeft)/(float) (devSteps - 1);
xMiddle = (int) (xLeft + percentDev*xScale);
countLabels = Math.Max((yBottom - yTop)/20, 2);
delta = (float) Math.Max(Math.Round((maximum - minimum)/(float) countLabels), roundStep);
step = (int) Math.Ceiling(delta/roundStep)*roundStep;
countLabels = (int) Math.Ceiling((maximum - minimum)/(float) step);
maximum = minimum + countLabels*step;
yScale = (yBottom - yTop)/(countLabels*(float) step);
apntParameters = new PointF[parameters][];
for (int param = 0; param < parameters; param++)
{
apntParameters[param] = new PointF[devSteps];
for (int dev = 0; dev < devSteps; dev++)
{
int index = dev - percentDev;
apntParameters[param][dev].X = xLeft + dev*xScale;
apntParameters[param][dev].Y =
(float) (yBottom - (table.GetData(index, param) - minimum)*yScale);
}
}
}
/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(OverOptimizationDataTable table)
{
Table = table;
// Chart Title
chartTitle = table.Name;
font = new Font(Font.FontFamily, 9);
captionHeight = Math.Max(font.Height, 18);
rectfCaption = new RectangleF(0, 0, ClientSize.Width, captionHeight);
stringFormatCaption = new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap
};
brushFore = new SolidBrush(LayoutColors.ColorChartFore);
penGrid = new Pen(LayoutColors.ColorChartGrid)
{
DashStyle = DashStyle.Dash, DashPattern = new float[] { 4, 2 }
};
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
Border);
devSteps = table.CountDeviationSteps;
percentDev = (devSteps - 1) / 2;
parameters = table.CountStrategyParams;
if (parameters == 0)
{
return;
}
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < devSteps; dev++)
{
int index = dev - percentDev;
double value = table.GetData(index, param);
if (min > value)
{
min = value;
}
if (max < value)
{
max = value;
}
}
if (minValue > min)
{
minValue = min;
}
if (maxValue < max)
{
maxValue = max;
}
}
maximum = (int)Math.Round(maxValue + 0.1 * Math.Abs(maxValue));
minimum = (int)Math.Round(minValue - 0.1 * Math.Abs(minValue));
int roundStep = Math.Abs(minimum) > 1 ? 10 : 1;
minimum = (int)(Math.Floor(minimum / (float)roundStep) * roundStep);
if (Math.Abs(maximum - minimum) < 1)
{
maximum = minimum + 1;
}
yTop = (int)captionHeight + 2 * Space + 1;
yBottom = ClientSize.Height - 2 * Space - 1 - Border - Space - Font.Height;
Graphics g = CreateGraphics();
labelWidth =
(int)
Math.Max(g.MeasureString(minimum.ToString(CultureInfo.InvariantCulture), font).Width,
g.MeasureString(maximum.ToString(CultureInfo.InvariantCulture), font).Width);
g.Dispose();
labelWidth = Math.Max(labelWidth, 30);
xLeft = Border + 3 * Space;
xRight = ClientSize.Width - Border - 2 * Space - labelWidth;
xScale = (xRight - xLeft) / (float)(devSteps - 1);
xMiddle = (int)(xLeft + percentDev * xScale);
countLabels = Math.Max((yBottom - yTop) / 20, 2);
delta = (float)Math.Max(Math.Round((maximum - minimum) / (float)countLabels), roundStep);
step = (int)Math.Ceiling(delta / roundStep) * roundStep;
countLabels = (int)Math.Ceiling((maximum - minimum) / (float)step);
maximum = minimum + countLabels * step;
yScale = (yBottom - yTop) / (countLabels * (float)step);
apntParameters = new PointF[parameters][];
for (int param = 0; param < parameters; param++)
{
apntParameters[param] = new PointF[devSteps];
for (int dev = 0; dev < devSteps; dev++)
{
int index = dev - percentDev;
apntParameters[param][dev].X = xLeft + dev * xScale;
apntParameters[param][dev].Y =
(float)(yBottom - (table.GetData(index, param) - minimum) * yScale);
}
}
}