/// <summary>
/// Exports the bar summary
/// </summary>
public void ExportBarSummary()
{
string stage = String.Empty;
if (Data.IsProgramBeta)
{
stage = " " + Language.T("Beta");
}
else if (Data.IsProgramReleaseCandidate)
{
stage = " " + "RC";
}
string ff = Data.Ff; // Format modifier to print float numbers
string df = Data.Df; // Format modifier to print date
var sb = new StringBuilder();
sb.Append("Forex Strategy Builder v" + Data.ProgramVersion + stage + Environment.NewLine);
sb.Append("Strategy name: " + Data.Strategy.StrategyName + Environment.NewLine);
sb.Append("Exported on " + DateTime.Now + Environment.NewLine);
sb.Append(Data.Symbol + " " + Data.PeriodString + "; Values in points" + Environment.NewLine);
sb.Append("Bar Numb\t");
sb.Append("Date\t");
sb.Append("Hour\t");
sb.Append("Open\t");
sb.Append("High\t");
sb.Append("Low\t");
sb.Append("Close\t");
sb.Append("Volume\t");
sb.Append("Direction\t");
sb.Append("Lots\t");
sb.Append("Transaction\t");
sb.Append("Price\t");
sb.Append("Profit Loss\t");
sb.Append("Floating P/L\t");
sb.Append("Spread\t");
sb.Append("Rollover\t");
sb.Append("Balance\t");
sb.Append("Equity\t");
sb.Append("Interpolation" + Environment.NewLine);
for (int bar = 0; bar < Data.Bars; bar++)
{
sb.Append((bar + 1) + "\t");
sb.Append(Data.Time[bar].ToString(df) + "\t");
sb.Append(Data.Time[bar].ToString("HH:mm") + "\t");
sb.Append(Data.Open[bar].ToString(ff) + "\t");
sb.Append(Data.High[bar].ToString(ff) + "\t");
sb.Append(Data.Low[bar].ToString(ff) + "\t");
sb.Append(Data.Close[bar].ToString(ff) + "\t");
sb.Append(Data.Volume[bar] + "\t");
if (Backtester.IsPos(bar))
{
sb.Append(Backtester.SummaryDir(bar) + "\t");
sb.Append(Backtester.SummaryLots(bar) + "\t");
sb.Append(Backtester.SummaryTrans(bar) + "\t");
sb.Append(Backtester.SummaryPrice(bar).ToString(ff) + "\t");
sb.Append(Backtester.ProfitLoss(bar) + "\t");
sb.Append(Backtester.FloatingPL(bar) + "\t");
}
else
{
sb.Append("\t\t\t\t\t\t");
}
sb.Append(Backtester.ChargedSpread(bar) + "\t");
sb.Append(Backtester.ChargedRollOver(bar) + "\t");
sb.Append(Backtester.Balance(bar) + "\t");
sb.Append(Backtester.Equity(bar) + "\t");
sb.Append(Backtester.BackTestEvalToString(bar) + "\t");
sb.Append(Environment.NewLine);
}
string fileName = Data.Strategy.StrategyName + "-" + Data.Symbol + "-" + Data.Period.ToString();
SaveData(fileName, sb);
}
/// <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);
}
/// <summary>
/// Sets the chart parameters
/// </summary>
private void InitChart(int width, int height)
{
try
{
Chart = new Bitmap(width, height);
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
const int border = 1;
const int space = 2;
int maximum;
int minimum;
int firstBar = Data.FirstBar;
int bars = Data.Bars;
int chartBars = Data.Bars - firstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney
? (int)Backtester.MaxLongMoneyBalance
: Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney
? (int)Backtester.MinLongMoneyBalance
: Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney
? (int)Backtester.MaxShortMoneyBalance
: Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney
? (int)Backtester.MinShortMoneyBalance
: Backtester.MinShortBalance;
int maxLsBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLsBalance = Math.Min(minLongBalance, minShortBalance);
maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLsBalance) + 1;
minimum = Math.Min(Math.Min(minBalance, minEquity), minLsBalance) - 1;
}
else
{
maximum = Math.Max(maxBalance, maxEquity) + 1;
minimum = Math.Min(minBalance, minEquity) - 1;
}
const int yTop = border + space;
int yBottom = height - border - space;
const int xLeft = border;
int xRight = width - border - space;
float xScale = (xRight - xLeft) / (float)chartBars;
float yScale = (yBottom - yTop) / (float)(maximum - minimum);
var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
border);
var balancePoints = new PointF[chartBars];
var equityPoints = new PointF[chartBars];
var longBalancePoints = new PointF[chartBars];
var shortBalancePoints = new PointF[chartBars];
int index = 0;
for (int bar = firstBar; bar < bars; bar++)
{
balancePoints[index].X = xLeft + index * xScale;
equityPoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
balancePoints[index].Y = (float)(yBottom - (Backtester.MoneyBalance(bar) - minimum) * yScale);
equityPoints[index].Y = (float)(yBottom - (Backtester.MoneyEquity(bar) - minimum) * yScale);
}
else
{
balancePoints[index].Y = yBottom - (Backtester.Balance(bar) - minimum) * yScale;
equityPoints[index].Y = yBottom - (Backtester.Equity(bar) - minimum) * yScale;
}
if (Configs.AdditionalStatistics)
{
longBalancePoints[index].X = xLeft + index * xScale;
shortBalancePoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
longBalancePoints[index].Y =
(float)(yBottom - (Backtester.LongMoneyBalance(bar) - minimum) * yScale);
shortBalancePoints[index].Y =
(float)(yBottom - (Backtester.ShortMoneyBalance(bar) - minimum) * yScale);
}
else
{
longBalancePoints[index].Y = yBottom - (Backtester.LongBalance(bar) - minimum) * yScale;
shortBalancePoints[index].Y = yBottom - (Backtester.ShortBalance(bar) - minimum) * yScale;
}
}
index++;
}
Graphics g = Graphics.FromImage(Chart);
// Paints the background by gradient
var rectField = new RectangleF(1, 1, width - 2, height - 2);
g.FillRectangle(new SolidBrush(LayoutColors.ColorChartBack), rectField);
// Border
g.DrawRectangle(penBorder, 0, 0, width - 1, height - 1);
// Equity line
g.DrawLines(new Pen(LayoutColors.ColorChartEquityLine), equityPoints);
// Draw Long and Short balance
if (Configs.AdditionalStatistics)
{
g.DrawLines(new Pen(Color.Red), shortBalancePoints);
g.DrawLines(new Pen(Color.Green), longBalancePoints);
}
// Draw the balance line
g.DrawLines(new Pen(LayoutColors.ColorChartBalanceLine), balancePoints);
} catch { }
}
/// <summary>
/// Sets chart's back testing data.
/// </summary>
public void SetChartData()
{
isNotPaint = !Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar;
if (isNotPaint)
{
return;
}
showPriceLine = Configs.ShowPriceChartOnAccountChart && Backtester.ExecutedOrders > 0;
isScanPerformed = Backtester.IsScanPerformed;
data.FirstBar = Data.FirstBar;
data.Bars = Data.Bars;
chartBars = Data.Bars - Data.FirstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney
? (int)Backtester.MaxLongMoneyBalance
: Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney
? (int)Backtester.MinLongMoneyBalance
: Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney
? (int)Backtester.MaxShortMoneyBalance
: Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney
? (int)Backtester.MinShortMoneyBalance
: Backtester.MinShortBalance;
int maxLongShortBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLongShortBalance = Math.Min(minLongBalance, minShortBalance);
data.Maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLongShortBalance) + 1;
data.Minimum = Math.Min(Math.Min(minBalance, minEquity), minLongShortBalance) - 1;
}
else
{
data.Maximum = Math.Max(maxBalance, maxEquity) + 1;
data.Minimum = Math.Min(minBalance, minEquity) - 1;
}
data.Minimum = (int)(Math.Floor(data.Minimum / 10f) * 10);
data.DataMaxPrice = Data.MaxPrice;
data.DataMinPrice = Data.MinPrice;
if (showPriceLine)
{
data.ClosePrice = new double[data.Bars];
Data.Close.CopyTo(data.ClosePrice, 0);
}
if (Configs.AccountInMoney)
{
data.MoneyBalance = new double[data.Bars];
data.MoneyEquity = new double[data.Bars];
}
else
{
data.Balance = new int[data.Bars];
data.Equity = new int[data.Bars];
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
data.LongMoneyBalance = new double[data.Bars];
data.ShortMoneyBalance = new double[data.Bars];
}
else
{
data.LongBalance = new int[data.Bars];
data.ShortBalance = new int[data.Bars];
}
}
for (int bar = data.FirstBar; bar < data.Bars; bar++)
{
if (Configs.AccountInMoney)
{
data.MoneyBalance[bar] = Backtester.MoneyBalance(bar);
data.MoneyEquity[bar] = Backtester.MoneyEquity(bar);
}
else
{
data.Balance[bar] = Backtester.Balance(bar);
data.Equity[bar] = Backtester.Equity(bar);
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
data.LongMoneyBalance[bar] = Backtester.LongMoneyBalance(bar);
data.ShortMoneyBalance[bar] = Backtester.ShortMoneyBalance(bar);
}
else
{
data.LongBalance[bar] = Backtester.LongBalance(bar);
data.ShortBalance[bar] = Backtester.ShortBalance(bar);
}
}
}
data.MarginCallBar = Backtester.MarginCallBar;
if (IsOOS && OOSBar > data.FirstBar)
{
data.NetBalance =
(float)(Configs.AccountInMoney ? Backtester.MoneyBalance(OOSBar) : Backtester.Balance(OOSBar));
data.DataTimeBarOOS = Data.Time[OOSBar];
}
else
{
data.NetBalance = (float)(Configs.AccountInMoney ? Backtester.NetMoneyBalance : Backtester.NetBalance);
}
}
