/// <summary>
/// Optimize all the checked parameters
/// </summary>
private void OptimizeParams(BackgroundWorker worker, DoWorkEventArgs e)
{
int bestBalance = (_isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance);
// First Optimization Cycle
for (int round = 0; round < _checkedParams && _isOptimizing; round++)
{
if (worker.CancellationPending) break;
int param = _aiChecked[round];
var min = (double) AnudParameterMin[param].Value;
var max = (double) AnudParameterMax[param].Value;
var step = (double) AnudParameterStep[param].Value;
for (double value = min; value <= max; value += step)
{
if (worker.CancellationPending) break;
AParameter[param].Value = value;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param].SlotNumber);
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
FillInReport();
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param].BestValue = value;
ShowParamBestValue(param);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100*_computedCycles/_cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
AParameter[param].Value = AParameter[param].BestValue;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param].SlotNumber);
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
return;
}
if (_checkedParams < 2)
return;
// Counts the necessary round
int rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
for (int j = 0; j < _checkedParams; j++)
if (i < j) rounds++;
var aCP = new CoupleOfParams[rounds];
var aCPTemp = new CoupleOfParams[rounds];
rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
for (int j = 0; j < _checkedParams; j++)
if (i < j)
{
aCPTemp[rounds].Param1 = _aiChecked[i];
aCPTemp[rounds].Param2 = _aiChecked[j];
aCPTemp[rounds].IsPassed = false;
rounds++;
}
// Shaking the parameters
for (int round = 0; round < rounds; round++)
{
int couple;
do
{
couple = _rand.Next(rounds);
} while (aCPTemp[couple].IsPassed);
aCPTemp[couple].IsPassed = true;
aCP[round] = aCPTemp[couple];
}
// The Optimization Cycle
for (int round = 0; round < rounds; round++)
{
if (worker.CancellationPending) break;
int param1 = aCP[round].Param1;
int param2 = aCP[round].Param2;
bool isOneIndicator = (AParameter[param1].Type == OptimizerParameterType.Indicator &&
AParameter[param2].Type == OptimizerParameterType.Indicator &&
AParameter[param1].IndParam.IndicatorName ==
AParameter[param2].IndParam.IndicatorName);
var min1 = (double) AnudParameterMin[param1].Value;
var max1 = (double) AnudParameterMax[param1].Value;
var step1 = (double) AnudParameterStep[param1].Value;
var min2 = (double) AnudParameterMin[param2].Value;
var max2 = (double) AnudParameterMax[param2].Value;
var step2 = (double) AnudParameterStep[param2].Value;
for (double value1 = min1; value1 <= max1; value1 += step1)
{
if (worker.CancellationPending) break;
if (!isOneIndicator)
{
AParameter[param1].Value = value1;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param1].SlotNumber);
}
for (double value2 = min2; value2 <= max2; value2 += step2)
{
if (worker.CancellationPending) break;
if (isOneIndicator)
{
AParameter[param1].Value = value1;
AParameter[param2].Value = value2;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param1].SlotNumber);
}
else
{
AParameter[param2].Value = value2;
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param2].SlotNumber);
}
// Calculates the Strategy
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
FillInReport();
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param1].BestValue = value1;
AParameter[param2].BestValue = value2;
ShowParamBestValue(param1);
ShowParamBestValue(param2);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100*_computedCycles/_cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
AParameter[param1].Value = AParameter[param1].BestValue;
AParameter[param2].Value = AParameter[param2].BestValue;
if (isOneIndicator)
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param1].SlotNumber);
}
else
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param1].SlotNumber);
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
CalculateIndicator(AParameter[param2].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
}
}
/// <summary>
/// Optimize all the checked parameters
/// </summary>
private void OptimizeParams(BackgroundWorker worker, DoWorkEventArgs e)
{
int bestBalance = (_isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance);
// First Optimization Cycle
for (int round = 0; round < _checkedParams && _isOptimizing; round++)
{
if (worker.CancellationPending)
{
break;
}
int param = _aiChecked[round];
var min = (double)AnudParameterMin[param].Value;
var max = (double)AnudParameterMax[param].Value;
var step = (double)AnudParameterStep[param].Value;
for (double value = min; value <= max; value += step)
{
if (worker.CancellationPending)
{
break;
}
AParameter[param].Value = value;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param].BestValue = value;
ShowParamBestValue(param);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100 * _computedCycles / _cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
AParameter[param].Value = AParameter[param].BestValue;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
return;
}
if (_checkedParams < 2)
{
return;
}
// Counts the necessary round
int rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
{
for (int j = 0; j < _checkedParams; j++)
{
if (i < j)
{
rounds++;
}
}
}
var aCP = new CoupleOfParams[rounds];
var aCPTemp = new CoupleOfParams[rounds];
rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
{
for (int j = 0; j < _checkedParams; j++)
{
if (i < j)
{
aCPTemp[rounds].Param1 = _aiChecked[i];
aCPTemp[rounds].Param2 = _aiChecked[j];
aCPTemp[rounds].IsPassed = false;
rounds++;
}
}
}
// Shaking the parameters
for (int round = 0; round < rounds; round++)
{
int couple;
do
{
couple = _rand.Next(rounds);
} while (aCPTemp[couple].IsPassed);
aCPTemp[couple].IsPassed = true;
aCP[round] = aCPTemp[couple];
}
// The Optimization Cycle
for (int round = 0; round < rounds; round++)
{
if (worker.CancellationPending)
{
break;
}
int param1 = aCP[round].Param1;
int param2 = aCP[round].Param2;
bool isOneIndicator = (AParameter[param1].Type == OptimizerParameterType.Indicator &&
AParameter[param2].Type == OptimizerParameterType.Indicator &&
AParameter[param1].IndParam.IndicatorName ==
AParameter[param2].IndParam.IndicatorName);
var min1 = (double)AnudParameterMin[param1].Value;
var max1 = (double)AnudParameterMax[param1].Value;
var step1 = (double)AnudParameterStep[param1].Value;
var min2 = (double)AnudParameterMin[param2].Value;
var max2 = (double)AnudParameterMax[param2].Value;
var step2 = (double)AnudParameterStep[param2].Value;
for (double value1 = min1; value1 <= max1; value1 += step1)
{
if (worker.CancellationPending)
{
break;
}
if (!isOneIndicator)
{
AParameter[param1].Value = value1;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
for (double value2 = min2; value2 <= max2; value2 += step2)
{
if (worker.CancellationPending)
{
break;
}
if (isOneIndicator)
{
AParameter[param1].Value = value1;
AParameter[param2].Value = value2;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
else
{
AParameter[param2].Value = value2;
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param2].SlotNumber);
}
}
// Calculates the Strategy
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param1].BestValue = value1;
AParameter[param2].BestValue = value2;
ShowParamBestValue(param1);
ShowParamBestValue(param2);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100 * _computedCycles / _cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
AParameter[param1].Value = AParameter[param1].BestValue;
AParameter[param2].Value = AParameter[param2].BestValue;
if (isOneIndicator)
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
else
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param2].SlotNumber);
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
}
}
