/// <summary> /// Duplicates an logic condition. /// </summary> public void DuplicateFilter(int slotToDuplicate) { Data.Log("Duplicate a Filter"); if (Slot[slotToDuplicate].SlotType == SlotTypes.OpenFilter && OpenFilters < MaxOpenFilters || Slot[slotToDuplicate].SlotType == SlotTypes.CloseFilter && CloseFilters < MaxCloseFilters) { IndicatorSlot tempSlot = Slot[slotToDuplicate].Clone(); if (Slot[slotToDuplicate].SlotType == SlotTypes.OpenFilter) { int iAddedslot = AddOpenFilter(); Slot[iAddedslot] = tempSlot.Clone(); } if (Slot[slotToDuplicate].SlotType == SlotTypes.CloseFilter) { int addedslot = AddCloseFilter(); Slot[addedslot] = tempSlot.Clone(); } // Sets the slot numbers. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot].SlotNumber = slot; } } return; }
/// <summary> /// Adds a new Close Filter to the strategy. /// </summary> /// <returns>The number of new Close Filter Slot.</returns> public int AddCloseFilter() { Data.Log("Adding a Close Filter"); closeFilters++; IndicatorSlot[] aIndSlotOld = (IndicatorSlot[])indicatorSlot.Clone(); indicatorSlot = new IndicatorSlot[Slots]; int newSlotNumb = Slots - 1; // The number of new close filter slot. // Copy all old slots. for (int slot = 0; slot < newSlotNumb; slot++) { indicatorSlot[slot] = aIndSlotOld[slot]; } // Create the new slot. indicatorSlot[newSlotNumb] = new IndicatorSlot(); indicatorSlot[newSlotNumb].SlotType = SlotTypes.CloseFilter; // Sets the slot numbers. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot].SlotNumber = slot; } return(newSlotNumb); }
/// <summary> /// Adds a new Open Filter to the strategy. /// </summary> /// <returns>The number of new Open Filter Slot.</returns> public int AddOpenFilter() { Data.Log("Adding an Open Filter"); OpenFilters++; IndicatorSlot[] aIndSlotOld = (IndicatorSlot[])indicatorSlot.Clone(); indicatorSlot = new IndicatorSlot[Slots]; int newSlotNumb = OpenFilters; // The number of new open filter slot. // Copy the open slot and all old open filters. for (int slot = 0; slot < newSlotNumb; slot++) { indicatorSlot[slot] = aIndSlotOld[slot]; } // Copy the close slot and all close filters. for (int slot = newSlotNumb + 1; slot < Slots; slot++) { indicatorSlot[slot] = aIndSlotOld[slot - 1]; } // Create the new slot. indicatorSlot[newSlotNumb] = new IndicatorSlot(); indicatorSlot[newSlotNumb].SlotType = SlotTypes.OpenFilter; // Sets the slot numbers. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot].SlotNumber = slot; } return(newSlotNumb); }
/// <summary> /// Calculates the strategy. /// </summary> /// <param name="recalcIndicators">true - to recalculate all the indicators.</param> void Calculate(bool recalcIndicators) { bool isUPBVChanged = Data.Strategy.AdjustUsePreviousBarValue(); // Calculates the indicators by slots if it's necessary if (recalcIndicators) { foreach (IndicatorSlot indSlot in Data.Strategy.Slot) { string indicatorName = indSlot.IndicatorName; SlotTypes slotType = indSlot.SlotType; Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); indicator.IndParam = indSlot.IndParam; indicator.Calculate(slotType); indSlot.IndicatorName = indicator.IndicatorName; indSlot.IndParam = indicator.IndParam; indSlot.Component = indicator.Component; indSlot.SeparatedChart = indicator.SeparatedChart; indSlot.SpecValue = indicator.SpecialValues; indSlot.MinValue = indicator.SeparatedChartMinValue; indSlot.MaxValue = indicator.SeparatedChartMaxValue; indSlot.IsDefined = true; } } // Searches the indicators' components to determine the Data.FirstBar Data.FirstBar = Data.Strategy.SetFirstBar(); // Logging Data.Log("Calculate the strategy"); // Calculates the backtest Backtester.Calculate(); Backtester.CalculateAccountStats(); Data.IsResult = true; if (isUPBVChanged) { RebuildStrategyLayout(); } smallIndicatorChart.InitChart(); smallIndicatorChart.Invalidate(); smallBalanceChart.SetChartData(); smallBalanceChart.InitChart(); smallBalanceChart.Invalidate(); SetupJournal(); infpnlAccountStatistics.Update( Backtester.AccountStatsParam, Backtester.AccountStatsValue, Backtester.AccountStatsFlags, Language.T("Account Statistics")); return; }
/// <summary> /// Removes all close filters from the strategy. /// </summary> public void RemoveAllCloseFilters() { Data.Log("Removing All Closed Filters"); CloseFilters = 0; IndicatorSlot[] indSlotOld = (IndicatorSlot[])indicatorSlot.Clone(); indicatorSlot = new IndicatorSlot[Slots]; // Copy all slots except the close filters. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot] = indSlotOld[slot]; } }
/// <summary> /// Moves a filter downwards. /// </summary> public void MoveFilterDownwards(int slotToMove) { Data.Log("Move a Filter Downwards"); if (slotToMove < Slots - 1 && Slot[slotToMove].SlotType == Slot[slotToMove + 1].SlotType) { IndicatorSlot tempSlot = Slot[slotToMove + 1].Clone(); Slot[slotToMove + 1] = Slot[slotToMove].Clone(); Slot[slotToMove] = tempSlot.Clone(); // Sets the slot numbers. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot].SlotNumber = slot; } } return; }
/// <summary> /// Removes a filter from the strategy. /// </summary> public void RemoveFilter(int slotToRemove) { if (Slot[slotToRemove].SlotType != SlotTypes.OpenFilter && Slot[slotToRemove].SlotType != SlotTypes.CloseFilter) { return; } Data.Log("Remove a Filter"); if (slotToRemove < CloseSlot) { OpenFilters--; } else { CloseFilters--; } IndicatorSlot[] indSlotOld = (IndicatorSlot[])indicatorSlot.Clone(); indicatorSlot = new IndicatorSlot[Slots]; // Copy all filters before this that has to be removed. for (int slot = 0; slot < slotToRemove; slot++) { indicatorSlot[slot] = indSlotOld[slot]; } // Copy all filters after this that has to be removed. for (int slot = slotToRemove; slot < Slots; slot++) { indicatorSlot[slot] = indSlotOld[slot + 1]; } // Sets the slot numbers. for (int slot = 0; slot < Slots; slot++) { indicatorSlot[slot].SlotNumber = slot; } return; }