/// <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> /// Sets Use prv bar value automaticaly /// </summary> public bool AdjustUsePreviousBarValue() { bool isSomethingChanged = false; if (Data.AutoUsePrvBarValue == false) { return(isSomethingChanged); } for (int slot = 0; slot < Slots; slot++) { isSomethingChanged = SetUsePrevBarValueCheckBox(slot) ? true : isSomethingChanged; } // Reclaculates the indicators if (isSomethingChanged) { for (int slot = 0; slot < Slots; slot++) { string sIndicatorName = Data.Strategy.Slot[slot].IndicatorName; SlotTypes slotType = Data.Strategy.Slot[slot].SlotType; Indicator indicator = Indicator_Store.ConstructIndicator(sIndicatorName, slotType); indicator.IndParam = Data.Strategy.Slot[slot].IndParam; indicator.Calculate(slotType); // Set the Data.Strategy Slot[slot].IndicatorName = indicator.IndicatorName; Slot[slot].IndParam = indicator.IndParam; Slot[slot].Component = indicator.Component; Slot[slot].SeparatedChart = indicator.SeparatedChart; Slot[slot].SpecValue = indicator.SpecialValues; Slot[slot].MinValue = indicator.SeparatedChartMinValue; Slot[slot].MaxValue = indicator.SeparatedChartMaxValue; Slot[slot].IsDefined = true; } } return(isSomethingChanged); }
/// <summary> /// Calculates an indicator and returns OK status. /// </summary> private bool CalculateIndicator(SlotTypes type, Indicator indicator) { bool okStatus; try { indicator.Calculate(type); okStatus = true; } catch (Exception exception) { string request = "Please report this error in the support forum!"; if (indicator.CustomIndicator) { request = "Please report this error to the author of the indicator!<br />" + "You may remove this indicator from the Custom Indicators folder."; } string text = "<h1>Error: " + exception.Message + "</h1>" + "<p>Slot type: <strong>" + type + "</strong><br />" + "Indicator: <strong>" + indicator + "</strong></p>" + "<p>" + request + "</p>"; const string caption = "Indicator Calculation Error"; var msgBox = new FancyMessageBox(text, caption) { BoxWidth = 450, BoxHeight = 250 }; msgBox.Show(); okStatus = false; } return(okStatus); }
/// <summary> /// Tests general parameters of a custom indicator. /// </summary> /// <param name="indicator">The indicator.</param> /// <param name="errorsList">List of the errors</param> /// <returns>True, if the test succeed.</returns> public static bool CustomIndicatorFastTest(Indicator indicator, out string errorsList) { bool isOk = true; var sb = new StringBuilder(); sb.AppendLine("ERROR: Indicator test failed for '" + indicator.IndicatorName + "' indicator."); // Tests the IndicatorName property. if (string.IsNullOrEmpty(indicator.IndicatorName)) { sb.AppendLine("\tThe property 'IndicatorName' is not set."); isOk = false; } // Tests the PossibleSlots property. if (!indicator.TestPossibleSlot(SlotTypes.Open) && !indicator.TestPossibleSlot(SlotTypes.OpenFilter) && !indicator.TestPossibleSlot(SlotTypes.Close) && !indicator.TestPossibleSlot(SlotTypes.CloseFilter)) { sb.AppendLine("\tThe property 'PossibleSlots' is not set."); isOk = false; } // Tests the CustomIndicator property. if (!indicator.CustomIndicator) { sb.AppendLine("\tThe indicator '" + indicator.IndicatorName + "' is not marked as custom. Set CustomIndicator = true;"); isOk = false; } // Tests the SeparatedChartMaxValue properties. if (!indicator.SeparatedChart && Math.Abs(indicator.SeparatedChartMaxValue - double.MinValue) > 0.000001) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMaxValue = " + indicator.SeparatedChartMaxValue); isOk = false; } // Tests the SeparatedChartMinValue properties. if (!indicator.SeparatedChart && Math.Abs(indicator.SeparatedChartMinValue - double.MaxValue) > 0.000001) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMinValue = " + indicator.SeparatedChartMinValue); isOk = false; } // Tests the SpecialValues properties. if (!indicator.SeparatedChart && indicator.SpecialValues.Length > 0) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property SpecialValues"); isOk = false; } // Tests the IndParam properties. if (indicator.IndParam == null) { sb.AppendLine("\tThe property IndParam is not set. Set IndParam = new IndicatorParam();"); isOk = false; } // Tests the IndParam.IndicatorName properties. if (indicator.IndParam != null && indicator.IndParam.IndicatorName != indicator.IndicatorName) { sb.AppendLine( "\tThe property IndParam.IndicatorName is not set. Set IndParam.IndicatorName = IndicatorName;"); isOk = false; } // Tests the IndParam.SlotType properties. if (indicator.IndParam != null && indicator.IndParam.SlotType != SlotTypes.NotDefined) { sb.AppendLine("\tThe property IndParam.SlotType is not set. Set IndParam.SlotType = slotType;"); isOk = false; } // Tests the IndParam.ListParam properties. for (int param = 0; param < indicator.IndParam.ListParam.Length; param++) { ListParam listParam = indicator.IndParam.ListParam[param]; if (!listParam.Enabled) continue; if (string.IsNullOrEmpty(listParam.Caption)) { sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].Caption is not set."); isOk = false; } if (listParam.ItemList.Length == 0) { sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].ItemList is not set."); isOk = false; } if (listParam.ItemList[listParam.Index] != listParam.Text) { sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].Text is wrong." + " Set " + "IndParam.ListParam[" + param + "].Text = IndParam.ListParam[" + param + "].ItemList[IndParam.ListParam[" + param + "].Index];"); isOk = false; } if (string.IsNullOrEmpty(listParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].ToolTip is not set."); isOk = false; } } // Tests the IndParam.NumParam properties. for (int param = 0; param < indicator.IndParam.NumParam.Length; param++) { NumericParam numParam = indicator.IndParam.NumParam[param]; if (!numParam.Enabled) continue; if (string.IsNullOrEmpty(numParam.Caption)) { sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].Caption is not set."); isOk = false; } double value = numParam.Value; double min = numParam.Min; double max = numParam.Max; double point = numParam.Point; if (min > max) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Min > IndParam.NumParam[" + param + "].Max."); isOk = false; } if (value > max) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Value > IndParam.NumParam[" + param + "].Max."); isOk = false; } if (value < min) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Value < IndParam.NumParam[" + param + "].Min."); isOk = false; } if (point < 0) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be < 0"); isOk = false; } if (point > 6) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be > 6"); isOk = false; } if (string.IsNullOrEmpty(numParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].ToolTip is not set."); isOk = false; } } // Tests the IndParam.CheckParam properties. for (int param = 0; param < indicator.IndParam.CheckParam.Length; param++) { CheckParam checkParam = indicator.IndParam.CheckParam[param]; if (!checkParam.Enabled) continue; if (string.IsNullOrEmpty(checkParam.Caption)) { sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].Caption is not set."); isOk = false; } if (string.IsNullOrEmpty(checkParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].ToolTip is not set."); isOk = false; } } try { indicator.Calculate(SlotTypes.NotDefined); } catch (Exception exc) { sb.AppendLine("\tError when executing Calculate(SlotTypes.NotDefined). " + exc.Message); isOk = false; } try { indicator.SetDescription(SlotTypes.NotDefined); } catch (Exception exc) { sb.AppendLine("\tError when executing SetDescription(SlotTypes.NotDefined). " + exc.Message); isOk = false; } try { var description = indicator.ToString(); Console.WriteLine(description); } catch (Exception exc) { sb.AppendLine("\tError when executing ToString(). " + exc.Message); isOk = false; } errorsList = isOk ? string.Empty : sb.ToString(); return isOk; }
/// <summary> /// Performs thorough indicator test. /// </summary> /// <param name="indicatorName">The indicator name.</param> /// <returns>True, if the test succeed.</returns> public static bool CustomIndicatorThoroughTest(string indicatorName, out string errorsList) { bool isOk = true; StringBuilder sb = new StringBuilder(); sb.AppendLine("ERROR: Indicator test failed for the '" + indicatorName + "' indicator."); foreach (SlotTypes slotType in Enum.GetValues(typeof(SlotTypes))) { if (slotType == SlotTypes.NotDefined) { continue; } Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); if (!indicator.TestPossibleSlot(slotType)) { continue; } foreach (NumericParam numParam in indicator.IndParam.NumParam) { if (numParam.Enabled) { numParam.Value = numParam.Min; } } try { indicator.Calculate(slotType); } catch (System.Exception exc) { sb.AppendLine("\tError when calculating with NumParams set to their minimal values. " + exc.Message); isOk = false; break; } foreach (NumericParam numParam in indicator.IndParam.NumParam) { if (numParam.Enabled) { numParam.Value = numParam.Max; } } try { indicator.Calculate(slotType); } catch (System.Exception exc) { sb.AppendLine("\tError when calculating with NumParams set to their maximal values. " + exc.Message); isOk = false; break; } try { foreach (IndicatorComp component in indicator.Component) { switch (slotType) { case SlotTypes.Open: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Open' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.OpenFilter: if (component.DataType == IndComponentType.OpenClosePrice || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.OpenFilter' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.Close: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Close' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.CloseFilter: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.CloseFilter' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; default: break; } if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort) { foreach (double value in component.Value) { if (value != 0 && value != 1) { sb.AppendLine("\tWrong component values. The values of '" + component.CompName + "' must be 0 or 1."); isOk = false; break; } } } } } catch (Exception exc) { sb.AppendLine("\tError when checking the indicator's components. " + exc.Message); isOk = false; break; } } errorsList = isOk ? string.Empty : sb.ToString(); return(isOk); }
/// <summary> /// Tests general parameters of a custom indicator. /// </summary> /// <param name="indicator">The indicator.</param> /// <param name="errorsList">List of the errors</param> /// <returns>True, if the test succeed.</returns> public static bool CustomIndicatorFastTest(Indicator indicator, out string errorsList) { bool isOk = true; StringBuilder sb = new StringBuilder(); sb.AppendLine("ERROR: Indicator test failed for the '" + indicator.IndicatorName + "' indicator."); // Tests the IndicatorName property. if (string.IsNullOrEmpty(indicator.IndicatorName)) { sb.AppendLine("\tThe property 'IndicatorName' is not set."); isOk = false; } // Tests the PossibleSlots property. if (!indicator.TestPossibleSlot(SlotTypes.Open) && !indicator.TestPossibleSlot(SlotTypes.OpenFilter) && !indicator.TestPossibleSlot(SlotTypes.Close) && !indicator.TestPossibleSlot(SlotTypes.CloseFilter)) { sb.AppendLine("\tThe property 'PossibleSlots' is not set."); isOk = false; } // Tests the CustomIndicator property. if (!indicator.CustomIndicator) { sb.AppendLine("\tThe indicator '" + indicator.IndicatorName + "' is not marked as custom. Set CustomIndicator = true;"); isOk = false; } // Tests the SeparatedChartMaxValue properties. if (!indicator.SeparatedChart && indicator.SeparatedChartMaxValue != double.MinValue) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMaxValue = " + indicator.SeparatedChartMaxValue.ToString()); isOk = false; } // Tests the SeparatedChartMinValue properties. if (!indicator.SeparatedChart && indicator.SeparatedChartMinValue != double.MaxValue) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMinValue = " + indicator.SeparatedChartMinValue.ToString()); isOk = false; } // Tests the SpecialValues properties. if (!indicator.SeparatedChart && indicator.SpecialValues.Length > 0) { sb.AppendLine("\tSet SeparatedChart = true; or remove the property SpecialValues"); isOk = false; } // Tests the IndParam properties. if (indicator.IndParam == null) { sb.AppendLine("\tThe property IndParam is not set. Set IndParam = new IndicatorParam();"); isOk = false; } // Tests the IndParam.IndicatorName properties. if (indicator.IndParam.IndicatorName != indicator.IndicatorName) { sb.AppendLine("\tThe property IndParam.IndicatorName is not set. Set IndParam.IndicatorName = IndicatorName;"); isOk = false; } // Tests the IndParam.SlotType properties. if (indicator.IndParam.SlotType != SlotTypes.NotDefined) { sb.AppendLine("\tThe property IndParam.SlotType is not set. Set IndParam.SlotType = slotType;"); isOk = false; } // Tests the IndParam.ListParam properties. for (int iParam = 0; iParam < indicator.IndParam.ListParam.Length; iParam++) { ListParam listParam = indicator.IndParam.ListParam[iParam]; if (!listParam.Enabled) { continue; } if (string.IsNullOrEmpty(listParam.Caption)) { sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].Caption is not set."); isOk = false; } if (listParam.ItemList.Length == 0) { sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].ItemList is not set."); isOk = false; } if (listParam.ItemList[listParam.Index] != listParam.Text) { sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].Text is wrong." + " Set " + "IndParam.ListParam[" + iParam + "].Text = IndParam.ListParam[" + iParam + "].ItemList[IndParam.ListParam[" + iParam + "].Index];"); isOk = false; } if (string.IsNullOrEmpty(listParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].ToolTip is not set."); isOk = false; } } // Tests the IndParam.NumParam properties. for (int param = 0; param < indicator.IndParam.NumParam.Length; param++) { NumericParam numParam = indicator.IndParam.NumParam[param]; if (!numParam.Enabled) { continue; } if (string.IsNullOrEmpty(numParam.Caption)) { sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].Caption is not set."); isOk = false; } double value = numParam.Value; double min = numParam.Min; double max = numParam.Max; double point = numParam.Point; if (min > max) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Min > IndParam.NumParam[" + param + "].Max."); isOk = false; } if (value > max) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Value > IndParam.NumParam[" + param + "].Max."); isOk = false; } if (value < min) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Value < IndParam.NumParam[" + param + "].Min."); isOk = false; } if (point < 0) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be < 0"); isOk = false; } if (point > 6) { sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be > 6"); isOk = false; } if (string.IsNullOrEmpty(numParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].ToolTip is not set."); isOk = false; } } // Tests the IndParam.CheckParam properties. for (int param = 0; param < indicator.IndParam.CheckParam.Length; param++) { CheckParam checkParam = indicator.IndParam.CheckParam[param]; if (!checkParam.Enabled) { continue; } if (string.IsNullOrEmpty(checkParam.Caption)) { sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].Caption is not set."); isOk = false; } if (string.IsNullOrEmpty(checkParam.ToolTip)) { sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].ToolTip is not set."); isOk = false; } } try { indicator.Calculate(SlotTypes.NotDefined); } catch (Exception exc) { sb.AppendLine("\tError when executing Calculate(SlotTypes.NotDefined). " + exc.Message); isOk = false; } try { indicator.SetDescription(SlotTypes.NotDefined); } catch (Exception exc) { sb.AppendLine("\tError when executing SetDescription(SlotTypes.NotDefined). " + exc.Message); isOk = false; } try { indicator.ToString(); } catch (Exception exc) { sb.AppendLine("\tError when executing ToString(). " + exc.Message); isOk = false; } if (isOk) { errorsList = string.Empty; } else { errorsList = sb.ToString(); } return(isOk); }
/// <summary> /// Calculates an indicator and returns OK status. /// </summary> private bool CalculateIndicator(SlotTypes type, Indicator indicator) { bool okStatus; try { indicator.Calculate(type); okStatus = true; } catch (Exception exception) { string request = "Please report this error in the support forum!"; if (indicator.CustomIndicator) request = "Please report this error to the author of the indicator!<br />" + "You may remove this indicator from the Custom Indicators folder."; string text = "<h1>Error: " + exception.Message + "</h1>" + "<p>Slot type: <strong>" + type + "</strong><br />" + "Indicator: <strong>" + indicator + "</strong></p>" + "<p>" + request + "</p>"; const string caption = "Indicator Calculation Error"; var msgBox = new FancyMessageBox(text, caption) {BoxWidth = 450, BoxHeight = 250}; msgBox.Show(); okStatus = false; } return okStatus; }
/// <summary> /// Pareses a strategy from a xml document. /// </summary> public Strategy ParseXmlStrategy(XmlDocument xmlDocStrategy) { // Read the number of slots int openFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("openFilters")[0].InnerText); int closeFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("closeFilters")[0].InnerText); // Create the strategy. Strategy tempStrategy = new Strategy(openFilters, closeFilters); // Same and Opposite direction Actions tempStrategy.SameSignalAction = (SameDirSignalAction )Enum.Parse(typeof(SameDirSignalAction), xmlDocStrategy.GetElementsByTagName("sameDirSignalAction")[0].InnerText); tempStrategy.OppSignalAction = (OppositeDirSignalAction)Enum.Parse(typeof(OppositeDirSignalAction), xmlDocStrategy.GetElementsByTagName("oppDirSignalAction")[0].InnerText); // Market tempStrategy.Symbol = xmlDocStrategy.GetElementsByTagName("instrumentSymbol")[0].InnerText; tempStrategy.DataPeriod = (DataPeriods)Enum.Parse(typeof(DataPeriods), xmlDocStrategy.GetElementsByTagName("instrumentPeriod")[0].InnerText); // Permanent Stop Loss tempStrategy.PermanentSL = Math.Abs(int.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].InnerText)); // Math.Abs() removes the negative sign from previous versions. tempStrategy.UsePermanentSL = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["usePermanentSL"].InnerText); try { tempStrategy.PermanentSLType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["permanentSLType"].InnerText); } catch { tempStrategy.PermanentSLType = PermanentProtectionType.Relative; } // Permanent Take Profit tempStrategy.PermanentTP = int.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].InnerText); tempStrategy.UsePermanentTP = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["usePermanentTP"].InnerText); try { tempStrategy.PermanentTPType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["permanentTPType"].InnerText); } catch { tempStrategy.PermanentTPType = PermanentProtectionType.Relative; } // Break Even try { tempStrategy.BreakEven = int.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].InnerText); tempStrategy.UseBreakEven = bool.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].Attributes["useBreakEven"].InnerText); } catch { } // Money Management try { tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAccountPercentEntry")[0].InnerText); } catch { tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAcountPercentEntry")[0].InnerText); } tempStrategy.MaxOpenLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("maxOpenLots")[0].InnerText); tempStrategy.EntryLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("entryLots")[0].InnerText); tempStrategy.AddingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("addingLots")[0].InnerText); tempStrategy.ReducingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("reducingLots")[0].InnerText); // Description tempStrategy.Description = xmlDocStrategy.GetElementsByTagName("description")[0].InnerText; // Strategy name. tempStrategy.StrategyName = xmlDocStrategy.GetElementsByTagName("strategyName")[0].InnerText; // Reading the slots XmlNodeList xmlSlotList = xmlDocStrategy.GetElementsByTagName("slot"); for (int slot = 0; slot < xmlSlotList.Count; slot++) { XmlNodeList xmlSlotTagList = xmlSlotList[slot].ChildNodes; SlotTypes slotType = (SlotTypes)Enum.Parse(typeof(SlotTypes), xmlSlotList[slot].Attributes["slotType"].InnerText); // Logical group if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter) { XmlAttributeCollection attributes = xmlSlotList[slot].Attributes; XmlNode nodeGroup = attributes.GetNamedItem("logicalGroup"); string defGroup = GetDefaultGroup(slotType, slot, tempStrategy.CloseSlot); if (nodeGroup != null) { string group = nodeGroup.InnerText; tempStrategy.Slot[slot].LogicalGroup = group; if (group != defGroup && group.ToLower() != "all" && !Configs.UseLogicalGroups) { System.Windows.Forms.MessageBox.Show( Language.T("The strategy requires logical groups.") + Environment.NewLine + Language.T("\"Use Logical Groups\" option was temporarily switched on."), Language.T("Logical Groups"), System.Windows.Forms.MessageBoxButtons.OK, System.Windows.Forms.MessageBoxIcon.Information); Configs.UseLogicalGroups = true; } } else { tempStrategy.Slot[slot].LogicalGroup = defGroup; } } // Indicator name. string indicatorName = xmlSlotTagList[0].InnerText; Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); for (int tag = 1; tag < xmlSlotTagList.Count; tag++) { // List parameters if (xmlSlotTagList[tag].Name == "listParam") { int listParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); XmlNode xmlListParamNode = xmlSlotTagList[tag].FirstChild; indicator.IndParam.ListParam[listParam].Caption = xmlListParamNode.InnerText; xmlListParamNode = xmlListParamNode.NextSibling; int index = int.Parse(xmlListParamNode.InnerText); indicator.IndParam.ListParam[listParam].Index = index; indicator.IndParam.ListParam[listParam].Text = indicator.IndParam.ListParam[listParam].ItemList[index]; } // Numeric parameters if (xmlSlotTagList[tag].Name == "numParam") { XmlNode xmlNumParamNode = xmlSlotTagList[tag].FirstChild; int numParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); indicator.IndParam.NumParam[numParam].Caption = xmlNumParamNode.InnerText; xmlNumParamNode = xmlNumParamNode.NextSibling; string sNumParamValue = xmlNumParamNode.InnerText; sNumParamValue = sNumParamValue.Replace(',', Data.PointChar); sNumParamValue = sNumParamValue.Replace('.', Data.PointChar); float fValue = float.Parse(sNumParamValue); // Removing of the Stop Loss negative sign used in previous versions. string sParCaption = indicator.IndParam.NumParam[numParam].Caption; if (sParCaption == "Trailing Stop" || sParCaption == "Initial Stop Loss" || sParCaption == "Stop Loss") { fValue = Math.Abs(fValue); } indicator.IndParam.NumParam[numParam].Value = fValue; } // Check parameters if (xmlSlotTagList[tag].Name == "checkParam") { XmlNode xmlCheckParamNode = xmlSlotTagList[tag].FirstChild; int checkParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); indicator.IndParam.CheckParam[checkParam].Caption = xmlCheckParamNode.InnerText; xmlCheckParamNode = xmlCheckParamNode.NextSibling; indicator.IndParam.CheckParam[checkParam].Checked = bool.Parse(xmlCheckParamNode.InnerText); } } // Calculate the indicator. indicator.Calculate(slotType); tempStrategy.Slot[slot].IndicatorName = indicator.IndicatorName; tempStrategy.Slot[slot].IndParam = indicator.IndParam; tempStrategy.Slot[slot].Component = indicator.Component; tempStrategy.Slot[slot].SeparatedChart = indicator.SeparatedChart; tempStrategy.Slot[slot].SpecValue = indicator.SpecialValues; tempStrategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue; tempStrategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue; tempStrategy.Slot[slot].IsDefined = true; } return(tempStrategy); }