public void GetInput(AxSTOCKCHARTXLib.AxStockChartX Chart, string PriceStyle)
{
m_StockChartX = Chart;
txtInputA.Visible = false;
txtInputB.Visible = false;
txtInputC.Visible = false;
lblInputA.Text = "";
lblInputB.Text = "";
lblInputC.Text = "";
m_PriceStyle = PriceStyle;
switch (m_PriceStyle)
{
case "Point && Figure":
txtInputA.Text = m_StockChartX.get_PriceStyleParam(1).ToString();
lblInputA.Text = "Box Size";
txtInputA.Visible = true;
lblInputA.Visible = true;
txtInputB.Text = m_StockChartX.get_PriceStyleParam(2).ToString();
lblInputB.Text = "Reversal Size";
txtInputB.Visible = true;
lblInputB.Visible = true;
break;
case "Three Line Break":
txtInputA.Text = m_StockChartX.get_PriceStyleParam(1).ToString();
lblInputA.Text = "Line Break";
txtInputA.Visible = true;
lblInputA.Visible = true;
break;
case "Renko":
txtInputA.Text = m_StockChartX.get_PriceStyleParam(1).ToString();
lblInputA.Text = "Box Size";
txtInputA.Visible = true;
lblInputA.Visible = true;
break;
case "Kagi":
txtInputA.Text = m_StockChartX.get_PriceStyleParam(1).ToString();
lblInputA.Text = "Reversal Size";
txtInputA.Visible = true;
lblInputA.Visible = true;
txtInputB.Text = m_StockChartX.get_PriceStyleParam(2).ToString();
lblInputB.Text = "Points or Pct";
txtInputB.Visible = true;
lblInputB.Visible = true;
break;
}
ShowDialog();
}
private void DisplayResults(string Results)
{
if (string.IsNullOrEmpty(Results))
{
MessageBox.Show("No results. Make sure that at least Buy and Sell scripts are typed in.");
return;
}
//Translate log:
Results = Results.Replace("LONG", "COMPRA");
Results = Results.Replace("SHORT", "VENDA");
int found = Results.IndexOf("Log:");
AxSTOCKCHARTXLib.AxStockChartX StockChartX1 = m_chart.StockChartX1;
if (found > 0)
{
int n;
string[] tradeLog = Results.Substring(found + "Log:".Length + 1).Split(new[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
string[] report = Results.Substring(0, found - 1).Split(new[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
//Loop through the trade log and the statistical report
m_ListTrades.Items.Clear();
m_ListTrades.Items.Add(report[0].Replace("Back-Test de ", ""));
for (n = 1; n < report.Length; n++)
{
m_ListTrades.Items.Add(report[n]);
}
//Get the trade
for (n = 0; n < tradeLog.Length; n++)
{
long record;
double value;
m_ListTrades.Items.Add(tradeLog[n]);
string[] trade = tradeLog[n].Split(',');
double jDate = GetJDate(trade[0]);
string signal = trade[1];
double price = double.Parse(trade[2]);
switch (signal)
{
case "LONG":
case "COMPRA":
record = StockChartX1.GetRecordByJDate(jDate);
value = StockChartX1.GetValue(StockChartX1.Symbol + ".low", (int)record);
StockChartX1.AddSymbolObject(0, value, (int)record, STOCKCHARTXLib.SymbolType.soBuySymbolObject,
"BUY " + Convert.ToString(record), "Compra a $" + Convert.ToString(price));
break;
case "SHORT":
case "VENDA":
record = StockChartX1.GetRecordByJDate(jDate);
value = StockChartX1.GetValue(StockChartX1.Symbol + ".high", (int)record);
StockChartX1.AddSymbolObject(0, value, (int)record, STOCKCHARTXLib.SymbolType.soSellSymbolObject,
"SELL " + Convert.ToString(record), "Venda a $" + Convert.ToString(price));
break;
case "EXIT":
record = StockChartX1.GetRecordByJDate(jDate);
StockChartX1.AddSymbolObject(0, price, (int)record, STOCKCHARTXLib.SymbolType.soExitSymbolObject,
"EXIT " + Convert.ToString(record), "Exit at $" + Convert.ToString(price));
break;
}
}
m_ListTrades.AutoResizeColumns(ColumnHeaderAutoResizeStyle.ColumnContent);
}
try
{
StockChartX1.ForcePaint();
}
catch (Exception) { }
}
/// <summary>
/// Required method for Designer support - do not modify
/// the contents of this method with the code editor.
/// </summary>
private void InitializeComponent()
{
System.Resources.ResourceManager resources = new System.Resources.ResourceManager(typeof(frmTestVWAP));
this.axStockChartX1 = new AxSTOCKCHARTXLib.AxStockChartX();
this.pnlTop = new System.Windows.Forms.Panel();
this.btnZoomIn = new System.Windows.Forms.Button();
this.btnZoomOut = new System.Windows.Forms.Button();
this.btnRight = new System.Windows.Forms.Button();
this.btnLeft = new System.Windows.Forms.Button();
this.label1 = new System.Windows.Forms.Label();
this.txtLength = new System.Windows.Forms.TextBox();
this.btnVWAP = new System.Windows.Forms.Button();
this.btnBrowse = new System.Windows.Forms.Button();
this.txtPath = new System.Windows.Forms.TextBox();
((System.ComponentModel.ISupportInitialize)(this.axStockChartX1)).BeginInit();
this.pnlTop.SuspendLayout();
this.SuspendLayout();
//
// axStockChartX1
//
this.axStockChartX1.Dock = System.Windows.Forms.DockStyle.Fill;
this.axStockChartX1.Enabled = true;
this.axStockChartX1.Location = new System.Drawing.Point(0, 80);
this.axStockChartX1.Name = "axStockChartX1";
this.axStockChartX1.OcxState = ((System.Windows.Forms.AxHost.State)(resources.GetObject("axStockChartX1.OcxState")));
this.axStockChartX1.Size = new System.Drawing.Size(688, 406);
this.axStockChartX1.TabIndex = 0;
//
// pnlTop
//
this.pnlTop.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
this.pnlTop.Controls.Add(this.btnZoomIn);
this.pnlTop.Controls.Add(this.btnZoomOut);
this.pnlTop.Controls.Add(this.btnRight);
this.pnlTop.Controls.Add(this.btnLeft);
this.pnlTop.Controls.Add(this.label1);
this.pnlTop.Controls.Add(this.txtLength);
this.pnlTop.Controls.Add(this.btnVWAP);
this.pnlTop.Controls.Add(this.btnBrowse);
this.pnlTop.Controls.Add(this.txtPath);
this.pnlTop.Dock = System.Windows.Forms.DockStyle.Top;
this.pnlTop.ForeColor = System.Drawing.Color.Gainsboro;
this.pnlTop.Location = new System.Drawing.Point(0, 0);
this.pnlTop.Name = "pnlTop";
this.pnlTop.Size = new System.Drawing.Size(688, 80);
this.pnlTop.TabIndex = 11;
//
// btnZoomIn
//
this.btnZoomIn.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnZoomIn.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnZoomIn.Font = new System.Drawing.Font("Arial", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnZoomIn.ForeColor = System.Drawing.Color.DarkBlue;
this.btnZoomIn.Location = new System.Drawing.Point(112, 40);
this.btnZoomIn.Name = "btnZoomIn";
this.btnZoomIn.Size = new System.Drawing.Size(32, 23);
this.btnZoomIn.TabIndex = 19;
this.btnZoomIn.Text = "+";
this.btnZoomIn.Click += new System.EventHandler(this.btnZoomIn_Click);
//
// btnZoomOut
//
this.btnZoomOut.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnZoomOut.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnZoomOut.Font = new System.Drawing.Font("Arial", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnZoomOut.ForeColor = System.Drawing.Color.DarkBlue;
this.btnZoomOut.Location = new System.Drawing.Point(80, 40);
this.btnZoomOut.Name = "btnZoomOut";
this.btnZoomOut.Size = new System.Drawing.Size(32, 23);
this.btnZoomOut.TabIndex = 18;
this.btnZoomOut.Text = "-";
this.btnZoomOut.Click += new System.EventHandler(this.btnZoomOut_Click);
//
// btnRight
//
this.btnRight.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnRight.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnRight.Font = new System.Drawing.Font("Arial", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnRight.ForeColor = System.Drawing.Color.DarkBlue;
this.btnRight.Location = new System.Drawing.Point(40, 40);
this.btnRight.Name = "btnRight";
this.btnRight.Size = new System.Drawing.Size(32, 23);
this.btnRight.TabIndex = 17;
this.btnRight.Text = ">";
this.btnRight.Click += new System.EventHandler(this.btnRight_Click_1);
//
// btnLeft
//
this.btnLeft.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnLeft.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnLeft.Font = new System.Drawing.Font("Arial", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnLeft.ForeColor = System.Drawing.Color.DarkBlue;
this.btnLeft.Location = new System.Drawing.Point(8, 40);
this.btnLeft.Name = "btnLeft";
this.btnLeft.Size = new System.Drawing.Size(32, 23);
this.btnLeft.TabIndex = 16;
this.btnLeft.Text = "<";
this.btnLeft.Click += new System.EventHandler(this.btnLeft_Click_1);
//
// label1
//
this.label1.BackColor = System.Drawing.Color.Black;
this.label1.Font = new System.Drawing.Font("Arial", 8.25F, System.Drawing.FontStyle.Regular, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.label1.ForeColor = System.Drawing.Color.White;
this.label1.Location = new System.Drawing.Point(416, 8);
this.label1.Name = "label1";
this.label1.Size = new System.Drawing.Size(40, 16);
this.label1.TabIndex = 15;
this.label1.Text = "Length";
this.label1.TextAlign = System.Drawing.ContentAlignment.MiddleRight;
//
// txtLength
//
this.txtLength.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
this.txtLength.ForeColor = System.Drawing.Color.DarkBlue;
this.txtLength.Location = new System.Drawing.Point(464, 8);
this.txtLength.Name = "txtLength";
this.txtLength.Size = new System.Drawing.Size(56, 20);
this.txtLength.TabIndex = 13;
this.txtLength.Text = "";
//
// btnVWAP
//
this.btnVWAP.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnVWAP.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnVWAP.Font = new System.Drawing.Font("Arial", 8.25F, System.Drawing.FontStyle.Regular, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnVWAP.ForeColor = System.Drawing.Color.DarkBlue;
this.btnVWAP.Location = new System.Drawing.Point(528, 8);
this.btnVWAP.Name = "btnVWAP";
this.btnVWAP.TabIndex = 14;
this.btnVWAP.Text = "VWAP";
this.btnVWAP.Click += new System.EventHandler(this.btnVWAP_Click);
//
// btnBrowse
//
this.btnBrowse.BackColor = System.Drawing.Color.WhiteSmoke;
this.btnBrowse.FlatStyle = System.Windows.Forms.FlatStyle.Flat;
this.btnBrowse.Font = new System.Drawing.Font("Arial", 8.25F, System.Drawing.FontStyle.Regular, System.Drawing.GraphicsUnit.Point, ((System.Byte)(0)));
this.btnBrowse.ForeColor = System.Drawing.Color.DarkBlue;
this.btnBrowse.Location = new System.Drawing.Point(328, 8);
this.btnBrowse.Name = "btnBrowse";
this.btnBrowse.TabIndex = 12;
this.btnBrowse.Text = "Browse...";
this.btnBrowse.Click += new System.EventHandler(this.btnBrowse_Click);
//
// txtPath
//
this.txtPath.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
this.txtPath.ForeColor = System.Drawing.Color.DarkBlue;
this.txtPath.Location = new System.Drawing.Point(8, 8);
this.txtPath.Name = "txtPath";
this.txtPath.Size = new System.Drawing.Size(312, 20);
this.txtPath.TabIndex = 11;
this.txtPath.Text = "";
//
// frmTestVWAP
//
this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
this.BackColor = System.Drawing.Color.Black;
this.ClientSize = new System.Drawing.Size(688, 486);
this.Controls.Add(this.axStockChartX1);
this.Controls.Add(this.pnlTop);
this.Name = "frmTestVWAP";
this.Text = "TestVWAP";
this.Load += new System.EventHandler(this.Form1_Load);
((System.ComponentModel.ISupportInitialize)(this.axStockChartX1)).EndInit();
this.pnlTop.ResumeLayout(false);
this.ResumeLayout(false);
}
//Runs the backtest and displays the chart with buy/sell/exit icons.
private string RunBacktest()
{
string ret = string.Empty;
try
{
oScript.ClearRecords();
oBacktest.ClearRecords();
if (!VerifyForm())
{
return(string.Empty);
}
if (!TestScripts())
{
return(string.Empty);
}
if (m_ctlData == null)
{
return(string.Empty);
}
cmdBacktest.Text = "&Stop Backtest";
EnableControls(false);
Periodicity periodicity;
switch (cboPeriodicity.Text)
{
case "Minute":
periodicity = Periodicity.Minutely;
break;
case "Hour":
periodicity = Periodicity.Hourly;
break;
case "Day":
periodicity = Periodicity.Daily;
break;
case "Week":
periodicity = Periodicity.Weekly;
break;
default:
periodicity = Periodicity.Minutely;
break;
}
cmdBacktest.Enabled = false;
Telerik.WinControls.UI.Docking.DockWindow activeDoc = frmMain2.GInstance.radDock2.DocumentManager.ActiveDocument;
//Get the data selection
M4Core.Entities.ChartSelection selection = new M4Core.Entities.ChartSelection
{
Periodicity = (M4Core.Entities.Periodicity)periodicity,
Symbol = txtSymbol.Text,
Interval = Convert.ToInt32(txtInterval.Text),
Bars = Convert.ToInt32(txtBars.Text)
};
m_ctlData.LoadRealTimeCtlPainelChartAsync2(selection, new Action <CtlPainelChart>(chart =>
{
m_chart = chart;
if (m_chart == null)
{
goto Quit;
}
DataManager.BarData[] bars = m_chart.GetDataFromChart();
if (bars.Length < 1)
{
goto Quit;
}
m_chart.Subscribers += 1;
m_chart.RealTimeUpdates = false;
//Get historic data
cmdBacktest.Enabled = true;
if (bars.Length < 3)
{
goto Quit; //Bad request
}
//Insert the data into all four instances of TradeScript
oScript.ClearRecords();
oBacktest.ClearRecords();
DateTime td;
double jdate;
for (int n = 1; n < bars.Length - 1; n++)
{
td = bars[n].TradeDate;
jdate = oScript.ToJulianDate(td.Year, td.Month, td.Day, td.Hour, td.Minute, td.Second, 0);
oScript.AppendRecord(jdate, bars[n].OpenPrice, bars[n].HighPrice,
bars[n].LowPrice, bars[n].ClosePrice, (int)bars[n].Volume);
oBacktest.AppendRecord(jdate, bars[n].OpenPrice, bars[n].HighPrice,
bars[n].LowPrice, bars[n].ClosePrice, (int)bars[n].Volume);
}
//TODO
ret = oBacktest.Backtest(txtBuyScript, txtSellScript, txtExitLongScript, txtExitShortScript, 0.001);
if (string.IsNullOrEmpty(ret))
{
goto Quit;
}
string output =
oScript.GetScriptOutput(txtBuyScript + " AND \r\n" + txtSellScript + " AND \r\n" + txtExitLongScript +
" AND \r\n" + txtExitShortScript);
if (string.IsNullOrEmpty(output))
{
goto Quit;
}
int row;
string[] cols;
int col;
string[] rows = output.Split(new[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
string[] Header = SplitHeader(rows[0]);
//StockChartX
AxSTOCKCHARTXLib.AxStockChartX StockChartX1 = m_chart.StockChartX1;
StockChartX1.RemoveAllSeries();
string symbol = selection.Symbol;
StockChartX1.Symbol = symbol;
StockChartX1.AddChartPanel();
StockChartX1.AddSeries(symbol + ".open", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".high", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".low", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".close", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.set_SeriesColor(symbol + ".close", ColorTranslator.ToOle(Color.Black));
//OLD BEHAVIOR: Add generic serie
/*
* for (col = 6; col < Header.Length; col++)
* {
* int panel = 0;
* panel = StockChartX1.AddChartPanel();
*
* StockChartX1.AddSeries(Header[col], STOCKCHARTXLib.SeriesType.stLineChart, panel);
*
* System.Drawing.Color color;
* switch (col)
* {
* case 6:
* color = System.Drawing.Color.Blue;
* break;
* case 7:
* color = System.Drawing.Color.Red;
* break;
* case 8:
* color = System.Drawing.Color.Green;
* break;
* case 9:
* color = System.Drawing.Color.Orange;
* break;
* case 10:
* color = System.Drawing.Color.Purple;
* break;
* default:
* color = System.Drawing.Color.Blue;
* break;
* }
* StockChartX1.set_SeriesColor(Header[col], System.Drawing.ColorTranslator.ToOle(color));
*
* }*/
for (row = 1; row < rows.Length; row++)
{
cols = rows[row].Split(',');
jdate = GetJDate(cols[0]);
StockChartX1.AppendValue(symbol + ".open", jdate, Convert.ToDouble(cols[1], ciEnUs));
StockChartX1.AppendValue(symbol + ".high", jdate, Convert.ToDouble(cols[2], ciEnUs));
StockChartX1.AppendValue(symbol + ".low", jdate, Convert.ToDouble(cols[3], ciEnUs));
StockChartX1.AppendValue(symbol + ".close", jdate, Convert.ToDouble(cols[4], ciEnUs));
//OLD BEHAVIOR: Add generic serie
/*
* for (col = 6; col < cols.Length; col++)
* {
* double value = Convert.ToDouble(cols[col], ciEnUs);
* if (value == 0 && row < rows.Length * 0.2)
* {
* value = (double)STOCKCHARTXLib.DataType.dtNullValue;
* }
*
* StockChartX1.AppendValue(Header[col], jdate, value);
* }
*/
}
//NEW BEHAVIOR: Add known indicators (it doesnt work with others indicators!)
for (col = 6; col < Header.Length; col++)
{
//Try to add until available key isnt found:
bool errorKey = true;
int indicatorKey = 1;
while (errorKey)
{
try
{
System.Drawing.Color color;
switch (col)
{
case 6:
color = System.Drawing.Color.Blue;
break;
case 7:
color = System.Drawing.Color.Red;
break;
case 8:
color = System.Drawing.Color.Green;
break;
case 9:
color = System.Drawing.Color.Orange;
break;
case 10:
color = System.Drawing.Color.Purple;
break;
default:
color = System.Drawing.Color.Blue;
break;
}
//param[0 1 2 3]
// MM(1,14,CLOSE,0)
if (Header[col].Contains("MM("))
{
string indScript = Header[col].Replace("MM(", "");
indScript = indScript.Replace(")", "");
string[] param = indScript.Split(new char[] { ',' });
string source = symbol + ".Close";
switch (param[2])
{
case "OPEN":
source = symbol + ".Open";
break;
case "HIGH":
source = symbol + ".High";
break;
case "LOW":
source = symbol + ".Low";
break;
default:
source = symbol + ".Close";
break;
}
StockChartX1.AddIndicatorGenericMovingAverage("MA" + indicatorKey, 0, source,
int.Parse(param[1]), int.Parse(param[3]), int.Parse(param[0]), 0, color.R,
color.G,
color.B, 0, 1);
}
errorKey = false;
}
catch (Exception ex)
{
if (ex.Message == "Key not unique")
{
errorKey = true;
indicatorKey++;
}
else
{
Telerik.WinControls.RadMessageBox.Show(ex.Message);
}
}
}
}
StockChartX1.Update();
Quit:
if (m_chart != null)
{
m_chart.Show();
}
cmdBacktest.Text = "&Back Test";
EnableControls(true);
if (m_chart != null)
{
m_chart.Subscribers -= 1;
}
})); //Ensure the chart is new
while (ret == string.Empty)
{
Application.DoEvents();
}
}
catch (Exception ex) { }
return(ret);
}
//Runs the backtest and displays the chart with buy/sell/exit icons.
private string RunBacktest()
{
string ret = string.Empty;
_oScript.ClearRecords();
_oBacktest.ClearRecords();
if (!VerifyForm())
{
return(string.Empty);
}
if (!TestScripts())
{
return(string.Empty);
}
if (_mCtlData == null)
{
return(string.Empty);
}
cmdBacktest.Text = "&Stop Backtest";
cmdBacktest.Border.BaseColor = Color.Red;
EnableControls(false);
cmdBacktest.Border.Update();
Periodicity periodicity;
switch (cboPeriodicity.Text)
{
case "Day":
periodicity = Periodicity.Daily;
break;
case "Hour":
periodicity = Periodicity.Hourly;
break;
case "Minute":
periodicity = Periodicity.Minutely;
break;
case "Week":
periodicity = Periodicity.Weekly;
break;
case "Month":
periodicity = Periodicity.Month;
break;
case "Year":
periodicity = Periodicity.Year;
break;
default:
periodicity = Periodicity.Minutely;
break;
}
cmdBacktest.Enabled = false;
//Get the data selection
ChartSelection selection = new ChartSelection
{
Periodicity = periodicity,
Symbol = txtSymbol.Text,
Interval = Convert.ToInt32(txtInterval.Text),
Bars = Convert.ToInt32(txtBars.Text),
Source = "PLENA"
};
_ctlPainelChart = _mCtlData.GetCtlPainelChart(selection, true); //Ensure the chart is new
if (_ctlPainelChart == null)
{
goto Quit;
}
DataManager.BarData[] bars = _ctlPainelChart.GetDataFromChart();
if (bars.Length < 1)
{
goto Quit;
}
_ctlPainelChart.Subscribers += 1;
_ctlPainelChart.RealTimeUpdates = false;
//Get historic data
cmdBacktest.Enabled = true;
if (bars.Length < 3)
{
goto Quit; //Bad request
}
//Insert the data into all four instances of TradeScript
_oScript.ClearRecords();
_oBacktest.ClearRecords();
DateTime td;
double jdate;
for (int n = 1; n < bars.Length - 1; n++)
{
td = bars[n].TradeDate;
jdate = _oScript.ToJulianDate(td.Year, td.Month, td.Day, td.Hour, td.Minute, td.Second, 0);
_oScript.AppendRecord(jdate, bars[n].OpenPrice, bars[n].HighPrice,
bars[n].LowPrice, bars[n].ClosePrice, (int)bars[n].Volume);
_oBacktest.AppendRecord(jdate, bars[n].OpenPrice, bars[n].HighPrice,
bars[n].LowPrice, bars[n].ClosePrice, (int)bars[n].Volume);
}
//TODO
ret = _oBacktest.Backtest(txtBuyScript.Text, txtSellScript.Text, txtExitLongScript.Text, txtExitShortScript.Text, 0.001);
if (string.IsNullOrEmpty(ret))
{
goto Quit;
}
string output =
_oScript.GetScriptOutput(txtBuyScript.Text + " AND \r\n" + txtSellScript.Text + " AND \r\n" + txtExitLongScript.Text +
" AND \r\n" + txtExitShortScript.Text);
if (string.IsNullOrEmpty(output))
{
goto Quit;
}
int row;
string[] cols;
int col;
string[] rows = output.Split(new[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
string[] header = SplitHeader(rows[0]);
//StockChartX
AxSTOCKCHARTXLib.AxStockChartX StockChartX1 = _ctlPainelChart.StockChartX1;
StockChartX1.RemoveAllSeries();
string symbol = selection.Symbol;
StockChartX1.Symbol = symbol;
StockChartX1.AddChartPanel();
StockChartX1.AddSeries(symbol + ".open", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".high", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".low", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.AddSeries(symbol + ".close", STOCKCHARTXLib.SeriesType.stCandleChart, 0);
StockChartX1.set_SeriesColor(symbol + ".close", ColorTranslator.ToOle(Color.Black));
bool hasVolume = bars[0].Volume != -987654321;
if (hasVolume)
{
StockChartX1.AddChartPanel();
StockChartX1.AddSeries(symbol + ".volume", STOCKCHARTXLib.SeriesType.stVolumeChart, 1);
StockChartX1.set_SeriesColor(symbol + ".volume", ColorTranslator.ToOle(Color.Blue));
StockChartX1.set_SeriesWeight(symbol + ".volume", 3);
StockChartX1.VolumePostfixLetter = "M"; //Google trades in millions
}
for (col = 6; col < header.Length; col++)
{
int panel = StockChartX1.AddChartPanel();
StockChartX1.AddSeries(header[col], STOCKCHARTXLib.SeriesType.stLineChart, panel);
Color color;
switch (col)
{
case 6:
color = Color.Blue;
break;
case 7:
color = Color.Red;
break;
case 8:
color = Color.Green;
break;
case 9:
color = Color.Orange;
break;
case 10:
color = Color.Purple;
break;
default:
color = Color.Blue;
break;
}
StockChartX1.set_SeriesColor(header[col], ColorTranslator.ToOle(color));
}
for (row = 1; row < rows.Length; row++)
{
cols = rows[row].Split(',');
jdate = GetJDate(cols[0]);
StockChartX1.AppendValue(symbol + ".open", jdate, Convert.ToDouble(cols[1], _ciEnUs));
StockChartX1.AppendValue(symbol + ".high", jdate, Convert.ToDouble(cols[2], _ciEnUs));
StockChartX1.AppendValue(symbol + ".low", jdate, Convert.ToDouble(cols[3], _ciEnUs));
StockChartX1.AppendValue(symbol + ".close", jdate, Convert.ToDouble(cols[4], _ciEnUs));
if (hasVolume)
{
StockChartX1.AppendValue(symbol + ".volume", jdate, Convert.ToDouble(cols[5], _ciEnUs) / 1000000);
}
for (col = 6; col < cols.Length; col++)
{
double value = Convert.ToDouble(cols[col], _ciEnUs);
if (value == 0 && row < rows.Length * 0.2)
{
value = (double)STOCKCHARTXLib.DataType.dtNullValue;
}
StockChartX1.AppendValue(header[col], jdate, value);
}
}
StockChartX1.Update();
Quit:
if (_ctlPainelChart != null)
{
_ctlPainelChart.Show();
}
cmdBacktest.Text = "&Back Test";
cmdBacktest.Border.BaseColor = Color.Lime;
EnableControls(true);
cmdBacktest.Border.Update();
if (_ctlPainelChart != null)
{
_ctlPainelChart.Subscribers -= 1;
}
return(ret);
}
