private string GetPositionAmmountString(int bar)
{
string sign = StatsBuffer.SummaryDir(bar) == PosDirection.Short ? "-" : "";
if (Configs.AccountInMoney)
{
return(sign + StatsBuffer.SummaryAmount(bar).ToString(CultureInfo.InvariantCulture));
}
return(StatsBuffer.SummaryLots(bar).ToString(CultureInfo.InvariantCulture));
}
/// <summary>
/// Updates the journal data from StatsBuffer
/// </summary>
public void UpdateJournalData()
{
_journalData = new string[_shownBars, _columns];
_positionIcons = new Image[_shownBars];
for (int bar = _firstBar; bar < _firstBar + _shownBars; bar++)
{
int row = bar - _firstBar;
int col = 0;
bool isPos = StatsBuffer.IsPos(bar);
bool inMoney = Configs.AccountInMoney;
_journalData[row, col++] = (bar + 1).ToString(CultureInfo.InvariantCulture);
_journalData[row, col++] = Data.Time[bar].ToString(Data.DF);
_journalData[row, col++] = Data.Time[bar].ToString("HH:mm");
_journalData[row, col++] = Data.Open[bar].ToString(Data.FF);
_journalData[row, col++] = Data.High[bar].ToString(Data.FF);
_journalData[row, col++] = Data.Low[bar].ToString(Data.FF);
_journalData[row, col++] = Data.Close[bar].ToString(Data.FF);
_journalData[row, col++] = Data.Volume[bar].ToString(CultureInfo.InvariantCulture);
_journalData[row, col++] = isPos ? Language.T(StatsBuffer.SummaryTrans(bar).ToString()) : "";
_journalData[row, col++] = isPos ? Language.T(StatsBuffer.SummaryDir(bar).ToString()) : "";
_journalData[row, col++] = isPos ? GetPositionAmmountString(bar) : "";
_journalData[row, col++] = isPos ? StatsBuffer.SummaryPrice(bar).ToString(Data.FF) : "";
_journalData[row, col++] = isPos ? GetPositionProfitString(bar) : "";
_journalData[row, col++] = isPos ? GetPositionFloatingPLString(bar) : "";
_journalData[row, col++] = inMoney
? StatsBuffer.MoneyBalance(bar).ToString("F2")
: StatsBuffer.Balance(bar).ToString(CultureInfo.InvariantCulture);
_journalData[row, col++] = inMoney
? StatsBuffer.MoneyEquity(bar).ToString("F2")
: StatsBuffer.Equity(bar).ToString(CultureInfo.InvariantCulture);
_journalData[row, col++] = StatsBuffer.SummaryRequiredMargin(bar).ToString("F2");
_journalData[row, col++] = StatsBuffer.SummaryFreeMargin(bar).ToString("F2");
_journalData[row, col] = Language.T(StatsBuffer.BackTestEvalToString(bar));
_positionIcons[row] = isPos
? Position.PositionIconImage(StatsBuffer.SummaryPositionIcon(bar))
: Resources.pos_square;
}
}
/// <summary>
/// Prepare the parameters
/// </summary>
private void SetUpPaintData()
{
// Panel caption
_captionText = Language.T("Indicator Chart");
_captionFont = new Font(Font.FontFamily, 9);
_captionHeight = Math.Max(_captionFont.Height, 18);
_captionWidth = ClientSize.Width;
_captionBrush = new SolidBrush(LayoutColors.ColorCaptionText);
_captionRectangle = new RectangleF(0, 0, _captionWidth, _captionHeight);
_captionStringFormat = new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap
};
if (!Data.IsData || !Data.IsResult || Data.Bars <= StatsBuffer.FirstBar)
{
return;
}
_xLeft = Space;
_xRight = ClientSize.Width - Space;
_yTop = (int)_captionHeight + Space;
_yBottom = ClientSize.Height - _scrollBar.Height - Space;
_yPriceBottom = _yBottom;
_separateIndicatorsCount = 0;
_separateIndicatorsChartHeight = 0;
_indicatorSlots = new int[Configs.MaxEntryFilters + Configs.MaxExitFilters + 2];
_penFore = new Pen(LayoutColors.ColorChartFore);
_penVolume = new Pen(LayoutColors.ColorVolume);
_penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
Border);
for (int slot = StatsBuffer.Strategy.Slots - 1; slot >= 0; slot--)
{
if (StatsBuffer.Strategy.Slot[slot].SeparatedChart)
{
_indicatorSlots[_separateIndicatorsCount++] = slot;
}
}
if (_separateIndicatorsCount > 0)
{
_separateIndicatorsChartHeight = (_yBottom - _yTop) / (2 + _separateIndicatorsCount);
_yPriceBottom = _yBottom - _separateIndicatorsCount * _separateIndicatorsChartHeight;
}
_maxPrice = double.MinValue;
_minPrice = double.MaxValue;
_maxVolume = int.MinValue;
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
if (Data.High[bar] > _maxPrice)
{
_maxPrice = Data.High[bar];
}
if (Data.Low[bar] < _minPrice)
{
_minPrice = Data.Low[bar];
}
if (Data.Volume[bar] > _maxVolume)
{
_maxVolume = Data.Volume[bar];
}
}
_minPrice = Math.Round(_minPrice, Data.InstrProperties.Point < 0.001 ? 3 : 1) -
Data.InstrProperties.Point * 10;
_maxPrice = Math.Round(_maxPrice, Data.InstrProperties.Point < 0.001 ? 3 : 1) +
Data.InstrProperties.Point * 10;
_scaleY = (_yPriceBottom - _yTop) / (_maxPrice - _minPrice);
_scaleYVol = _maxVolume > 0 ? ((_yPriceBottom - _yTop) / 8d) / _maxVolume : 0d;
// Volume, Lots and Price
_x = new int[_chartBars];
_yOpen = new int[_chartBars];
_yHigh = new int[_chartBars];
_yLow = new int[_chartBars];
_yClose = new int[_chartBars];
_yVolume = new int[_chartBars];
_rectPosition = new Rectangle[_chartBars];
_brushPosition = new Brush[_chartBars];
int index = 0;
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
_x[index] = (bar - _chartFirstBar) * _chartBarWidth + _xLeft;
_yOpen[index] = (int)(_yPriceBottom - (Data.Open[bar] - _minPrice) * _scaleY);
_yHigh[index] = (int)(_yPriceBottom - (Data.High[bar] - _minPrice) * _scaleY);
_yLow[index] = (int)(_yPriceBottom - (Data.Low[bar] - _minPrice) * _scaleY);
_yClose[index] = (int)(_yPriceBottom - (Data.Close[bar] - _minPrice) * _scaleY);
_yVolume[index] = (int)(_yPriceBottom - Data.Volume[bar] * _scaleYVol);
// Draw position lots
if (StatsBuffer.IsPos(bar))
{
var posHight = (int)(Math.Max(StatsBuffer.SummaryLots(bar) * 2, 2));
int yPos = _yPriceBottom - posHight;
switch (StatsBuffer.SummaryDir(bar))
{
case PosDirection.Long:
_rectPosition[index] = new Rectangle(_x[index], yPos, 1, posHight);
_brushPosition[index] = new SolidBrush(LayoutColors.ColorTradeLong);
break;
case PosDirection.Short:
_rectPosition[index] = new Rectangle(_x[index], yPos, 1, posHight);
_brushPosition[index] = new SolidBrush(LayoutColors.ColorTradeShort);
break;
case PosDirection.Closed:
_rectPosition[index] = new Rectangle(_x[index], yPos - 2, 1, 2);
_brushPosition[index] = new SolidBrush(LayoutColors.ColorTradeClose);
break;
}
}
else
{
// There is no position
_rectPosition[index] = Rectangle.Empty;
_brushPosition[index] = new SolidBrush(LayoutColors.ColorChartBack);
}
index++;
}
// Indicators in the chart
int slots = StatsBuffer.Strategy.Slots;
_isSeparatedChart = new bool[slots];
_componentLenght = new int[slots];
_chartType = new IndChartType[slots][];
_chartLine = new Point[slots][][];
_chartDot = new Rectangle[slots][][];
_chartLevel = new Rectangle[slots][][];
_chartValue = new double[slots][][];
_chartPen = new Pen[slots][][];
_chartBrush = new Brush[slots][];
for (int slot = 0; slot < slots; slot++)
{
_isSeparatedChart[slot] = StatsBuffer.Strategy.Slot[slot].SeparatedChart;
int count = StatsBuffer.Strategy.Slot[slot].Component.Length;
_componentLenght[slot] = count;
_chartType[slot] = new IndChartType[count];
_chartLine[slot] = new Point[count][];
_chartDot[slot] = new Rectangle[count][];
_chartLevel[slot] = new Rectangle[count][];
_chartValue[slot] = new double[count][];
_chartPen[slot] = new Pen[count][];
_chartBrush[slot] = new Brush[count];
}
for (int slot = 0; slot < slots; slot++)
{
if (_isSeparatedChart[slot])
{
continue;
}
for (int comp = 0; comp < _componentLenght[slot]; comp++)
{
_chartType[slot][comp] = StatsBuffer.Strategy.Slot[slot].Component[comp].ChartType;
switch (StatsBuffer.Strategy.Slot[slot].Component[comp].ChartType)
{
case IndChartType.Line:
case IndChartType.CloudUp:
case IndChartType.CloudDown:
_chartBrush[slot][comp] =
new SolidBrush(StatsBuffer.Strategy.Slot[slot].Component[comp].ChartColor);
_chartLine[slot][comp] = new Point[_chartLastBar - _chartFirstBar + 1];
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
int x = (bar - _chartFirstBar) * _chartBarWidth + _xLeft;
var y = (int)(_yPriceBottom - (value - _minPrice) * _scaleY);
if (Math.Abs(value - 0) < 0.0001)
{
_chartLine[slot][comp][bar - _chartFirstBar] =
_chartLine[slot][comp][Math.Max(bar - _chartFirstBar - 1, 0)];
}
else
{
_chartLine[slot][comp][bar - _chartFirstBar] = new Point(x, y);
}
}
break;
case IndChartType.Dot:
_chartBrush[slot][comp] =
new SolidBrush(StatsBuffer.Strategy.Slot[slot].Component[comp].ChartColor);
_chartDot[slot][comp] = new Rectangle[_chartLastBar - _chartFirstBar + 1];
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
int x = (bar - _chartFirstBar) * _chartBarWidth + _xLeft;
var y = (int)(_yPriceBottom - (value - _minPrice) * _scaleY);
_chartDot[slot][comp][bar - _chartFirstBar] = new Rectangle(x, y, 1, 1);
}
break;
case IndChartType.Level:
_chartBrush[slot][comp] =
new SolidBrush(StatsBuffer.Strategy.Slot[slot].Component[comp].ChartColor);
_chartLevel[slot][comp] = new Rectangle[_chartLastBar - _chartFirstBar + 1];
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
int x = (bar - _chartFirstBar) * _chartBarWidth + _xLeft;
var y = (int)(_yPriceBottom - (value - _minPrice) * _scaleY);
_chartLevel[slot][comp][bar - _chartFirstBar] = new Rectangle(x, y, _chartBarWidth, 1);
}
break;
}
}
}
// Separate indicators
_yIndTop = new int[_separateIndicatorsCount];
_yIndBottom = new int[_separateIndicatorsCount];
_maxValues = new double[_separateIndicatorsCount];
_minValues = new double[_separateIndicatorsCount];
_scales = new double[_separateIndicatorsCount];
for (int ind = 0; ind < _separateIndicatorsCount; ind++)
{
_yIndTop[ind] = _yBottom - (ind + 1) * _separateIndicatorsChartHeight + 1;
_yIndBottom[ind] = _yBottom - ind * _separateIndicatorsChartHeight - 1;
_maxValues[ind] = double.MinValue;
_minValues[ind] = double.MaxValue;
int slot = _indicatorSlots[ind];
for (int comp = 0; comp < _componentLenght[slot]; comp++)
{
if (StatsBuffer.Strategy.Slot[slot].Component[comp].ChartType != IndChartType.NoChart)
{
for (
int bar = Math.Max(_chartFirstBar, StatsBuffer.Strategy.Slot[slot].Component[comp].FirstBar);
bar <= _chartLastBar;
bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
if (value > _maxValues[ind])
{
_maxValues[ind] = value;
}
if (value < _minValues[ind])
{
_minValues[ind] = value;
}
}
}
}
_maxValues[ind] = Math.Max(_maxValues[ind], StatsBuffer.Strategy.Slot[slot].MaxValue);
_minValues[ind] = Math.Min(_minValues[ind], StatsBuffer.Strategy.Slot[slot].MinValue);
foreach (double specialValue in StatsBuffer.Strategy.Slot[slot].SpecValue)
{
if (Math.Abs(specialValue - 0) < 0.0001)
{
_maxValues[ind] = Math.Max(_maxValues[ind], 0);
_minValues[ind] = Math.Min(_minValues[ind], 0);
}
}
_scales[ind] = (_yIndBottom[ind] - _yIndTop[ind] - 2) / (Math.Max(_maxValues[ind] - _minValues[ind], 0.0001f));
// Indicator chart
for (int comp = 0; comp < StatsBuffer.Strategy.Slot[slot].Component.Length; comp++)
{
_chartType[slot][comp] = StatsBuffer.Strategy.Slot[slot].Component[comp].ChartType;
switch (_chartType[slot][comp])
{
case IndChartType.Line:
_chartBrush[slot][comp] =
new SolidBrush(StatsBuffer.Strategy.Slot[slot].Component[comp].ChartColor);
_chartLine[slot][comp] = new Point[_chartLastBar - _chartFirstBar + 1];
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
int x = (bar - _chartFirstBar) * _chartBarWidth + _xLeft;
var y = (int)(_yIndBottom[ind] - 1 - (value - _minValues[ind]) * _scales[ind]);
_chartLine[slot][comp][bar - _chartFirstBar] = new Point(x, y);
}
break;
case IndChartType.Histogram:
_chartValue[slot][comp] = new double[_chartLastBar - _chartFirstBar + 1];
_chartPen[slot][comp] = new Pen[_chartLastBar - _chartFirstBar + 1];
for (int bar = _chartFirstBar; bar <= _chartLastBar; bar++)
{
double value = StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar];
_chartValue[slot][comp][bar - _chartFirstBar] = value;
if (value > StatsBuffer.Strategy.Slot[slot].Component[comp].Value[bar - 1])
{
_chartPen[slot][comp][bar - _chartFirstBar] = _penGreen;
}
else
{
_chartPen[slot][comp][bar - _chartFirstBar] = _penRed;
}
}
break;
}
}
}
}