/// <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;
if (slotToRemove < CloseSlot)
OpenFilters--;
else
CloseFilters--;
var indSlotOld = (IndicatorSlot[]) Slot.Clone();
Slot = new IndicatorSlot[Slots];
// Copy all filters before this that has to be removed.
for (int slot = 0; slot < slotToRemove; slot++)
Slot[slot] = indSlotOld[slot];
// Copy all filters after this that has to be removed.
for (int slot = slotToRemove; slot < Slots; slot++)
Slot[slot] = indSlotOld[slot + 1];
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
Slot[slot].SlotNumber = slot;
}
/// <summary>
/// Removes all close filters from the strategy.
/// </summary>
public void RemoveAllCloseFilters()
{
CloseFilters = 0;
var indSlotOld = (IndicatorSlot[]) Slot.Clone();
Slot = new IndicatorSlot[Slots];
// Copy all slots except the close filters.
for (int slot = 0; slot < Slots; slot++)
Slot[slot] = indSlotOld[slot];
}
/// <summary>
/// Adds a new Close Filter to the strategy.
/// </summary>
/// <returns>The number of new Close Filter Slot.</returns>
public int AddCloseFilter()
{
CloseFilters++;
var aIndSlotOld = (IndicatorSlot[]) Slot.Clone();
Slot = 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++)
Slot[slot] = aIndSlotOld[slot];
// Create the new slot.
Slot[newSlotNumb] = new IndicatorSlot {SlotType = SlotTypes.CloseFilter};
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
Slot[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()
{
OpenFilters++;
var aIndSlotOld = (IndicatorSlot[]) Slot.Clone();
Slot = 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++)
Slot[slot] = aIndSlotOld[slot];
// Copy the close slot and all close filters.
for (int slot = newSlotNumb + 1; slot < Slots; slot++)
Slot[slot] = aIndSlotOld[slot - 1];
// Create the new slot.
Slot[newSlotNumb] = new IndicatorSlot {SlotType = SlotTypes.OpenFilter};
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
Slot[slot].SlotNumber = slot;
return newSlotNumb;
}
/// <summary>
/// Creates a strategy
/// </summary>
private void CreateStrategy(int openFilters, int closeFilters)
{
StrategyName = "Unnamed";
OpenFilters = openFilters;
CloseFilters = closeFilters;
Slot = new IndicatorSlot[Slots];
for (int slot = 0; slot < Slots; slot++)
{
Slot[slot] = new IndicatorSlot {SlotNumber = slot, SlotType = GetSlotType(slot)};
}
}
/// <summary>
/// Shows if the slot has any parameters to generate.
/// </summary>
private bool IsSlotHasParameters(IndicatorSlot slot)
{
foreach (ListParam listParam in slot.IndParam.ListParam)
if (listParam.Enabled && listParam.ItemList.Length > 1)
return true;
foreach (NumericParam numericParam in slot.IndParam.NumParam)
if (numericParam.Enabled)
return true;
return false;
}
/// <summary>
/// Prepare the strategy for generating
/// </summary>
private void PrepareStrategyForGenerating()
{
lockedEntrySlot = null;
lockedEntryFilters = 0;
aLockedEntryFilter = new IndicatorSlot[Math.Max(Strategy.MaxOpenFilters, strategyBest.OpenFilters)];
lockedExitSlot = null;
lockedExitFilters = 0;
aLockedExitFilter = new IndicatorSlot[Math.Max(Strategy.MaxCloseFilters, strategyBest.CloseFilters)];
// Copy the locked slots
for (int slot = 0; slot < strategyBest.Slots; slot++)
{
if (strategyBest.Slot[slot].SlotStatus == StrategySlotStatus.Locked ||
strategyBest.Slot[slot].SlotStatus == StrategySlotStatus.Linked)
{
if (strategyBest.Slot[slot].SlotType == SlotTypes.Open)
lockedEntrySlot = strategyBest.Slot[slot];
else if (strategyBest.Slot[slot].SlotType == SlotTypes.OpenFilter)
{
aLockedEntryFilter[lockedEntryFilters] = strategyBest.Slot[slot];
lockedEntryFilters++;
}
else if (strategyBest.Slot[slot].SlotType == SlotTypes.Close)
lockedExitSlot = strategyBest.Slot[slot];
else if (strategyBest.Slot[slot].SlotType == SlotTypes.CloseFilter)
{
aLockedExitFilter[lockedExitFilters] = strategyBest.Slot[slot];
lockedExitFilters++;
}
}
}
if (chbGenerateNewStrategy.Checked)
bestValue = 0;
else if (rbnCustomSortingNone.Checked)
bestValue = (isOOS ? Backtester.Balance(barOOS) : Backtester.NetBalance);
else
bestValue = float.MinValue;
maxOpeningLogicSlots = chbMaxOpeningLogicSlots.Checked
? (int) nudMaxOpeningLogicSlots.Value
: Strategy.MaxOpenFilters;
maxClosingLogicSlots = chbMaxClosingLogicSlots.Checked
? (int) nudMaxClosingLogicSlots.Value
: Strategy.MaxCloseFilters;
}
