public static void ExportStrategyToIndicator()
{
var sbLong = new StringBuilder();
var sbShort = new StringBuilder();
for (int bar = Data.FirstBar; bar < Data.Bars; bar++)
{
for (int pos = 0; pos < Backtester.Positions(bar); pos++)
{
if (Backtester.PosDir(bar, pos) == PosDirection.Long)
{
sbLong.AppendLine(" \""+ Data.Time[bar] + "\",");
}
if (Backtester.PosDir(bar, pos) == PosDirection.Short)
{
sbShort.AppendLine(" \""+ Data.Time[bar] + "\",");
}
}
}
string strategy = Resources.StrategyToIndicator;
strategy = strategy.Replace("#MODIFIED#", DateTime.Now.ToString(CultureInfo.InvariantCulture));
strategy = strategy.Replace("#INSTRUMENT#", Data.Symbol);
strategy = strategy.Replace("#BASEPERIOD#", Data.DataPeriodToString(Data.Period));
strategy = strategy.Replace("#STARTDATE#", Data.Time[Data.FirstBar].ToString(CultureInfo.InvariantCulture));
strategy = strategy.Replace("#ENDDATE#", Data.Time[Data.Bars - 1].ToString(CultureInfo.InvariantCulture));
strategy = strategy.Replace("#PERIODMINUTES#", ((int)Data.Period).ToString(CultureInfo.InvariantCulture));
strategy = strategy.Replace("#LISTLONG#", sbLong.ToString());
strategy = strategy.Replace("#LISTSHORT#", sbShort.ToString());
var savedlg = new SaveFileDialog
{
InitialDirectory = Data.SourceFolder,
AddExtension = true,
Title = Language.T("Custom Indicators"),
Filter = Language.T("Custom Indicators") + " (*.cs)|*.cs"
};
if (savedlg.ShowDialog() == DialogResult.OK)
{
strategy = strategy.Replace("#INDICATORNAME#", Path.GetFileNameWithoutExtension(savedlg.FileName));
var sw = new StreamWriter(savedlg.FileName);
try
{
sw.Write(strategy);
}
catch (Exception exc)
{
MessageBox.Show(exc.Message, Language.T("Custom Indicators"));
}
finally
{
sw.Close();
}
}
}
/// <summary>
/// Loads the data.
/// </summary>
private void LoadData(BackgroundWorker worker)
{
int periodsToLoad = 0;
int allPeriods = Enum.GetValues(typeof(DataPeriod)).Length;
Data.IntraBars = new int[allPeriods];
Data.IntraBarData = new Bar[Data.Bars][];
Data.IntraBarBars = new int[Data.Bars];
Data.IntraBarsPeriods = new DataPeriod[Data.Bars];
Data.LoadedIntraBarPeriods = 0;
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.IntraBarsPeriods[bar] = Data.Period;
Data.IntraBarBars[bar] = 0;
}
// Counts how many periods to load
for (int prd = 0; prd < allPeriods; prd++)
{
var period = (DataPeriod)Enum.GetValues(typeof(DataPeriod)).GetValue(prd);
if (period < Data.Period)
{
periodsToLoad++;
}
}
// Load the intrabar data (Starts from 1 Min)
for (int prd = 0; prd < allPeriods && isLoadingNow; prd++)
{
if (worker.CancellationPending)
{
break;
}
int loadedBars = 0;
var period = (DataPeriod)Enum.GetValues(typeof(DataPeriod)).GetValue(prd);
SetLabelProgressText(Language.T("Loading:") + " " + Data.DataPeriodToString(period) + "...");
if (period < Data.Period)
{
loadedBars = LoadIntrabarData(period);
if (loadedBars > 0)
{
Data.IsIntrabarData = true;
Data.LoadedIntraBarPeriods++;
}
}
else if (period == Data.Period)
{
loadedBars = Data.Bars;
Data.LoadedIntraBarPeriods++;
}
Data.IntraBars[prd] = loadedBars;
// Report progress as a percentage of the total task.
int percentComplete = periodsToLoad > 0 ? 100 * (prd + 1) / periodsToLoad : 100;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
CheckIntrabarData();
RepairIntrabarData();
if (Configs.UseTickData)
{
SetLabelProgressText(Language.T("Loading:") + " " + Language.T("Ticks") + "...");
worker.ReportProgress(200);
try
{
LoadTickData();
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
}
/// <summary>
/// Loads the Intrabar data.
/// </summary>
private int LoadIntrabarData(DataPeriod period)
{
var instrument = new Instrument(Data.InstrProperties.Clone(), (int)period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxIntraBars
};
// Loads the data
int loadingResult = instrument.LoadData();
int loadedIntrabars = instrument.Bars;
if (loadingResult == 0 && loadedIntrabars > 0)
{
if (Data.Period != DataPeriod.W1)
{
if (instrument.DaysOff > 5)
{
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Maximum days off:") +
" " + instrument.DaysOff;
}
if (Data.Update - instrument.Update > new TimeSpan(24, 0, 0))
{
warningMessage += Environment.NewLine + Language.T("Data for:") + " " + Data.Symbol + " " +
Data.DataPeriodToString(period) + " - " + Language.T("Updated on:") + " " +
instrument.Update.ToString(CultureInfo.InvariantCulture);
}
}
int startBigBar;
for (startBigBar = 0; startBigBar < Data.Bars; startBigBar++)
{
if (Data.Time[startBigBar] >= instrument.Time(0))
{
break;
}
}
int stopBigBar;
for (stopBigBar = startBigBar; stopBigBar < Data.Bars; stopBigBar++)
{
if (Data.IntraBarsPeriods[stopBigBar] != Data.Period)
{
break;
}
}
// Seek for a place to put the intrabars.
int lastIntraBar = 0;
for (int bar = startBigBar; bar < stopBigBar; bar++)
{
Data.IntraBarData[bar] = new Bar[(int)Data.Period / (int)period];
DateTime endTime = Data.Time[bar] + new TimeSpan(0, (int)Data.Period, 0);
int indexBar = 0;
for (int intrabar = lastIntraBar;
intrabar < loadedIntrabars && instrument.Time(intrabar) < endTime;
intrabar++)
{
if (instrument.Time(intrabar) >= Data.Time[bar])
{
Data.IntraBarData[bar][indexBar].Time = instrument.Time(intrabar);
Data.IntraBarData[bar][indexBar].Open = instrument.Open(intrabar);
Data.IntraBarData[bar][indexBar].High = instrument.High(intrabar);
Data.IntraBarData[bar][indexBar].Low = instrument.Low(intrabar);
Data.IntraBarData[bar][indexBar].Close = instrument.Close(intrabar);
Data.IntraBarsPeriods[bar] = period;
Data.IntraBarBars[bar]++;
indexBar++;
lastIntraBar = intrabar;
}
}
}
}
return(loadedIntrabars);
}
/// <summary>
/// Repaint the panel Info
/// </summary>
private void PnlInfoPaint(object sender, PaintEventArgs e)
{
// +------------------------------------------------------+
// | Data |
// |------------------- ----------------------------------+
// | Period | Bars | From | Until | Cover | % | Label |
// |------------------------------------------------------+
//xp0 xp1 xp2 xp3 xp4 xp5 xp6 xp7
Graphics g = e.Graphics;
g.Clear(LayoutColors.ColorControlBack);
if (!Data.IsData || !Data.IsResult)
{
return;
}
var pnl = (Panel)sender;
const int border = 2;
const int xp0 = border;
const int xp1 = 80;
const int xp2 = 140;
const int xp3 = 200;
const int xp4 = 260;
const int xp5 = 320;
const int xp6 = 370;
int xp7 = pnl.ClientSize.Width - border;
var size = new Size(xp7 - xp0, infoRowHeight);
var sf = new StringFormat {
Alignment = StringAlignment.Center, LineAlignment = StringAlignment.Near
};
// Caption background
var pntStart = new PointF(0, 0);
SizeF szfCaption = new Size(pnl.ClientSize.Width - 0, 2 * infoRowHeight);
var rectfCaption = new RectangleF(pntStart, szfCaption);
Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption);
// Caption Text
var stringFormatCaption = new StringFormat
{
LineAlignment = StringAlignment.Center,
Trimming = StringTrimming.EllipsisCharacter,
FormatFlags = StringFormatFlags.NoWrap,
Alignment = StringAlignment.Near
};
string stringCaptionText = Language.T("Intrabar Data");
float captionWidth = Math.Min(InfoPanel.ClientSize.Width, xp7 - xp0);
float captionTextWidth = g.MeasureString(stringCaptionText, fontInfo).Width;
float captionTextX = Math.Max((captionWidth - captionTextWidth) / 2f, 0);
var pfCaptionText = new PointF(captionTextX, 0);
var sfCaptionText = new SizeF(captionWidth - captionTextX, infoRowHeight);
rectfCaption = new RectangleF(pfCaptionText, sfCaptionText);
Brush brush = new SolidBrush(LayoutColors.ColorCaptionText);
// First caption row
g.DrawString(stringCaptionText, fontInfo, brush, rectfCaption, stringFormatCaption);
// Second title row
g.DrawString(Language.T("Period"), fontInfo, brush, (xp1 + xp0) / 2f, infoRowHeight, sf);
g.DrawString(Language.T("Bars"), fontInfo, brush, (xp2 + xp1) / 2f, infoRowHeight, sf);
g.DrawString(Language.T("From"), fontInfo, brush, (xp3 + xp2) / 2f, infoRowHeight, sf);
g.DrawString(Language.T("Until"), fontInfo, brush, (xp4 + xp3) / 2f, infoRowHeight, sf);
g.DrawString(Language.T("Coverage"), fontInfo, brush, (xp5 + xp4) / 2f, infoRowHeight, sf);
g.DrawString("%", fontInfo, brush, (xp6 + xp5) / 2f, infoRowHeight, sf);
g.DrawString(Language.T("Label"), fontInfo, brush, (xp7 + xp6) / 2f, infoRowHeight, sf);
brush = new SolidBrush(LayoutColors.ColorControlText);
int allPeriods = Enum.GetValues(typeof(DataPeriod)).Length;
for (int period = 0; period <= allPeriods; period++)
{
int y = (period + 2) * infoRowHeight;
var point = new Point(xp0, y);
if (Math.Abs(period % 2f - 0) > 0.0001)
{
g.FillRectangle(new SolidBrush(LayoutColors.ColorEvenRowBack), new Rectangle(point, size));
}
}
// Tick statistics
if (isTickDataFile)
{
g.DrawString(Language.T("Tick"), fontInfo, brush, (xp1 + xp0) / 2, 2 * infoRowHeight, sf);
if (Data.IsTickData && Configs.UseTickData)
{
int firstBarWithTicks = -1;
int lastBarWithTicks = -1;
int tickBars = 0;
for (int b = 0; b < Data.Bars; b++)
{
if (firstBarWithTicks == -1 && Data.TickData[b] != null)
{
firstBarWithTicks = b;
}
if (Data.TickData[b] != null)
{
lastBarWithTicks = b;
tickBars++;
}
}
double percentage = 100d * tickBars / Data.Bars;
int y = 2 * infoRowHeight;
string ticks = (Data.Ticks > 999999)
? (Data.Ticks / 1000).ToString(CultureInfo.InvariantCulture) + "K"
: Data.Ticks.ToString(CultureInfo.InvariantCulture);
g.DrawString(ticks, fontInfo, brush, (xp2 + xp1) / 2, y, sf);
g.DrawString((firstBarWithTicks + 1).ToString(CultureInfo.InvariantCulture), fontInfo, brush,
(xp3 + xp2) / 2, y, sf);
g.DrawString((lastBarWithTicks + 1).ToString(CultureInfo.InvariantCulture), fontInfo, brush,
(xp4 + xp3) / 2, y, sf);
g.DrawString(tickBars.ToString(CultureInfo.InvariantCulture), fontInfo, brush, (xp5 + xp4) / 2, y, sf);
g.DrawString(percentage.ToString("F2"), fontInfo, brush, (xp6 + xp5) / 2, y, sf);
var rectf = new RectangleF(xp6 + 10, y + 4, xp7 - xp6 - 20, 9);
Data.GradientPaint(g, rectf, Data.PeriodColor[DataPeriod.M1], 60);
rectf = new RectangleF(xp6 + 10, y + 7, xp7 - xp6 - 20, 3);
Data.GradientPaint(g, rectf, Data.PeriodColor[DataPeriod.D1], 60);
}
}
for (int prd = 0; prd < allPeriods; prd++)
{
int startY = isTickDataFile ? 3 : 2;
int y = (prd + startY) * infoRowHeight;
var period = (DataPeriod)Enum.GetValues(typeof(DataPeriod)).GetValue(prd);
int intraBars = Data.IntraBars == null || !Data.IsIntrabarData ? 0 : Data.IntraBars[prd];
int fromBar = 0;
int untilBar = 0;
int coveredBars = 0;
double percentage = 0;
bool isMultyAreas = false;
if (intraBars > 0)
{
bool isFromBarFound = false;
bool isUntilBarFound = false;
untilBar = Data.Bars;
for (int bar = 0; bar < Data.Bars; bar++)
{
if (!isFromBarFound && Data.IntraBarsPeriods[bar] == period)
{
fromBar = bar;
isFromBarFound = true;
}
if (isFromBarFound && !isUntilBarFound &&
(Data.IntraBarsPeriods[bar] != period || bar == Data.Bars - 1))
{
if (bar < Data.Bars - 1)
{
isUntilBarFound = true;
untilBar = bar;
}
else
{
untilBar = Data.Bars;
}
coveredBars = untilBar - fromBar;
}
if (isFromBarFound && isUntilBarFound && Data.IntraBarsPeriods[bar] == period)
{
isMultyAreas = true;
coveredBars++;
}
}
if (isFromBarFound)
{
percentage = 100d * coveredBars / Data.Bars;
fromBar++;
}
else
{
fromBar = 0;
untilBar = 0;
coveredBars = 0;
percentage = 0;
}
}
else if (period == Data.Period)
{
intraBars = Data.Bars;
fromBar = 1;
untilBar = Data.Bars;
coveredBars = Data.Bars;
percentage = 100;
}
g.DrawString(Data.DataPeriodToString(period), fontInfo, brush, (xp1 + xp0) / 2, y, sf);
if (coveredBars > 0 || period == Data.Period)
{
g.DrawString(intraBars.ToString(CultureInfo.InvariantCulture), fontInfo, brush, (xp2 + xp1) / 2, y, sf);
g.DrawString(fromBar.ToString(CultureInfo.InvariantCulture), fontInfo, brush, (xp3 + xp2) / 2, y, sf);
g.DrawString(untilBar.ToString(CultureInfo.InvariantCulture), fontInfo, brush, (xp4 + xp3) / 2, y, sf);
g.DrawString(coveredBars.ToString(CultureInfo.InvariantCulture) + (isMultyAreas ? "*" : ""),
fontInfo, brush, (xp5 + xp4) / 2, y, sf);
g.DrawString(percentage.ToString("F2"), fontInfo, brush, (xp6 + xp5) / 2, y, sf);
var rectf = new RectangleF(xp6 + 10, y + 4, xp7 - xp6 - 20, 9);
Data.GradientPaint(g, rectf, Data.PeriodColor[period], 60);
}
}
var penLine = new Pen(LayoutColors.ColorJournalLines);
g.DrawLine(penLine, xp1, 2 * infoRowHeight, xp1, pnl.ClientSize.Height);
g.DrawLine(penLine, xp2, 2 * infoRowHeight, xp2, pnl.ClientSize.Height);
g.DrawLine(penLine, xp3, 2 * infoRowHeight, xp3, pnl.ClientSize.Height);
g.DrawLine(penLine, xp4, 2 * infoRowHeight, xp4, pnl.ClientSize.Height);
g.DrawLine(penLine, xp5, 2 * infoRowHeight, xp5, pnl.ClientSize.Height);
g.DrawLine(penLine, xp6, 2 * infoRowHeight, xp6, pnl.ClientSize.Height);
// Border
var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption),
border);
g.DrawLine(penBorder, 1, 2 * infoRowHeight, 1, pnl.ClientSize.Height);
g.DrawLine(penBorder, pnl.ClientSize.Width - border + 1, 2 * infoRowHeight, pnl.ClientSize.Width - border + 1,
pnl.ClientSize.Height);
g.DrawLine(penBorder, 0, pnl.ClientSize.Height - border + 1, pnl.ClientSize.Width,
pnl.ClientSize.Height - border + 1);
}