/// <summary>
/// Exports the bar summary
/// </summary>
public void ExportBarSummary()
{
string stage = String.Empty;
if (Data.IsProgramBeta)
{
stage = " " + Language.T("Beta");
}
else if (Data.IsProgramRC)
{
stage = " " + "RC";
}
sb.Append("Forex Strategy Builder v" + Data.ProgramVersion + stage + Environment.NewLine);
sb.Append("Strategy name: " + Data.Strategy.StrategyName + Environment.NewLine);
sb.Append("Exported on " + DateTime.Now.ToString() + Environment.NewLine);
sb.Append(Data.Symbol + " " + Data.PeriodString + "; Values in pips" + Environment.NewLine);
sb.Append("Bar Numb\t");
sb.Append("Date\t");
sb.Append("Hour\t");
sb.Append("Open\t");
sb.Append("High\t");
sb.Append("Low\t");
sb.Append("Close\t");
sb.Append("Volume\t");
sb.Append("Direction\t");
sb.Append("Lots\t");
sb.Append("Transaction\t");
sb.Append("Price\t");
sb.Append("Profit Loss\t");
sb.Append("Floating P/L\t");
sb.Append("Spread\t");
sb.Append("Rollover\t");
sb.Append("Balance\t");
sb.Append("Equity\t");
sb.Append("Interpolation" + Environment.NewLine);
for (int bar = 0; bar < Data.Bars; bar++)
{
sb.Append((bar + 1).ToString() + "\t");
sb.Append(Data.Time[bar].ToString(sDF) + "\t");
sb.Append(Data.Time[bar].ToString("HH:mm") + "\t");
sb.Append(Data.Open[bar].ToString(FF) + "\t");
sb.Append(Data.High[bar].ToString(FF) + "\t");
sb.Append(Data.Low[bar].ToString(FF) + "\t");
sb.Append(Data.Close[bar].ToString(FF) + "\t");
sb.Append(Data.Volume[bar].ToString() + "\t");
if (Backtester.IsPos(bar))
{
sb.Append(Backtester.SummaryDir(bar).ToString() + "\t");
sb.Append(Backtester.SummaryLots(bar).ToString() + "\t");
sb.Append(Backtester.SummaryTrans(bar).ToString() + "\t");
sb.Append(Backtester.SummaryPrice(bar).ToString(FF) + "\t");
sb.Append(Backtester.ProfitLoss(bar).ToString() + "\t");
sb.Append(Backtester.FloatingPL(bar).ToString() + "\t");
}
else
{
sb.Append("\t\t\t\t\t\t");
}
sb.Append(Backtester.ChargedSpread(bar).ToString() + "\t");
sb.Append(Backtester.ChargedRollOver(bar).ToString() + "\t");
sb.Append(Backtester.Balance(bar).ToString() + "\t");
sb.Append(Backtester.Equity(bar).ToString() + "\t");
sb.Append(Backtester.BackTestEval(bar) + "\t");
sb.Append(Environment.NewLine);
}
string fileName = Data.Strategy.StrategyName + "-" + Data.Symbol.ToString() + "-" + Data.Period.ToString();
SaveData(fileName);
return;
}
/// <summary>
/// Sets the chart parameters
/// </summary>
private void InitChart(int width, int height)
{
Chart = new Bitmap(width, height);
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
const int border = 1;
const int space = 2;
int maximum;
int minimum;
int firstBar = Data.FirstBar;
int bars = Data.Bars;
int chartBars = Data.Bars - firstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLSBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLSBalance = Math.Min(minLongBalance, minShortBalance);
maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLSBalance) + 1;
minimum = Math.Min(Math.Min(minBalance, minEquity), minLSBalance) - 1;
}
else
{
maximum = Math.Max(maxBalance, maxEquity) + 1;
minimum = Math.Min(minBalance, minEquity) - 1;
}
const int yTop = border + space;
int yBottom = height - border - space;
const int xLeft = border;
int xRight = width - border - space;
float xScale = (xRight - xLeft) / (float)chartBars;
float yScale = (yBottom - yTop) / (float)(maximum - minimum);
var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
var balancePoints = new PointF[chartBars];
var equityPoints = new PointF[chartBars];
var longBalancePoints = new PointF[chartBars];
var shortBalancePoints = new PointF[chartBars];
int index = 0;
for (int bar = firstBar; bar < bars; bar++)
{
balancePoints[index].X = xLeft + index * xScale;
equityPoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
balancePoints[index].Y = (float)(yBottom - (Backtester.MoneyBalance(bar) - minimum) * yScale);
equityPoints[index].Y = (float)(yBottom - (Backtester.MoneyEquity(bar) - minimum) * yScale);
}
else
{
balancePoints[index].Y = yBottom - (Backtester.Balance(bar) - minimum) * yScale;
equityPoints[index].Y = yBottom - (Backtester.Equity(bar) - minimum) * yScale;
}
if (Configs.AdditionalStatistics)
{
longBalancePoints[index].X = xLeft + index * xScale;
shortBalancePoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
longBalancePoints[index].Y = (float)(yBottom - (Backtester.LongMoneyBalance(bar) - minimum) * yScale);
shortBalancePoints[index].Y = (float)(yBottom - (Backtester.ShortMoneyBalance(bar) - minimum) * yScale);
}
else
{
longBalancePoints[index].Y = yBottom - (Backtester.LongBalance(bar) - minimum) * yScale;
shortBalancePoints[index].Y = yBottom - (Backtester.ShortBalance(bar) - minimum) * yScale;
}
}
index++;
}
Graphics g = Graphics.FromImage(Chart);
// Paints the background by gradient
var rectField = new RectangleF(1, 1, width - 2, height - 2);
g.FillRectangle(new SolidBrush(LayoutColors.ColorChartBack), rectField);
// Border
g.DrawRectangle(penBorder, 0, 0, width - 1, height - 1);
// Equity line
g.DrawLines(new Pen(LayoutColors.ColorChartEquityLine), equityPoints);
// Draw Long and Short balance
if (Configs.AdditionalStatistics)
{
g.DrawLines(new Pen(Color.Red), shortBalancePoints);
g.DrawLines(new Pen(Color.Green), longBalancePoints);
}
// Draw the balance line
g.DrawLines(new Pen(LayoutColors.ColorChartBalanceLine), balancePoints);
}
/// <summary>
/// Sets the chart params
/// </summary>
void InitChart(int width, int height)
{
chart = new Bitmap(width, height);
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
int border = 1;
int space = 2;
int XLeft, XRight, YTop, YBottom;
float XScale, YScale;
int bars;
int chartBars;
int maximum;
int minimum;
int firstBar;
Pen penBorder;
PointF[] apntBalance;
PointF[] apntEquity;
PointF[] apntLongBalance;
PointF[] apntShortBalance;
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int iMaxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int iMinBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int iMaxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int iMinEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int iMaxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int iMinLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int iMaxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int iMinShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int iMaxLSBalance = Math.Max(iMaxLongBalance, iMaxShortBalance);
int iMinLSBalance = Math.Min(iMinLongBalance, iMinShortBalance);
maximum = Math.Max(Math.Max(iMaxBalance, iMaxEquity), iMaxLSBalance) + 1;
minimum = Math.Min(Math.Min(iMinBalance, iMinEquity), iMinLSBalance) - 1;
}
else
{
maximum = Math.Max(iMaxBalance, iMaxEquity) + 1;
minimum = Math.Min(iMinBalance, iMinEquity) - 1;
}
YTop = border + space;
YBottom = height - border - space;
XLeft = border;
XRight = width - border - space;
XScale = (XRight - XLeft) / (float)chartBars;
YScale = (YBottom - YTop) / (float)(maximum - minimum);
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
apntBalance = new PointF[chartBars];
apntEquity = new PointF[chartBars];
apntLongBalance = new PointF[chartBars];
apntShortBalance = new PointF[chartBars];
int index = 0;
for (int iBar = firstBar; iBar < bars; iBar++)
{
apntBalance[index].X = XLeft + index * XScale;
apntEquity[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntBalance[index].Y = (float)(YBottom - (Backtester.MoneyBalance(iBar) - minimum) * YScale);
apntEquity[index].Y = (float)(YBottom - (Backtester.MoneyEquity(iBar) - minimum) * YScale);
}
else
{
apntBalance[index].Y = YBottom - (Backtester.Balance(iBar) - minimum) * YScale;
apntEquity[index].Y = YBottom - (Backtester.Equity(iBar) - minimum) * YScale;
}
if (Configs.AdditionalStatistics)
{
apntLongBalance[index].X = XLeft + index * XScale;
apntShortBalance[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntLongBalance[index].Y = (float)(YBottom - (Backtester.LongMoneyBalance(iBar) - minimum) * YScale);
apntShortBalance[index].Y = (float)(YBottom - (Backtester.ShortMoneyBalance(iBar) - minimum) * YScale);
}
else
{
apntLongBalance[index].Y = YBottom - (Backtester.LongBalance(iBar) - minimum) * YScale;
apntShortBalance[index].Y = YBottom - (Backtester.ShortBalance(iBar) - minimum) * YScale;
}
}
index++;
}
Graphics g = Graphics.FromImage(chart);
// Paints the background by gradient
RectangleF rectField = new RectangleF(1, 1, width - 2, height - 2);
g.FillRectangle(new SolidBrush(LayoutColors.ColorChartBack), rectField);
// Border
g.DrawRectangle(penBorder, 0, 0, width - 1, height - 1);
// Equity line
g.DrawLines(new Pen(LayoutColors.ColorChartEquityLine), apntEquity);
// Draw Long and Short balance
if (Configs.AdditionalStatistics)
{
g.DrawLines(new Pen(Color.Red), apntShortBalance);
g.DrawLines(new Pen(Color.Green), apntLongBalance);
}
// Draw the balance line
g.DrawLines(new Pen(LayoutColors.ColorChartBalanceLine), apntBalance);
}
/// <summary>
/// Calculates the balance lines
/// </summary>
private int Calculate(BackgroundWorker worker)
{
// Determine the number of lines
// For each method per line
// The random line shows the averaged values
// Also we have two border lines for the random method
// Plus the average balance line
_isRandom = false;
_minimum = float.MaxValue;
_maximum = float.MinValue;
_minimumRandom = float.MaxValue;
_maximumRandom = float.MinValue;
var randomLines = (int)NumRandom.Value;
_checkedMethods = 0;
_lines = 1;
for (int m = 0; m < _countMethods; m++)
{
if (AchboxMethods[m].Checked)
{
_checkedMethods++;
_lines++;
if ((InterpolationMethod)AchboxMethods[m].Tag == InterpolationMethod.Random)
{
_isRandom = true;
}
}
}
if (_checkedMethods == 0 && Configs.PlaySounds)
{
SystemSounds.Hand.Play();
return(-1);
}
_afBalance = new float[Data.Bars - Data.FirstBar];
_afMethods = new float[_countMethods, Data.Bars - Data.FirstBar];
if (_isRandom)
{
_afRandoms = new float[randomLines, Data.Bars - Data.FirstBar];
_afMinRandom = new float[Data.Bars - Data.FirstBar];
_afMaxRandom = new float[Data.Bars - Data.FirstBar];
}
// Progress parameters
int computedCycles = 0;
int cycles = _lines + (_isRandom ? randomLines : 0);
int highestPercentageReached = 0;
int percentComplete;
// Calculates the lines
for (int m = 0; m < _countMethods; m++)
{
if (worker.CancellationPending)
{
return(-1);
}
if (!AchboxMethods[m].Checked)
{
continue;
}
var method = (InterpolationMethod)AchboxMethods[m].Tag;
if (method == InterpolationMethod.Random)
{
for (int r = 0; r < randomLines; r++)
{
if (worker.CancellationPending)
{
return(-1);
}
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afRandoms[r, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afRandoms[r, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
float randomSum = 0;
float minRandom = float.MaxValue;
float maxRandom = float.MinValue;
for (int r = 0; r < randomLines; r++)
{
float value = _afRandoms[r, iBar];
randomSum += value;
minRandom = value < minRandom ? value : minRandom;
maxRandom = value > maxRandom ? value : maxRandom;
}
_afMethods[m, iBar] = randomSum / randomLines;
_afMinRandom[iBar] = minRandom;
_afMaxRandom[iBar] = maxRandom;
_minimumRandom = minRandom < _minimumRandom ? minRandom : _minimumRandom;
_maximumRandom = maxRandom > _maximumRandom ? maxRandom : _maximumRandom;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
else
{
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afMethods[m, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afMethods[m, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
// Calculates the average balance, Min and Max
for (int bar = 0; bar < Data.Bars - Data.FirstBar; bar++)
{
float sum = 0;
for (int m = 0; m < _countMethods; m++)
{
if (!AchboxMethods[m].Checked)
{
continue;
}
float value = _afMethods[m, bar];
sum += value;
if (value < _minimum)
{
_minimum = value;
}
if (value > _maximum)
{
_maximum = value;
}
}
_afBalance[bar] = sum / _checkedMethods;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
worker.ReportProgress(percentComplete);
}
return(0);
}
/// <summary>
/// Updates the journal data from the backtester
/// </summary>
void UpdateJournalData()
{
asJournalData = new string[shownBars, columns];
aiPositionIcons = new Image[shownBars];
for (int bar = firstBar; bar < firstBar + shownBars; bar++)
{
int row = bar - firstBar;
asJournalData[row, 0] = (bar + 1).ToString();
asJournalData[row, 1] = Data.Time[bar].ToString(Data.DF);
asJournalData[row, 2] = Data.Time[bar].ToString("HH:mm");
asJournalData[row, 3] = Data.Open[bar].ToString(Data.FF);
asJournalData[row, 4] = Data.High[bar].ToString(Data.FF);
asJournalData[row, 5] = Data.Low[bar].ToString(Data.FF);
asJournalData[row, 6] = Data.Close[bar].ToString(Data.FF);
asJournalData[row, 7] = Data.Volume[bar].ToString();
if (Backtester.IsPos(bar))
{
asJournalData[row, 8] = Language.T(Backtester.SummaryTrans(bar).ToString());
asJournalData[row, 9] = Language.T(Backtester.SummaryDir(bar).ToString());
if (Configs.AccountInMoney)
{
string sign = Backtester.SummaryDir(bar) == PosDirection.Short ? "-" : "";
asJournalData[row, 10] = sign + Backtester.SummaryAmount(bar).ToString();
}
else
{
asJournalData[row, 10] = Backtester.SummaryLots(bar).ToString();
}
asJournalData[row, 11] = Backtester.SummaryPrice(bar).ToString(Data.FF);
if (Configs.AccountInMoney)
{
// Profit Loss
if (Backtester.SummaryTrans(bar) == Transaction.Close ||
Backtester.SummaryTrans(bar) == Transaction.Reduce ||
Backtester.SummaryTrans(bar) == Transaction.Reverse)
{
asJournalData[row, 12] = Backtester.MoneyProfitLoss(bar).ToString("F2");
}
else
{
asJournalData[row, 12] = "-";
}
// Floating Profit Loss
if (Backtester.SummaryTrans(bar) != Transaction.Close)
{
asJournalData[row, 13] = Backtester.MoneyFloatingPL(bar).ToString("F2");
}
else
{
asJournalData[row, 13] = "-";
}
}
else
{
// Profit Loss
if (Backtester.SummaryTrans(bar) == Transaction.Close ||
Backtester.SummaryTrans(bar) == Transaction.Reduce ||
Backtester.SummaryTrans(bar) == Transaction.Reverse)
{
asJournalData[row, 12] = Backtester.ProfitLoss(bar).ToString();
}
else
{
asJournalData[row, 12] = "-";
}
// Floating Profit Loss
if (Backtester.SummaryTrans(bar) != Transaction.Close)
{
asJournalData[row, 13] = Backtester.FloatingPL(bar).ToString();
}
else
{
asJournalData[row, 13] = "-";
}
}
// Icons
aiPositionIcons[row] = Backtester.SummaryPositionIcon(bar);
}
else
{
// Icons
aiPositionIcons[row] = Properties.Resources.pos_square;
}
if (Configs.AccountInMoney)
{
asJournalData[row, 14] = Backtester.MoneyBalance(bar).ToString("F2");
asJournalData[row, 15] = Backtester.MoneyEquity(bar).ToString("F2");
}
else
{
asJournalData[row, 14] = Backtester.Balance(bar).ToString();
asJournalData[row, 15] = Backtester.Equity(bar).ToString();
}
asJournalData[row, 16] = Backtester.SummaryRequiredMargin(bar).ToString("F2");
asJournalData[row, 17] = Backtester.SummaryFreeMargin(bar).ToString("F2");
asJournalData[row, 18] = Language.T(Backtester.BackTestEval(bar));
}
return;
}
/// <summary>
/// Sets chart's back testing data.
/// </summary>
public void SetChartData()
{
_isNotPaint = !Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar;
if (_isNotPaint)
{
return;
}
_showPriceLine = Configs.ShowPriceChartOnAccountChart && Backtester.ExecutedOrders > 0;
_isScanPerformed = Backtester.IsScanPerformed;
_data.FirstBar = Data.FirstBar;
_data.Bars = Data.Bars;
_chartBars = Data.Bars - Data.FirstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLongShortBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLongShortBalance = Math.Min(minLongBalance, minShortBalance);
_data.Maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLongShortBalance) + 1;
_data.Minimum = Math.Min(Math.Min(minBalance, minEquity), minLongShortBalance) - 1;
}
else
{
_data.Maximum = Math.Max(maxBalance, maxEquity) + 1;
_data.Minimum = Math.Min(minBalance, minEquity) - 1;
}
_data.Minimum = (int)(Math.Floor(_data.Minimum / 10f) * 10);
_data.DataMaxPrice = Data.MaxPrice;
_data.DataMinPrice = Data.MinPrice;
if (_showPriceLine)
{
_data.ClosePrice = new double[_data.Bars];
Data.Close.CopyTo(_data.ClosePrice, 0);
}
if (Configs.AccountInMoney)
{
_data.MoneyBalance = new double[_data.Bars];
_data.MoneyEquity = new double[_data.Bars];
}
else
{
_data.Balance = new int[_data.Bars];
_data.Equity = new int[_data.Bars];
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
_data.LongMoneyBalance = new double[_data.Bars];
_data.ShortMoneyBalance = new double[_data.Bars];
}
else
{
_data.LongBalance = new int[_data.Bars];
_data.ShortBalance = new int[_data.Bars];
}
}
for (int bar = _data.FirstBar; bar < _data.Bars; bar++)
{
if (Configs.AccountInMoney)
{
_data.MoneyBalance[bar] = Backtester.MoneyBalance(bar);
_data.MoneyEquity[bar] = Backtester.MoneyEquity(bar);
}
else
{
_data.Balance[bar] = Backtester.Balance(bar);
_data.Equity[bar] = Backtester.Equity(bar);
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
_data.LongMoneyBalance[bar] = Backtester.LongMoneyBalance(bar);
_data.ShortMoneyBalance[bar] = Backtester.ShortMoneyBalance(bar);
}
else
{
_data.LongBalance[bar] = Backtester.LongBalance(bar);
_data.ShortBalance[bar] = Backtester.ShortBalance(bar);
}
}
}
_data.MarginCallBar = Backtester.MarginCallBar;
if (IsOOS && OOSBar > _data.FirstBar)
{
_data.NetBalance = (float)(Configs.AccountInMoney ? Backtester.MoneyBalance(OOSBar) : Backtester.Balance(OOSBar));
_data.DataTimeBarOOS = Data.Time[OOSBar];
}
else
{
_data.NetBalance = (float)(Configs.AccountInMoney ? Backtester.NetMoneyBalance : Backtester.NetBalance);
}
}
/// <summary>
/// Generates dynamic info on the status bar
/// when we are Moving the mouse over the SmallBalanceChart.
/// </summary>
protected override void OnMouseMove(MouseEventArgs e)
{
base.OnMouseMove(e);
if (!isShowDynamicInfo || !Data.IsData || !Data.IsResult)
{
return;
}
int bar = (int)((e.X - XLeft) / XScale) + firstBar;
bar = Math.Max(firstBar, bar);
bar = Math.Min(Data.Bars - 1, bar);
if (Configs.AccountInMoney)
{
strStatusBarText = String.Format("{0} {1} {2}: {3} {4} {5}: {6} {7}",
Data.Time[bar].ToString(Data.DF),
Data.Time[bar].ToString("HH:mm"),
Language.T("Balance"),
Backtester.MoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency,
Language.T("Equity"),
Backtester.MoneyEquity(bar).ToString("F2"),
Configs.AccountCurrency);
}
else
{
strStatusBarText = String.Format("{0} {1} {2}: {3} {4} {5}: {6} {7}",
Data.Time[bar].ToString(Data.DF),
Data.Time[bar].ToString("HH:mm"),
Language.T("Balance"),
Backtester.Balance(bar),
Language.T("pips"),
Language.T("Equity"),
Backtester.Equity(bar),
Language.T("pips"));
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
strStatusBarText += String.Format(" {0}: {1} {2} {3}: {4} {5}",
Language.T("Long balance"),
Backtester.LongMoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency,
Language.T("Short balance"),
Backtester.ShortMoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency);
}
else
{
strStatusBarText += String.Format(" {0}: {1} {2} {3}: {4} {5}",
Language.T("Long balance"),
Backtester.LongBalance(bar),
Language.T("pips"),
Language.T("Short balance"),
Backtester.ShortBalance(bar),
Language.T("pips"));
}
}
if (Configs.ShowPriceChartOnAccountChart)
{
strStatusBarText += String.Format(" {0}: {1}",
Language.T("Price close"),
Data.Close[bar]);
}
}
/// <summary>
/// Sets chart's instrument and back testing data.
/// </summary>
public void SetChartData()
{
isNotPaint = !Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar;
if (isNotPaint)
{
return;
}
showPriceLine = Configs.ShowPriceChartOnAccountChart && Backtester.ExecutedOrders > 0;
isScanPerformed = Backtester.IsScanPerformed;
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLSBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLSBalance = Math.Min(minLongBalance, minShortBalance);
maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLSBalance) + 1;
minimum = Math.Min(Math.Min(minBalance, minEquity), minLSBalance) - 1;
}
else
{
maximum = Math.Max(maxBalance, maxEquity) + 1;
minimum = Math.Min(minBalance, minEquity) - 1;
}
minimum = (int)(Math.Floor(minimum / 10f) * 10);
dataMaxPrice = Data.MaxPrice;
dataMinPrice = Data.MinPrice;
if (showPriceLine)
{
dataClose = new double[bars];
Data.Close.CopyTo(dataClose, 0);
}
if (Configs.AccountInMoney)
{
backtesterMoneyBalance = new double[bars];
backtesterMoneyEquity = new double[bars];
}
else
{
backtesterBalance = new int[bars];
backtesterEquity = new int[bars];
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
backtesterLongMoneyBalance = new double[bars];
backtesterShortMoneyBalance = new double[bars];
}
else
{
backtesterLongBalance = new int[bars];
backtesterShortBalance = new int[bars];
}
}
for (int bar = firstBar; bar < bars; bar++)
{
if (Configs.AccountInMoney)
{
backtesterMoneyBalance[bar] = Backtester.MoneyBalance(bar);
backtesterMoneyEquity[bar] = Backtester.MoneyEquity(bar);
}
else
{
backtesterBalance[bar] = Backtester.Balance(bar);
backtesterEquity[bar] = Backtester.Equity(bar);
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
backtesterLongMoneyBalance[bar] = Backtester.LongMoneyBalance(bar);
backtesterShortMoneyBalance[bar] = Backtester.ShortMoneyBalance(bar);
}
else
{
backtesterLongBalance[bar] = Backtester.LongBalance(bar);
backtesterShortBalance[bar] = Backtester.ShortBalance(bar);
}
}
}
marginCallBar = Backtester.MarginCallBar;
if (isOOS && barOOS > firstBar)
{
balance = (float)(Configs.AccountInMoney ? Backtester.MoneyBalance(barOOS) : Backtester.Balance(barOOS));
dataTimeBarOOS = Data.Time[barOOS];
}
else
{
balance = (float)(Configs.AccountInMoney ? Backtester.NetMoneyBalance : Backtester.NetBalance);
}
return;
}
/// <summary>
/// Sets the chart params
/// </summary>
public void InitChart()
{
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int iMaxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int iMinBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int iMaxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int iMinEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int iMaxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int iMinLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int iMaxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int iMinShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int iMaxLSBalance = Math.Max(iMaxLongBalance, iMaxShortBalance);
int iMinLSBalance = Math.Min(iMinLongBalance, iMinShortBalance);
maximum = Math.Max(Math.Max(iMaxBalance, iMaxEquity), iMaxLSBalance) + 1;
minimum = Math.Min(Math.Min(iMinBalance, iMinEquity), iMinLSBalance) - 1;
}
else
{
maximum = Math.Max(iMaxBalance, iMaxEquity) + 1;
minimum = Math.Min(iMinBalance, iMinEquity) - 1;
}
YTop = border + space;
YBottom = ClientSize.Height - border - space;
XLeft = border;
XRight = ClientSize.Width - border - space;
XScale = (XRight - XLeft) / (float)chartBars;
YScale = (YBottom - YTop) / (float)(maximum - minimum);
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
apntBalance = new PointF[chartBars];
apntEquity = new PointF[chartBars];
if (Configs.AdditionalStatistics)
{
apntLongBalance = new PointF[chartBars];
apntShortBalance = new PointF[chartBars];
}
int index = 0;
for (int iBar = firstBar; iBar < bars; iBar++)
{
apntBalance[index].X = XLeft + index * XScale;
apntEquity[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntBalance[index].Y = (float)(YBottom - (Backtester.MoneyBalance(iBar) - minimum) * YScale);
apntEquity[index].Y = (float)(YBottom - (Backtester.MoneyEquity(iBar) - minimum) * YScale);
}
else
{
apntBalance[index].Y = YBottom - (Backtester.Balance(iBar) - minimum) * YScale;
apntEquity[index].Y = YBottom - (Backtester.Equity(iBar) - minimum) * YScale;
}
if (Configs.AdditionalStatistics)
{
apntLongBalance[index].X = XLeft + index * XScale;
apntShortBalance[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntLongBalance[index].Y = (float)(YBottom - (Backtester.LongMoneyBalance(iBar) - minimum) * YScale);
apntShortBalance[index].Y = (float)(YBottom - (Backtester.ShortMoneyBalance(iBar) - minimum) * YScale);
}
else
{
apntLongBalance[index].Y = YBottom - (Backtester.LongBalance(iBar) - minimum) * YScale;
apntShortBalance[index].Y = YBottom - (Backtester.ShortBalance(iBar) - minimum) * YScale;
}
}
index++;
}
}
