/// <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++;
}
}
