/// <summary>
/// Duplicates an logic condition.
/// </summary>
public void DuplicateFilter(int slotToDuplicate)
{
Data.Log("Duplicate a Filter");
if (Slot[slotToDuplicate].SlotType == SlotTypes.OpenFilter && OpenFilters < MaxOpenFilters ||
Slot[slotToDuplicate].SlotType == SlotTypes.CloseFilter && CloseFilters < MaxCloseFilters)
{
IndicatorSlot tempSlot = Slot[slotToDuplicate].Clone();
if (Slot[slotToDuplicate].SlotType == SlotTypes.OpenFilter)
{
int iAddedslot = AddOpenFilter();
Slot[iAddedslot] = tempSlot.Clone();
}
if (Slot[slotToDuplicate].SlotType == SlotTypes.CloseFilter)
{
int addedslot = AddCloseFilter();
Slot[addedslot] = tempSlot.Clone();
}
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[slot].SlotNumber = slot;
}
}
return;
}
/// <summary>
/// Adds a new Close Filter to the strategy.
/// </summary>
/// <returns>The number of new Close Filter Slot.</returns>
public int AddCloseFilter()
{
Data.Log("Adding a Close Filter");
closeFilters++;
IndicatorSlot[] aIndSlotOld = (IndicatorSlot[])indicatorSlot.Clone();
indicatorSlot = 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++)
{
indicatorSlot[slot] = aIndSlotOld[slot];
}
// Create the new slot.
indicatorSlot[newSlotNumb] = new IndicatorSlot();
indicatorSlot[newSlotNumb].SlotType = SlotTypes.CloseFilter;
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[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()
{
Data.Log("Adding an Open Filter");
OpenFilters++;
IndicatorSlot[] aIndSlotOld = (IndicatorSlot[])indicatorSlot.Clone();
indicatorSlot = 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++)
{
indicatorSlot[slot] = aIndSlotOld[slot];
}
// Copy the close slot and all close filters.
for (int slot = newSlotNumb + 1; slot < Slots; slot++)
{
indicatorSlot[slot] = aIndSlotOld[slot - 1];
}
// Create the new slot.
indicatorSlot[newSlotNumb] = new IndicatorSlot();
indicatorSlot[newSlotNumb].SlotType = SlotTypes.OpenFilter;
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[slot].SlotNumber = slot;
}
return(newSlotNumb);
}
/// <summary>
/// Calculates the strategy.
/// </summary>
/// <param name="recalcIndicators">true - to recalculate all the indicators.</param>
void Calculate(bool recalcIndicators)
{
bool isUPBVChanged = Data.Strategy.AdjustUsePreviousBarValue();
// Calculates the indicators by slots if it's necessary
if (recalcIndicators)
{
foreach (IndicatorSlot indSlot in Data.Strategy.Slot)
{
string indicatorName = indSlot.IndicatorName;
SlotTypes slotType = indSlot.SlotType;
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
indicator.IndParam = indSlot.IndParam;
indicator.Calculate(slotType);
indSlot.IndicatorName = indicator.IndicatorName;
indSlot.IndParam = indicator.IndParam;
indSlot.Component = indicator.Component;
indSlot.SeparatedChart = indicator.SeparatedChart;
indSlot.SpecValue = indicator.SpecialValues;
indSlot.MinValue = indicator.SeparatedChartMinValue;
indSlot.MaxValue = indicator.SeparatedChartMaxValue;
indSlot.IsDefined = true;
}
}
// Searches the indicators' components to determine the Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Logging
Data.Log("Calculate the strategy");
// Calculates the backtest
Backtester.Calculate();
Backtester.CalculateAccountStats();
Data.IsResult = true;
if (isUPBVChanged)
{
RebuildStrategyLayout();
}
smallIndicatorChart.InitChart();
smallIndicatorChart.Invalidate();
smallBalanceChart.SetChartData();
smallBalanceChart.InitChart();
smallBalanceChart.Invalidate();
SetupJournal();
infpnlAccountStatistics.Update(
Backtester.AccountStatsParam,
Backtester.AccountStatsValue,
Backtester.AccountStatsFlags,
Language.T("Account Statistics"));
return;
}
/// <summary>
/// Removes all close filters from the strategy.
/// </summary>
public void RemoveAllCloseFilters()
{
Data.Log("Removing All Closed Filters");
CloseFilters = 0;
IndicatorSlot[] indSlotOld = (IndicatorSlot[])indicatorSlot.Clone();
indicatorSlot = new IndicatorSlot[Slots];
// Copy all slots except the close filters.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[slot] = indSlotOld[slot];
}
}
/// <summary>
/// Moves a filter downwards.
/// </summary>
public void MoveFilterDownwards(int slotToMove)
{
Data.Log("Move a Filter Downwards");
if (slotToMove < Slots - 1 && Slot[slotToMove].SlotType == Slot[slotToMove + 1].SlotType)
{
IndicatorSlot tempSlot = Slot[slotToMove + 1].Clone();
Slot[slotToMove + 1] = Slot[slotToMove].Clone();
Slot[slotToMove] = tempSlot.Clone();
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[slot].SlotNumber = slot;
}
}
return;
}
/// <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;
}
Data.Log("Remove a Filter");
if (slotToRemove < CloseSlot)
{
OpenFilters--;
}
else
{
CloseFilters--;
}
IndicatorSlot[] indSlotOld = (IndicatorSlot[])indicatorSlot.Clone();
indicatorSlot = new IndicatorSlot[Slots];
// Copy all filters before this that has to be removed.
for (int slot = 0; slot < slotToRemove; slot++)
{
indicatorSlot[slot] = indSlotOld[slot];
}
// Copy all filters after this that has to be removed.
for (int slot = slotToRemove; slot < Slots; slot++)
{
indicatorSlot[slot] = indSlotOld[slot + 1];
}
// Sets the slot numbers.
for (int slot = 0; slot < Slots; slot++)
{
indicatorSlot[slot].SlotNumber = slot;
}
return;
}