/// <summary> /// Show indicators in the selected bars. /// </summary> void ShowIndicators(string input) { string pattern = @"^ind (?<numb>\d+)$"; Regex expression = new Regex(pattern, RegexOptions.Compiled); Match match = expression.Match(input); if (match.Success) { int bar = int.Parse(match.Groups["numb"].Value); if (bar < 1 || bar > Data.Bars) { return; } bar--; System.Text.StringBuilder sb = new System.Text.StringBuilder(); for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++) { Indicator indicator = Indicator_Store.ConstructIndicator(Data.Strategy.Slot[iSlot].IndicatorName, Data.Strategy.Slot[iSlot].SlotType); sb.Append(Environment.NewLine + indicator.ToString() + Environment.NewLine + "Logic: " + indicator.IndParam.ListParam[0].Text + Environment.NewLine + "-----------------" + Environment.NewLine); foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component) { sb.Append(indComp.CompName + " "); sb.Append(indComp.Value[bar].ToString() + Environment.NewLine); } } tbxOutput.Text += Environment.NewLine + "Indicators for bar " + (bar + 1).ToString() + Environment.NewLine + "-----------------" + Environment.NewLine + sb.ToString(); } }
/// <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> /// Loads the default parameters for the selected indicator. /// </summary> void BtnDefault_Click(object sender, EventArgs e) { Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); UpdateFromIndicatorParam(indicator.IndParam); SetDefaultGroup(); CalculateIndicator(true); UpdateBalanceChart(); return; }
/// <summary> /// Loads an Indicator /// </summary> void TrvIndicatorsLoadIndicator(TreeNode treeNode) { Indicator indicator = Indicator_Store.ConstructIndicator(trvIndicators.SelectedNode.Text, slotType); UpdateFromIndicatorParam(indicator.IndParam); SetDefaultGroup(); CalculateIndicator(true); UpdateBalanceChart(); return; }
/// <summary> /// Sets Use prv bar value automaticaly /// </summary> public bool AdjustUsePreviousBarValue() { bool isSomethingChanged = false; if (Data.AutoUsePrvBarValue == false) { return(isSomethingChanged); } for (int slot = 0; slot < Slots; slot++) { isSomethingChanged = SetUsePrevBarValueCheckBox(slot) ? true : isSomethingChanged; } // Reclaculates the indicators if (isSomethingChanged) { for (int slot = 0; slot < Slots; slot++) { string sIndicatorName = Data.Strategy.Slot[slot].IndicatorName; SlotTypes slotType = Data.Strategy.Slot[slot].SlotType; Indicator indicator = Indicator_Store.ConstructIndicator(sIndicatorName, slotType); indicator.IndParam = Data.Strategy.Slot[slot].IndParam; indicator.Calculate(slotType); // Set the Data.Strategy Slot[slot].IndicatorName = indicator.IndicatorName; Slot[slot].IndParam = indicator.IndParam; Slot[slot].Component = indicator.Component; Slot[slot].SeparatedChart = indicator.SeparatedChart; Slot[slot].SpecValue = indicator.SpecialValues; Slot[slot].MinValue = indicator.SeparatedChartMinValue; Slot[slot].MaxValue = indicator.SeparatedChartMaxValue; Slot[slot].IsDefined = true; } } return(isSomethingChanged); }
/// <summary> /// The default constructor /// </summary> public Actions() { StartPosition = FormStartPosition.CenterScreen; Size = new Size(790, 590); MinimumSize = new Size(500, 375); Icon = Data.Icon; Text = Data.ProgramName; FormClosing += new FormClosingEventHandler(Actions_FormClosing); Application.Idle += new EventHandler(Application_Idle); // Load a data file UpdateStatusLabel("Loading historical data..."); if (LoadInstrument(false) != 0) { LoadInstrument(true); string messageText = Language.T("Forex Strategy Builder cannot load a historical data file and is going to use integrated data!"); MessageBox.Show(messageText, Language.T("Data File Loading"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation); } // Prepare custom indicators if (Configs.LoadCustomIndicators) { UpdateStatusLabel("Loading custom indicators..."); Custom_Indicators.LoadCustomIndicators(); } else { Indicator_Store.CombineAllIndicators(); } // Load a strategy UpdateStatusLabel("Loading strategy..."); string sStrategyPath = Data.StrategyPath; if (Configs.RememberLastStr && Configs.LastStrategy != "") { string sLastStrategy = Path.GetDirectoryName(Configs.LastStrategy); if (sLastStrategy != "") { sLastStrategy = Configs.LastStrategy; } else { string sPath = Path.Combine(Data.ProgramDir, Data.DefaultStrategyDir); sLastStrategy = Path.Combine(sPath, Configs.LastStrategy); } if (File.Exists(sLastStrategy)) { sStrategyPath = sLastStrategy; } } if (OpenStrategy(sStrategyPath) == 0) { AfterStrategyOpening(false); } Calculate(false); Check_Update liveContent = new Check_Update(Data.SystemDir, miLiveContent, miForex); Registrar registrar = new Registrar(); registrar.Register(); // Starting tips if (Configs.ShowStartingTip) { Starting_Tips startingTips = new Starting_Tips(); startingTips.Show(); } UpdateStatusLabel("Loading user interface..."); return; }
/// <summary> /// Load Source Files /// </summary> public static void LoadCustomIndicators() { _indicatorManager = new Indicator_Compilation_Manager(); if (!Directory.Exists(Data.SourceFolder)) { System.Windows.Forms.MessageBox.Show("Custom indicators folder does not exist!", Language.T("Custom Indicators")); Indicator_Store.ResetCustomIndicators(null); Indicator_Store.CombineAllIndicators(); return; } string[] pathInputFiles = Directory.GetFiles(Data.SourceFolder, "*.cs"); if (pathInputFiles.Length == 0) { System.Windows.Forms.MessageBox.Show("No custom indicator files found out!", Language.T("Custom Indicators")); Indicator_Store.ResetCustomIndicators(null); Indicator_Store.CombineAllIndicators(); return; } StringBuilder errorReport = new StringBuilder(); errorReport.AppendLine("<h1>" + Language.T("Custom Indicators") + "</h1>"); bool isError = false; foreach (string filePath in pathInputFiles) { string errorMessages; _indicatorManager.LoadCompileSourceFile(filePath, out errorMessages); if (!string.IsNullOrEmpty(errorMessages)) { isError = true; errorReport.AppendLine("<h2>File name: " + Path.GetFileName(filePath) + "</h2>"); string error = errorMessages.Replace(Environment.NewLine, "</br>"); error = error.Replace("\t", " "); errorReport.AppendLine("<p>" + error + "</p>"); } } // Adds the custom indicators Indicator_Store.ResetCustomIndicators(_indicatorManager.CustomIndicatorsList); Indicator_Store.CombineAllIndicators(); if (isError) { Fancy_Message_Box msgBox = new Fancy_Message_Box(errorReport.ToString(), Language.T("Custom Indicators")); msgBox.BoxWidth = 550; msgBox.BoxHeight = 340; msgBox.TopMost = true; msgBox.Show(); } if (Configs.ShowCustomIndicators) { ShowLoadedCustomIndicators(); } return; }
/// <summary> /// Exports data and indicators values /// </summary> public void ExportIndicators() { 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 + Environment.NewLine); sb.Append("Number of bars: " + Data.Bars); sb.Append("\t\t\t\t\t\t\t\t"); for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++) { string strSlotType = ""; switch (Data.Strategy.Slot[iSlot].SlotType) { case SlotTypes.Open: strSlotType = "Opening point of the position"; break; case SlotTypes.OpenFilter: strSlotType = "Opening logic condition"; break; case SlotTypes.Close: strSlotType = "Closing point of the position"; break; case SlotTypes.CloseFilter: strSlotType = "Closing logic condition"; break; default: break; } sb.Append(strSlotType + "\t"); foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component) { sb.Append("\t"); } } sb.Append(Environment.NewLine); // Names of the indicator components sb.Append("\t\t\t\t\t\t\t\t"); for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++) { Indicator indicator = Indicator_Store.ConstructIndicator(Data.Strategy.Slot[iSlot].IndicatorName, Data.Strategy.Slot[iSlot].SlotType); sb.Append(indicator.ToString() + "\t"); foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component) { sb.Append("\t"); } } sb.Append(Environment.NewLine); // Data 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"); for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++) { sb.Append("\t"); foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component) { sb.Append(indComp.CompName + "\t"); } } sb.Append(Environment.NewLine); for (int bar = 0; bar < Data.Bars; bar++) { 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"); for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++) { sb.Append("\t"); foreach (IndicatorComp indComp in Data.Strategy.Slot[iSlot].Component) { sb.Append(indComp.Value[bar].ToString() + "\t"); } } sb.Append(Environment.NewLine); } string fileName = Data.Strategy.StrategyName + "-" + Data.Symbol.ToString() + "-" + Data.Period.ToString(); SaveData(fileName); return; }
/// <summary> /// Performs thorough indicator test. /// </summary> /// <param name="indicatorName">The indicator name.</param> /// <returns>True, if the test succeed.</returns> public static bool CustomIndicatorThoroughTest(string indicatorName, out string errorsList) { bool isOk = true; StringBuilder sb = new StringBuilder(); sb.AppendLine("ERROR: Indicator test failed for the '" + indicatorName + "' indicator."); foreach (SlotTypes slotType in Enum.GetValues(typeof(SlotTypes))) { if (slotType == SlotTypes.NotDefined) { continue; } Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); if (!indicator.TestPossibleSlot(slotType)) { continue; } foreach (NumericParam numParam in indicator.IndParam.NumParam) { if (numParam.Enabled) { numParam.Value = numParam.Min; } } try { indicator.Calculate(slotType); } catch (System.Exception exc) { sb.AppendLine("\tError when calculating with NumParams set to their minimal values. " + exc.Message); isOk = false; break; } foreach (NumericParam numParam in indicator.IndParam.NumParam) { if (numParam.Enabled) { numParam.Value = numParam.Max; } } try { indicator.Calculate(slotType); } catch (System.Exception exc) { sb.AppendLine("\tError when calculating with NumParams set to their maximal values. " + exc.Message); isOk = false; break; } try { foreach (IndicatorComp component in indicator.Component) { switch (slotType) { case SlotTypes.Open: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Open' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.OpenFilter: if (component.DataType == IndComponentType.OpenClosePrice || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.OpenFilter' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.Close: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Close' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; case SlotTypes.CloseFilter: if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.OpenLongPrice || component.DataType == IndComponentType.OpenPrice || component.DataType == IndComponentType.OpenShortPrice || component.DataType == IndComponentType.CloseLongPrice || component.DataType == IndComponentType.ClosePrice || component.DataType == IndComponentType.CloseShortPrice || component.DataType == IndComponentType.NotDefined) { sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.CloseFilter' - '" + component.CompName + "' of type '" + component.DataType + "'."); isOk = false; } break; default: break; } if (component.DataType == IndComponentType.AllowOpenLong || component.DataType == IndComponentType.AllowOpenShort || component.DataType == IndComponentType.ForceClose || component.DataType == IndComponentType.ForceCloseLong || component.DataType == IndComponentType.ForceCloseShort) { foreach (double value in component.Value) { if (value != 0 && value != 1) { sb.AppendLine("\tWrong component values. The values of '" + component.CompName + "' must be 0 or 1."); isOk = false; break; } } } } } catch (Exception exc) { sb.AppendLine("\tError when checking the indicator's components. " + exc.Message); isOk = false; break; } } errorsList = isOk ? string.Empty : sb.ToString(); return(isOk); }
/// <summary> /// Pareses a strategy from a xml document. /// </summary> public Strategy ParseXmlStrategy(XmlDocument xmlDocStrategy) { // Read the number of slots int openFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("openFilters")[0].InnerText); int closeFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("closeFilters")[0].InnerText); // Create the strategy. Strategy tempStrategy = new Strategy(openFilters, closeFilters); // Same and Opposite direction Actions tempStrategy.SameSignalAction = (SameDirSignalAction )Enum.Parse(typeof(SameDirSignalAction), xmlDocStrategy.GetElementsByTagName("sameDirSignalAction")[0].InnerText); tempStrategy.OppSignalAction = (OppositeDirSignalAction)Enum.Parse(typeof(OppositeDirSignalAction), xmlDocStrategy.GetElementsByTagName("oppDirSignalAction")[0].InnerText); // Market tempStrategy.Symbol = xmlDocStrategy.GetElementsByTagName("instrumentSymbol")[0].InnerText; tempStrategy.DataPeriod = (DataPeriods)Enum.Parse(typeof(DataPeriods), xmlDocStrategy.GetElementsByTagName("instrumentPeriod")[0].InnerText); // Permanent Stop Loss tempStrategy.PermanentSL = Math.Abs(int.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].InnerText)); // Math.Abs() removes the negative sign from previous versions. tempStrategy.UsePermanentSL = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["usePermanentSL"].InnerText); try { tempStrategy.PermanentSLType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["permanentSLType"].InnerText); } catch { tempStrategy.PermanentSLType = PermanentProtectionType.Relative; } // Permanent Take Profit tempStrategy.PermanentTP = int.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].InnerText); tempStrategy.UsePermanentTP = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["usePermanentTP"].InnerText); try { tempStrategy.PermanentTPType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["permanentTPType"].InnerText); } catch { tempStrategy.PermanentTPType = PermanentProtectionType.Relative; } // Break Even try { tempStrategy.BreakEven = int.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].InnerText); tempStrategy.UseBreakEven = bool.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].Attributes["useBreakEven"].InnerText); } catch { } // Money Management try { tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAccountPercentEntry")[0].InnerText); } catch { tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAcountPercentEntry")[0].InnerText); } tempStrategy.MaxOpenLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("maxOpenLots")[0].InnerText); tempStrategy.EntryLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("entryLots")[0].InnerText); tempStrategy.AddingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("addingLots")[0].InnerText); tempStrategy.ReducingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("reducingLots")[0].InnerText); // Description tempStrategy.Description = xmlDocStrategy.GetElementsByTagName("description")[0].InnerText; // Strategy name. tempStrategy.StrategyName = xmlDocStrategy.GetElementsByTagName("strategyName")[0].InnerText; // Reading the slots XmlNodeList xmlSlotList = xmlDocStrategy.GetElementsByTagName("slot"); for (int slot = 0; slot < xmlSlotList.Count; slot++) { XmlNodeList xmlSlotTagList = xmlSlotList[slot].ChildNodes; SlotTypes slotType = (SlotTypes)Enum.Parse(typeof(SlotTypes), xmlSlotList[slot].Attributes["slotType"].InnerText); // Logical group if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter) { XmlAttributeCollection attributes = xmlSlotList[slot].Attributes; XmlNode nodeGroup = attributes.GetNamedItem("logicalGroup"); string defGroup = GetDefaultGroup(slotType, slot, tempStrategy.CloseSlot); if (nodeGroup != null) { string group = nodeGroup.InnerText; tempStrategy.Slot[slot].LogicalGroup = group; if (group != defGroup && group.ToLower() != "all" && !Configs.UseLogicalGroups) { System.Windows.Forms.MessageBox.Show( Language.T("The strategy requires logical groups.") + Environment.NewLine + Language.T("\"Use Logical Groups\" option was temporarily switched on."), Language.T("Logical Groups"), System.Windows.Forms.MessageBoxButtons.OK, System.Windows.Forms.MessageBoxIcon.Information); Configs.UseLogicalGroups = true; } } else { tempStrategy.Slot[slot].LogicalGroup = defGroup; } } // Indicator name. string indicatorName = xmlSlotTagList[0].InnerText; Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); for (int tag = 1; tag < xmlSlotTagList.Count; tag++) { // List parameters if (xmlSlotTagList[tag].Name == "listParam") { int listParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); XmlNode xmlListParamNode = xmlSlotTagList[tag].FirstChild; indicator.IndParam.ListParam[listParam].Caption = xmlListParamNode.InnerText; xmlListParamNode = xmlListParamNode.NextSibling; int index = int.Parse(xmlListParamNode.InnerText); indicator.IndParam.ListParam[listParam].Index = index; indicator.IndParam.ListParam[listParam].Text = indicator.IndParam.ListParam[listParam].ItemList[index]; } // Numeric parameters if (xmlSlotTagList[tag].Name == "numParam") { XmlNode xmlNumParamNode = xmlSlotTagList[tag].FirstChild; int numParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); indicator.IndParam.NumParam[numParam].Caption = xmlNumParamNode.InnerText; xmlNumParamNode = xmlNumParamNode.NextSibling; string sNumParamValue = xmlNumParamNode.InnerText; sNumParamValue = sNumParamValue.Replace(',', Data.PointChar); sNumParamValue = sNumParamValue.Replace('.', Data.PointChar); float fValue = float.Parse(sNumParamValue); // Removing of the Stop Loss negative sign used in previous versions. string sParCaption = indicator.IndParam.NumParam[numParam].Caption; if (sParCaption == "Trailing Stop" || sParCaption == "Initial Stop Loss" || sParCaption == "Stop Loss") { fValue = Math.Abs(fValue); } indicator.IndParam.NumParam[numParam].Value = fValue; } // Check parameters if (xmlSlotTagList[tag].Name == "checkParam") { XmlNode xmlCheckParamNode = xmlSlotTagList[tag].FirstChild; int checkParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText); indicator.IndParam.CheckParam[checkParam].Caption = xmlCheckParamNode.InnerText; xmlCheckParamNode = xmlCheckParamNode.NextSibling; indicator.IndParam.CheckParam[checkParam].Checked = bool.Parse(xmlCheckParamNode.InnerText); } } // Calculate the indicator. indicator.Calculate(slotType); tempStrategy.Slot[slot].IndicatorName = indicator.IndicatorName; tempStrategy.Slot[slot].IndParam = indicator.IndParam; tempStrategy.Slot[slot].Component = indicator.Component; tempStrategy.Slot[slot].SeparatedChart = indicator.SeparatedChart; tempStrategy.Slot[slot].SpecValue = indicator.SpecialValues; tempStrategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue; tempStrategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue; tempStrategy.Slot[slot].IsDefined = true; } return(tempStrategy); }
/// <summary> /// Calculates the selected indicator. /// </summary> void CalculateIndicator(bool bCalculateStrategy) { if (!Data.IsData || !Data.IsResult || !isPaint) { return; } SetOppositeSignalBehaviour(); SetClosingLogicConditions(); Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); // List params for (int i = 0; i < 5; i++) { indicator.IndParam.ListParam[i].Index = ListParam[i].SelectedIndex; indicator.IndParam.ListParam[i].Text = ListParam[i].Text; indicator.IndParam.ListParam[i].Enabled = ListParam[i].Enabled; } // Numeric params for (int i = 0; i < 6; i++) { indicator.IndParam.NumParam[i].Value = (double)NumParam[i].Value; indicator.IndParam.NumParam[i].Enabled = NumParam[i].Enabled; } // Check params for (int i = 0; i < 2; i++) { indicator.IndParam.CheckParam[i].Checked = CheckParam[i].Checked; indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Enabled; if (CheckParam[i].Text == "Use previous bar value") { indicator.IndParam.CheckParam[i].Enabled = true; } else { indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Enabled; } } if (!CalculateIndicator(slotType, indicator)) { return; } if (bCalculateStrategy) { //Sets Data.Strategy Data.Strategy.Slot[slot].IndicatorName = indicator.IndicatorName; Data.Strategy.Slot[slot].IndParam = indicator.IndParam; Data.Strategy.Slot[slot].Component = indicator.Component; Data.Strategy.Slot[slot].SeparatedChart = indicator.SeparatedChart; Data.Strategy.Slot[slot].SpecValue = indicator.SpecialValues; Data.Strategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue; Data.Strategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue; Data.Strategy.Slot[slot].IsDefined = true; // Search the indicators' components to determine Data.FirstBar Data.FirstBar = Data.Strategy.SetFirstBar(); // Check "Use previous bar value" if (Data.Strategy.AdjustUsePreviousBarValue()) { for (int i = 0; i < 2; i++) { if (indicator.IndParam.CheckParam[i].Caption == "Use previous bar value") { aChbCheck[i].Checked = Data.Strategy.Slot[slot].IndParam.CheckParam[i].Checked; } } } Backtester.Calculate(); Backtester.CalculateAccountStats(); } SetIndicatorNotification(indicator); Data.IsResult = true; return; }
/// <summary> /// Sets the trvIndicators nodes /// </summary> void SetTreeViewIndicators() { TreeNode trnAll = new TreeNode(); trnAll.Name = "trnAll"; trnAll.Text = Language.T("All"); trnAll.Tag = false; TreeNode trnIndicators = new TreeNode(); trnIndicators.Name = "trnIndicators"; trnIndicators.Text = Language.T("Indicators"); trnIndicators.Tag = false; TreeNode trnAdditional = new TreeNode(); trnAdditional.Name = "trnAdditional"; trnAdditional.Text = Language.T("Additional"); trnAdditional.Tag = false; TreeNode trnOscillatorOfIndicators = new TreeNode(); trnOscillatorOfIndicators.Name = "trnOscillatorOfIndicators"; trnOscillatorOfIndicators.Text = Language.T("Oscillator of Indicators"); trnOscillatorOfIndicators.Tag = false; TreeNode trnIndicatorsMAOscillator = new TreeNode(); trnIndicatorsMAOscillator.Name = "trnIndicatorMA"; trnIndicatorsMAOscillator.Text = Language.T("Indicator's MA Oscillator"); trnIndicatorsMAOscillator.Tag = false; TreeNode trnDateTime = new TreeNode(); trnDateTime.Name = "trnDateTime"; trnDateTime.Text = Language.T("Date/Time Functions"); trnDateTime.Tag = false; TreeNode trnCustomIndicators = new TreeNode(); trnCustomIndicators.Name = "trnCustomIndicators"; trnCustomIndicators.Text = Language.T("Custom Indicators"); trnCustomIndicators.Tag = false; trvIndicators.Nodes.AddRange(new TreeNode[] { trnAll, trnIndicators, trnAdditional, trnOscillatorOfIndicators, trnIndicatorsMAOscillator, trnDateTime, trnCustomIndicators }); foreach (string indicatorName in Indicator_Store.GetIndicatorNames(slotType)) { TreeNode trn = new TreeNode(); trn.Tag = true; trn.Name = indicatorName; trn.Text = indicatorName; trnAll.Nodes.Add(trn); Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType); TypeOfIndicator type = indicator.IndParam.IndicatorType; if (indicator.CustomIndicator) { TreeNode trnCustom = new TreeNode(); trnCustom.Tag = true; trnCustom.Name = indicatorName; trnCustom.Text = indicatorName; trnCustomIndicators.Nodes.Add(trnCustom); } TreeNode trnGroups = new TreeNode(); trnGroups.Tag = true; trnGroups.Name = indicatorName; trnGroups.Text = indicatorName; if (type == TypeOfIndicator.Indicator) { trnIndicators.Nodes.Add(trnGroups); } else if (type == TypeOfIndicator.Additional) { trnAdditional.Nodes.Add(trnGroups); } else if (type == TypeOfIndicator.OscillatorOfIndicators) { trnOscillatorOfIndicators.Nodes.Add(trnGroups); } else if (type == TypeOfIndicator.IndicatorsMA) { trnIndicatorsMAOscillator.Nodes.Add(trnGroups); } else if (type == TypeOfIndicator.DateTime) { trnDateTime.Nodes.Add(trnGroups); } } return; }