/// <summary>
/// Initializes the strategy field
/// </summary>
public Strategy_Layout(Strategy strategy)
{
this.strategy = strategy;
slots = strategy.Slots;
slotMinMidMax = SlotSizeMinMidMax.mid;
toolTip = new ToolTip();
flowLayoutStrategy = new FlowLayoutPanel();
VScrollBarStrategy = new VScrollBar();
apnlSlot = new Panel[slots];
pnlProperties = new Panel();
for (int slot = 0; slot < slots; slot++)
apnlSlot[slot] = new Panel();
if (showRemoveSlotButtons)
{
abtnRemoveSlot = new Button[slots];
for (int iSlot = 0; iSlot < slots; iSlot++)
abtnRemoveSlot[iSlot] = new Button();
}
// FlowLayoutStrategy
flowLayoutStrategy.Parent = this;
flowLayoutStrategy.AutoScroll = false;
//VScrollBarStrategy
VScrollBarStrategy.Parent = this;
VScrollBarStrategy.TabStop = true;
VScrollBarStrategy.Scroll += new ScrollEventHandler(VScrollBarStrategy_Scroll);
if (showAddSlotButtons)
{
// btnAddOpenFilter
btnAddOpenFilter = new Button();
btnAddOpenFilter.Tag = strategy.OpenSlot;
btnAddOpenFilter.Text = Language.T("Add an Opening Logic Condition");
btnAddOpenFilter.Margin = new Padding(30, 0, 0, space);
btnAddOpenFilter.UseVisualStyleBackColor = true;
toolTip.SetToolTip(btnAddOpenFilter, Language.T("Add a new entry logic slot to the strategy."));
// btnAddCloseFilter
btnAddCloseFilter = new Button();
btnAddCloseFilter.Tag = strategy.CloseSlot;
btnAddCloseFilter.Text = Language.T("Add a Closing Logic Condition");
btnAddCloseFilter.Margin = new Padding(30, 0, 0, space);
btnAddCloseFilter.UseVisualStyleBackColor = true;
toolTip.SetToolTip(btnAddCloseFilter, Language.T("Add a new exit logic slot to the strategy."));
// btnClosingFilterHelp
btnClosingFilterHelp = new Button();
btnClosingFilterHelp.Image = Properties.Resources.info;
btnClosingFilterHelp.Margin = new Padding(2, 2, 0, space);
btnClosingFilterHelp.TabStop = false;
btnClosingFilterHelp.Click += new EventHandler(BtnClosingFilterHelp_Click);
btnClosingFilterHelp.UseVisualStyleBackColor = true;
}
return;
}
/// <summary>
/// Initializes the strategy field
/// </summary>
public StrategyLayout(Strategy strategy)
{
SlotPropertiesTipText = Language.T("Averaging, Trading size, Protection.");
SlotToolTipText = Language.T("Long position logic.");
ShowRemoveSlotButtons = true;
ShowAddSlotButtons = true;
_strategy = strategy;
_slots = strategy.Slots;
SlotMinMidMax = SlotSizeMinMidMax.mid;
FlowLayoutStrategy = new FlowLayoutPanel();
VScrollBarStrategy = new VScrollBar();
SlotPanelsList = new ContextPanel[_slots];
PanelProperties = new Panel();
for (int slot = 0; slot < _slots; slot++)
SlotPanelsList[slot] = new ContextPanel();
// FlowLayoutStrategy
FlowLayoutStrategy.Parent = this;
FlowLayoutStrategy.AutoScroll = false;
//VScrollBarStrategy
VScrollBarStrategy.Parent = this;
VScrollBarStrategy.TabStop = true;
VScrollBarStrategy.Scroll += VScrollBarStrategyScroll;
if (ShowAddSlotButtons)
{
var toolTip = new ToolTip();
ButtonAddOpenFilter = new Button
{
Tag = strategy.OpenSlot,
Text = Language.T("Add an Opening Logic Condition"),
Margin = new Padding(30, 0, 0, Space),
UseVisualStyleBackColor = true
};
toolTip.SetToolTip(ButtonAddOpenFilter, Language.T("Add a new entry logic slot to the strategy."));
ButtonAddCloseFilter = new Button
{
Tag = strategy.CloseSlot,
Text = Language.T("Add a Closing Logic Condition"),
Margin = new Padding(30, 0, 0, Space),
UseVisualStyleBackColor = true
};
toolTip.SetToolTip(ButtonAddCloseFilter, Language.T("Add a new exit logic slot to the strategy."));
BtnClosingFilterHelp = new Button
{
Image = Resources.info,
Margin = new Padding(2, 2, 0, Space),
TabStop = false
};
BtnClosingFilterHelp.Click += BtnClosingFilterHelpClick;
BtnClosingFilterHelp.UseVisualStyleBackColor = true;
}
}
/// <summary>
/// Repaints the strategy slots
/// </summary>
/// <param name="strategy">The strategy</param>
public void RepaintStrategyControls(Strategy strategy)
{
this.strategy = strategy;
slots = strategy.Slots;
foreach (Panel pnl in apnlSlot)
pnl.Invalidate();
pnlProperties.Invalidate();
}
/// <summary>
/// Rebuilds all the controls in panel Strategy
/// </summary>
public void RebuildStrategyControls(Strategy strategy)
{
this.strategy = strategy;
slots = strategy.Slots;
flowLayoutStrategy.SuspendLayout();
flowLayoutStrategy.Controls.Clear();
InitializeStrategySlots();
ArrangeStrategyControls();
if (showAddSlotButtons) SetAddSlotButtons();
flowLayoutStrategy.ResumeLayout();
}
/// <summary>
/// Returns a copy of the current strategy.
/// </summary>
public Strategy Clone()
{
// Creates a new strategy.
var tempStrategy = new Strategy(OpenFilters, CloseFilters)
{
FirstBar = FirstBar,
OpenFilters = OpenFilters,
CloseFilters = CloseFilters,
StrategyName = StrategyName,
Description = Description,
Symbol = Symbol,
DataPeriod = DataPeriod,
SameSignalAction = SameSignalAction,
OppSignalAction = OppSignalAction,
UseAccountPercentEntry = UseAccountPercentEntry,
MaxOpenLots = MaxOpenLots,
EntryLots = EntryLots,
AddingLots = AddingLots,
ReducingLots = ReducingLots,
UseMartingale = UseMartingale,
MartingaleMultiplier = MartingaleMultiplier,
UsePermanentSL = UsePermanentSL,
PermanentSLType = PermanentSLType,
PermanentSL = PermanentSL,
UsePermanentTP = UsePermanentTP,
PermanentTPType = PermanentTPType,
PermanentTP = PermanentTP,
UseBreakEven = UseBreakEven,
BreakEven = BreakEven
};
// Reading the slots
for (int slot = 0; slot < Slots; slot++)
tempStrategy.Slot[slot] = Slot[slot].Clone();
return tempStrategy;
}
/// <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.
var 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.
XmlAttributeCollection xmlAttributeCollection =
xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes;
if (xmlAttributeCollection != null)
{
tempStrategy.UsePermanentSL = bool.Parse(xmlAttributeCollection["usePermanentSL"].InnerText);
try
{
tempStrategy.PermanentSLType =
(PermanentProtectionType)
Enum.Parse(typeof (PermanentProtectionType), xmlAttributeCollection["permanentSLType"].InnerText);
}
catch
{
tempStrategy.PermanentSLType = PermanentProtectionType.Relative;
}
}
// Permanent Take Profit
tempStrategy.PermanentTP = int.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].InnerText);
XmlAttributeCollection attributeCollection =
xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes;
if (attributeCollection != null)
{
tempStrategy.UsePermanentTP = bool.Parse(attributeCollection["usePermanentTP"].InnerText);
try
{
tempStrategy.PermanentTPType =
(PermanentProtectionType)
Enum.Parse(typeof (PermanentProtectionType), attributeCollection["permanentTPType"].InnerText);
}
catch
{
tempStrategy.PermanentTPType = PermanentProtectionType.Relative;
}
}
// Break Even
try
{
tempStrategy.BreakEven = int.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].InnerText);
XmlAttributeCollection attributes = xmlDocStrategy.GetElementsByTagName("breakEven")[0].Attributes;
if (attributes != null)
tempStrategy.UseBreakEven = bool.Parse(attributes["useBreakEven"].InnerText);
}
catch (Exception exception)
{
Console.Write(exception.Message);
}
// 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);
try
{
tempStrategy.UseMartingale =
bool.Parse(xmlDocStrategy.GetElementsByTagName("useMartingale")[0].InnerText);
tempStrategy.MartingaleMultiplier =
StringToDouble(xmlDocStrategy.GetElementsByTagName("martingaleMultiplier")[0].InnerText);
}
catch
{
tempStrategy.UseMartingale = false;
tempStrategy.MartingaleMultiplier = 2.0;
}
// 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;
XmlAttributeCollection collection = xmlSlotList[slot].Attributes;
if (collection != null)
{
var slotType = (SlotTypes) Enum.Parse(typeof (SlotTypes), collection["slotType"].InnerText);
// Logical group
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
XmlAttributeCollection attributes = collection;
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)
{
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"),
MessageBoxButtons.OK,
MessageBoxIcon.Information);
Configs.UseLogicalGroups = true;
}
}
else
tempStrategy.Slot[slot].LogicalGroup = defGroup;
}
// Indicator name.
string indicatorName = xmlSlotTagList[0].InnerText;
Indicator indicator = IndicatorStore.ConstructIndicator(indicatorName, slotType);
for (int tag = 1; tag < xmlSlotTagList.Count; tag++)
{
// List parameters
if (xmlSlotTagList[tag].Name == "listParam")
{
XmlAttributeCollection attributes = xmlSlotTagList[tag].Attributes;
if (attributes != null)
{
int listParam = int.Parse(attributes["paramNumber"].InnerText);
XmlNode xmlListParamNode = xmlSlotTagList[tag].FirstChild;
indicator.IndParam.ListParam[listParam].Caption = xmlListParamNode.InnerText;
xmlListParamNode = xmlListParamNode.NextSibling;
if (xmlListParamNode != null)
{
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;
XmlAttributeCollection attributes = xmlSlotTagList[tag].Attributes;
if (attributes != null)
{
int numParam = int.Parse(attributes["paramNumber"].InnerText);
indicator.IndParam.NumParam[numParam].Caption = xmlNumParamNode.InnerText;
xmlNumParamNode = xmlNumParamNode.NextSibling;
if (xmlNumParamNode != null)
{
string numParamValue = xmlNumParamNode.InnerText;
numParamValue = numParamValue.Replace(',', Data.PointChar);
numParamValue = numParamValue.Replace('.', Data.PointChar);
float value = float.Parse(numParamValue);
// Removing of the Stop Loss negative sign used in previous versions.
string parCaption = indicator.IndParam.NumParam[numParam].Caption;
if (parCaption == "Trailing Stop" ||
parCaption == "Initial Stop Loss" ||
parCaption == "Stop Loss")
value = Math.Abs(value);
indicator.IndParam.NumParam[numParam].Value = value;
}
}
}
// Check parameters
if (xmlSlotTagList[tag].Name == "checkParam")
{
XmlNode xmlCheckParamNode = xmlSlotTagList[tag].FirstChild;
XmlAttributeCollection attributes = xmlSlotTagList[tag].Attributes;
if (attributes != null)
{
int checkParam = int.Parse(attributes["paramNumber"].InnerText);
indicator.IndParam.CheckParam[checkParam].Caption = xmlCheckParamNode.InnerText;
xmlCheckParamNode = xmlCheckParamNode.NextSibling;
if (xmlCheckParamNode != null)
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>
/// Represents the Strategy as a XmlDocument.
/// </summary>
public static XmlDocument CreateStrategyXmlDoc(Strategy strategy)
{
// Create the XmlDocument.
var xmlDocStrategy = new XmlDocument();
xmlDocStrategy.LoadXml("<strategy></strategy>");
//Create the XML declaration.
XmlDeclaration xmldecl = xmlDocStrategy.CreateXmlDeclaration("1.0", null, null);
//Add new node to the document.
XmlElement root = xmlDocStrategy.DocumentElement;
xmlDocStrategy.InsertBefore(xmldecl, root);
// Add the program name.
XmlElement newElem = xmlDocStrategy.CreateElement("programName");
newElem.InnerText = Data.ProgramName;
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the program version.
newElem = xmlDocStrategy.CreateElement("programVersion");
newElem.InnerText = Data.ProgramVersion;
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the strategy name.
newElem = xmlDocStrategy.CreateElement("strategyName");
newElem.InnerText = strategy.StrategyName;
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Symbol.
newElem = xmlDocStrategy.CreateElement("instrumentSymbol");
newElem.InnerText = strategy.Symbol;
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Period.
newElem = xmlDocStrategy.CreateElement("instrumentPeriod");
newElem.InnerText = strategy.DataPeriod.ToString();
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the same direction signal action.
newElem = xmlDocStrategy.CreateElement("sameDirSignalAction");
newElem.InnerText = strategy.SameSignalAction.ToString();
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the opposite direction signal action.
newElem = xmlDocStrategy.CreateElement("oppDirSignalAction");
newElem.InnerText = strategy.OppSignalAction.ToString();
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Permanent Stop Loss
newElem = xmlDocStrategy.CreateElement("permanentStopLoss");
newElem.InnerText = strategy.PermanentSL.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("usePermanentSL", strategy.UsePermanentSL.ToString(CultureInfo.InvariantCulture));
newElem.SetAttribute("permanentSLType", strategy.PermanentSLType.ToString());
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Permanent Take Profit
newElem = xmlDocStrategy.CreateElement("permanentTakeProfit");
newElem.InnerText = strategy.PermanentTP.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("usePermanentTP", strategy.UsePermanentTP.ToString(CultureInfo.InvariantCulture));
newElem.SetAttribute("permanentTPType", strategy.PermanentTPType.ToString());
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Break Even
newElem = xmlDocStrategy.CreateElement("breakEven");
newElem.InnerText = strategy.BreakEven.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("useBreakEven", strategy.UseBreakEven.ToString(CultureInfo.InvariantCulture));
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the max open lots
newElem = xmlDocStrategy.CreateElement("maxOpenLots");
newElem.InnerText = strategy.MaxOpenLots.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add Use Account Percent Entry
newElem = xmlDocStrategy.CreateElement("useAccountPercentEntry");
newElem.InnerText = strategy.UseAccountPercentEntry.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Entry lots
newElem = xmlDocStrategy.CreateElement("entryLots");
newElem.InnerText = strategy.EntryLots.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Adding lots
newElem = xmlDocStrategy.CreateElement("addingLots");
newElem.InnerText = strategy.AddingLots.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Reducing lots
newElem = xmlDocStrategy.CreateElement("reducingLots");
newElem.InnerText = strategy.ReducingLots.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add Use Martingale MM
newElem = xmlDocStrategy.CreateElement("useMartingale");
newElem.InnerText = strategy.UseMartingale.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Martingale Multiplier
newElem = xmlDocStrategy.CreateElement("martingaleMultiplier");
newElem.InnerText = strategy.MartingaleMultiplier.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Description
newElem = xmlDocStrategy.CreateElement("description");
newElem.InnerText = strategy.Description;
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the number of open filters.
newElem = xmlDocStrategy.CreateElement("openFilters");
newElem.InnerText = strategy.OpenFilters.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the number of close filters.
newElem = xmlDocStrategy.CreateElement("closeFilters");
newElem.InnerText = strategy.CloseFilters.ToString(CultureInfo.InvariantCulture);
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the slots.
for (int slot = 0; slot < strategy.Slots; slot++)
{
SlotTypes slType = strategy.Slot[slot].SlotType;
// Add a slot element.
XmlElement newSlot = xmlDocStrategy.CreateElement("slot");
newSlot.SetAttribute("slotNumber", slot.ToString(CultureInfo.InvariantCulture));
newSlot.SetAttribute("slotType", slType.ToString());
if (slType == SlotTypes.OpenFilter || slType == SlotTypes.CloseFilter)
newSlot.SetAttribute("logicalGroup", strategy.Slot[slot].LogicalGroup);
// Add an element.
newElem = xmlDocStrategy.CreateElement("indicatorName");
newElem.InnerText = strategy.Slot[slot].IndicatorName;
newSlot.AppendChild(newElem);
// Add the list parameters.
for (int param = 0; param < strategy.Slot[slot].IndParam.ListParam.Length; param++)
{
if (strategy.Slot[slot].IndParam.ListParam[param].Enabled)
{
// Add an element.
XmlElement newListElem = xmlDocStrategy.CreateElement("listParam");
newListElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = strategy.Slot[slot].IndParam.ListParam[param].Caption;
newListElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("index");
newElem.InnerText =
strategy.Slot[slot].IndParam.ListParam[param].Index.ToString(CultureInfo.InvariantCulture);
newListElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText = strategy.Slot[slot].IndParam.ListParam[param].Text;
newListElem.AppendChild(newElem);
newSlot.AppendChild(newListElem);
}
}
// Add the num parameters.
for (int param = 0; param < strategy.Slot[slot].IndParam.NumParam.Length; param++)
{
if (strategy.Slot[slot].IndParam.NumParam[param].Enabled)
{
// Add an element.
XmlElement newNumElem = xmlDocStrategy.CreateElement("numParam");
newNumElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = strategy.Slot[slot].IndParam.NumParam[param].Caption;
newNumElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText = strategy.Slot[slot].IndParam.NumParam[param].ValueToString;
newNumElem.AppendChild(newElem);
newSlot.AppendChild(newNumElem);
}
}
// Add the check parameters.
for (int param = 0; param < strategy.Slot[slot].IndParam.CheckParam.Length; param++)
{
if (strategy.Slot[slot].IndParam.CheckParam[param].Enabled)
{
// Add an element.
XmlElement newCheckElem = xmlDocStrategy.CreateElement("checkParam");
newCheckElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = strategy.Slot[slot].IndParam.CheckParam[param].Caption;
newCheckElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText =
strategy.Slot[slot].IndParam.CheckParam[param].Checked.ToString(CultureInfo.InvariantCulture);
newCheckElem.AppendChild(newElem);
newSlot.AppendChild(newCheckElem);
}
}
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newSlot);
}
return xmlDocStrategy;
}
/// <summary>
/// Repaints the strategy slots
/// </summary>
/// <param name="strategy">The strategy</param>
public void RepaintStrategyControls(Strategy strategy)
{
_strategy = strategy;
_slots = strategy.Slots;
FlowLayoutStrategy.SuspendLayout();
foreach (ContextPanel pnl in SlotPanelsList)
pnl.Invalidate();
PanelProperties.Invalidate();
FlowLayoutStrategy.ResumeLayout();
}
/// <summary>
/// Rebuilds all the controls in panel Strategy
/// </summary>
public void RebuildStrategyControls(Strategy newStrategy)
{
strategy = newStrategy;
slots = newStrategy.Slots;
pnlStrategy.SuspendLayout();
pnlStrategy.Controls.Clear();
InitializeStrategySlots();
ArrangeStrategyControls();
if (ShowAddSlotButtons) SetAddSlotButtons();
pnlStrategy.ResumeLayout();
}
/// <summary>
/// Returns a copy of the current strategy.
/// </summary>
public Strategy Clone()
{
// Creates a new strategy.
Strategy tempStrategy = new Strategy(openFilters, closeFilters);
// Number of slots
tempStrategy.openFilters = openFilters;
tempStrategy.closeFilters = closeFilters;
// Strategy name
tempStrategy.strategyName = strategyName;
// Description
tempStrategy.description = description;
// Market
tempStrategy.symbol = symbol;
tempStrategy.period = period;
// Same and Opposite direction Actions
tempStrategy.sameDirSignal = sameDirSignal;
tempStrategy.oppDirSignal = oppDirSignal;
// Money Management
tempStrategy.useAccountPercentEntry = useAccountPercentEntry;
tempStrategy.maxOpenLots = maxOpenLots;
tempStrategy.entryLots = entryLots;
tempStrategy.addingLots = addingLots;
tempStrategy.reducingLots = reducingLots;
// Permanet Stop Loss
tempStrategy.usePermanentSL = usePermanentSL;
tempStrategy.permanentSLType = permanentSLType;
tempStrategy.permanentSL = permanentSL;
// Permanet Take Profit
tempStrategy.usePermanentTP = usePermanentTP;
tempStrategy.permanentTPType = permanentTPType;
tempStrategy.permanentTP = permanentTP;
// Break Even
tempStrategy.useBreakEven = useBreakEven;
tempStrategy.breakEven = breakEven;
// Reading the slots
for (int slot = 0; slot < Slots; slot++)
tempStrategy.Slot[slot] = indicatorSlot[slot].Clone();
return tempStrategy;
}
/// <summary>
/// Represents the Strategy as a XmlDocument.
/// </summary>
public static XmlDocument CreateStrategyXmlDoc(Strategy strategy)
{
// Create the XmlDocument.
var xmlDocStrategy = new XmlDocument();
xmlDocStrategy.LoadXml("<strategy></strategy>");
//Create the XML declaration.
XmlDeclaration xmldecl = xmlDocStrategy.CreateXmlDeclaration("1.0", null, null);
//Add new node to the document.
XmlElement root = xmlDocStrategy.DocumentElement;
xmlDocStrategy.InsertBefore(xmldecl, root);
AppendStringElement(xmlDocStrategy, "programName", Data.ProgramName);
AppendStringElement(xmlDocStrategy, "programVersion", Data.ProgramVersion);
AppendStringElement(xmlDocStrategy, "strategyName", strategy.StrategyName);
AppendStringElement(xmlDocStrategy, "instrumentSymbol", strategy.Symbol);
AppendStringElement(xmlDocStrategy, "instrumentPeriod", (int)strategy.DataPeriod);
AppendStringElement(xmlDocStrategy, "sameDirSignalAction", strategy.SameSignalAction.ToString());
AppendStringElement(xmlDocStrategy, "oppDirSignalAction", strategy.OppSignalAction.ToString());
// Add the Permanent Stop Loss
XmlElement newElem = xmlDocStrategy.CreateElement("permanentStopLoss");
newElem.InnerText = strategy.PermanentSL.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("usePermanentSL", strategy.UsePermanentSL.ToString(CultureInfo.InvariantCulture));
newElem.SetAttribute("permanentSLType", strategy.PermanentSLType.ToString());
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Permanent Take Profit
newElem = xmlDocStrategy.CreateElement("permanentTakeProfit");
newElem.InnerText = strategy.PermanentTP.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("usePermanentTP", strategy.UsePermanentTP.ToString(CultureInfo.InvariantCulture));
newElem.SetAttribute("permanentTPType", strategy.PermanentTPType.ToString());
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
// Add the Break Even
newElem = xmlDocStrategy.CreateElement("breakEven");
newElem.InnerText = strategy.BreakEven.ToString(CultureInfo.InvariantCulture);
newElem.SetAttribute("useBreakEven", strategy.UseBreakEven.ToString(CultureInfo.InvariantCulture));
if (xmlDocStrategy.DocumentElement != null) xmlDocStrategy.DocumentElement.AppendChild(newElem);
AppendStringElement(xmlDocStrategy, "maxOpenLots", strategy.MaxOpenLots);
AppendStringElement(xmlDocStrategy, "useAccountPercentEntry", strategy.UseAccountPercentEntry);
AppendStringElement(xmlDocStrategy, "entryLots", strategy.EntryLots);
AppendStringElement(xmlDocStrategy, "addingLots", strategy.AddingLots);
AppendStringElement(xmlDocStrategy, "reducingLots", strategy.ReducingLots);
AppendStringElement(xmlDocStrategy, "useMartingale", strategy.UseMartingale);
AppendStringElement(xmlDocStrategy, "martingaleMultiplier", strategy.MartingaleMultiplier);
AppendStringElement(xmlDocStrategy, "description", strategy.Description);
// Add the slots.
AppendStringElement(xmlDocStrategy, "openFilters", strategy.OpenFilters);
AppendStringElement(xmlDocStrategy, "closeFilters", strategy.CloseFilters);
for (int slot = 0; slot < strategy.Slots; slot++)
{
IndicatorSlot stratSlot = strategy.Slot[slot];
SlotTypes slType = stratSlot.SlotType;
// Add a slot element.
XmlElement newSlot = xmlDocStrategy.CreateElement("slot");
newSlot.SetAttribute("slotNumber", slot.ToString(CultureInfo.InvariantCulture));
newSlot.SetAttribute("slotType", slType.ToString());
if (slType == SlotTypes.OpenFilter || slType == SlotTypes.CloseFilter)
newSlot.SetAttribute("logicalGroup", stratSlot.LogicalGroup);
// Add an element.
newElem = xmlDocStrategy.CreateElement("indicatorName");
newElem.InnerText = stratSlot.IndicatorName;
newSlot.AppendChild(newElem);
// Add the list parameters.
for (int param = 0; param < stratSlot.IndParam.ListParam.Length; param++)
{
if (!stratSlot.IndParam.ListParam[param].Enabled) continue;
// Add an element.
XmlElement newListElem = xmlDocStrategy.CreateElement("listParam");
newListElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = stratSlot.IndParam.ListParam[param].Caption;
newListElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("index");
newElem.InnerText = stratSlot.IndParam.ListParam[param].Index.ToString(CultureInfo.InvariantCulture);
newListElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText = stratSlot.IndParam.ListParam[param].Text;
newListElem.AppendChild(newElem);
newSlot.AppendChild(newListElem);
}
// Add the num parameters.
for (int param = 0; param < stratSlot.IndParam.NumParam.Length; param++)
{
if (!stratSlot.IndParam.NumParam[param].Enabled) continue;
// Add an element.
XmlElement newNumElem = xmlDocStrategy.CreateElement("numParam");
newNumElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = stratSlot.IndParam.NumParam[param].Caption;
newNumElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText = stratSlot.IndParam.NumParam[param].ValueToString;
newNumElem.AppendChild(newElem);
newSlot.AppendChild(newNumElem);
}
// Add the check parameters.
for (int param = 0; param < stratSlot.IndParam.CheckParam.Length; param++)
{
if (!stratSlot.IndParam.CheckParam[param].Enabled) continue;
// Add an element.
XmlElement newCheckElem = xmlDocStrategy.CreateElement("checkParam");
newCheckElem.SetAttribute("paramNumber", param.ToString(CultureInfo.InvariantCulture));
// Add an element.
newElem = xmlDocStrategy.CreateElement("caption");
newElem.InnerText = stratSlot.IndParam.CheckParam[param].Caption;
newCheckElem.AppendChild(newElem);
// Add an element.
newElem = xmlDocStrategy.CreateElement("value");
newElem.InnerText = stratSlot.IndParam.CheckParam[param].Checked.ToString(CultureInfo.InvariantCulture);
newCheckElem.AppendChild(newElem);
newSlot.AppendChild(newCheckElem);
}
if (xmlDocStrategy.DocumentElement != null)
xmlDocStrategy.DocumentElement.AppendChild(newSlot);
}
// Add statistics meta data.
string unit = " " + Configs.AccountCurrency;
AppendStringElement(xmlDocStrategy, "AccountBalance", Backtester.NetMoneyBalance.ToString("F2") + unit);
AppendStringElement(xmlDocStrategy, "ProfitPerDay", Backtester.MoneyProfitPerDay.ToString("F2") + unit);
AppendStringElement(xmlDocStrategy, "WinLossRatio", Backtester.WinLossRatio.ToString("F2"));
AppendStringElement(xmlDocStrategy, "AccountStatsParam", String.Join(";", Backtester.AccountStatsParam));
AppendStringElement(xmlDocStrategy, "AccountStatsValue", String.Join(";", Backtester.AccountStatsValue));
AppendStringElement(xmlDocStrategy, "MarketStatsParam", String.Join(";", Data.MarketStatsParam));
AppendStringElement(xmlDocStrategy, "MarketStatsValue", String.Join(";", Data.MarketStatsValue));
// Add chart data
int length = Data.Bars - StatsBuffer.FirstBar;
var balanceLine = new double[length];
var equityLine = new double[length];
for (int bar = 0; bar < length; bar++)
{
balanceLine[bar] = Backtester.MoneyBalance(bar);
equityLine[bar] = Backtester.MoneyEquity(bar);
}
int size = Math.Min(600, length);
var balanceList = MathUtils.ArrayToStringArray(MathUtils.ArrayResize(balanceLine, size));
var equityList = MathUtils.ArrayToStringArray(MathUtils.ArrayResize(equityLine, size));
AppendStringElement(xmlDocStrategy, "BalanceLine", String.Join(";", balanceList));
AppendStringElement(xmlDocStrategy, "EquityLine", String.Join(";", equityList));
return xmlDocStrategy;
}