/// <summary>
/// Calculates the strategy indicators and returns the first meaningful bar number.
/// </summary>
/// <returns>First bar</returns>
public int Calculate()
{
FirstBar = 0;
foreach (IndicatorSlot slot in Slot)
{
string sndicatorName = slot.IndicatorName;
SlotTypes slotType = slot.SlotType;
Indicator indicator = IndicatorStore.ConstructIndicator(sndicatorName, slotType);
indicator.IndParam = slot.IndParam;
indicator.Calculate(slotType);
slot.IndicatorName = indicator.IndicatorName;
slot.IndParam = indicator.IndParam;
slot.Component = indicator.Component;
slot.SeparatedChart = indicator.SeparatedChart;
slot.SpecValue = indicator.SpecialValues;
slot.MinValue = indicator.SeparatedChartMinValue;
slot.MaxValue = indicator.SeparatedChartMaxValue;
slot.IsDefined = true;
foreach (IndicatorComp comp in slot.Component)
{
if (comp.FirstBar > FirstBar)
{
FirstBar = comp.FirstBar;
}
}
}
return(FirstBar);
}
/// <summary>
/// Load Source Files
/// </summary>
public static void LoadCustomIndicators()
{
_indicatorManager = new IndicatorCompilationManager();
if (!Directory.Exists(Data.SourceFolder))
{
MessageBox.Show("Custom indicators folder does not exist!", Language.T("Custom Indicators"));
IndicatorStore.ResetCustomIndicators(null);
IndicatorStore.CombineAllIndicators();
return;
}
string[] pathInputFiles = Directory.GetFiles(Data.SourceFolder, "*.cs");
if (pathInputFiles.Length == 0)
{
IndicatorStore.ResetCustomIndicators(null);
IndicatorStore.CombineAllIndicators();
return;
}
var 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
IndicatorStore.ResetCustomIndicators(_indicatorManager.CustomIndicatorsList);
IndicatorStore.CombineAllIndicators();
if (isError)
{
var msgBox = new FancyMessageBox(errorReport.ToString(), Language.T("Custom Indicators"))
{
BoxWidth = 550, BoxHeight = 340, TopMost = true
};
msgBox.Show();
}
if (Configs.ShowCustomIndicators)
{
ShowLoadedCustomIndicators();
}
}
/// <summary>
/// Loads the defaults parameters for the selected indicator.
/// </summary>
private void BtnDefaultClick(object sender, EventArgs e)
{
Indicator indicator = IndicatorStore.ConstructIndicator(_indicatorName, SlotType);
UpdateFromIndicatorParam(indicator.IndParam);
SetDefaultGroup();
CalculateIndicator();
}
/// <summary>
/// Loads an Indicator
/// </summary>
private void TrvIndicatorsLoadIndicator()
{
Indicator indicator = IndicatorStore.ConstructIndicator(TrvIndicators.SelectedNode.Text, SlotType);
UpdateFromIndicatorParam(indicator.IndParam);
SetDefaultGroup();
CalculateIndicator();
}
/// <summary>
/// Sets Use previous bar value automatically
/// </summary>
public bool AdjustUsePreviousBarValue()
{
bool isSomethingChanged = false;
if (Data.AutoUsePrvBarValue == false)
{
return(false);
}
for (int slot = 0; slot < Slots; slot++)
{
isSomethingChanged = SetUsePrevBarValueCheckBox(slot) || isSomethingChanged;
}
// Recalculates 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 = IndicatorStore.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>
/// Show indicators in the selected bars.
/// </summary>
private void ShowIndicators(string input)
{
const string pattern = @"^ind (?<numb>\d+)$";
var 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--;
var sb = new StringBuilder();
for (int iSlot = 0; iSlot < Data.Strategy.Slots; iSlot++)
{
Indicator indicator = IndicatorStore.ConstructIndicator(Data.Strategy.Slot[iSlot].IndicatorName,
Data.Strategy.Slot[iSlot].SlotType);
sb.Append(Environment.NewLine + indicator + 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(CultureInfo.InvariantCulture) + Environment.NewLine);
}
}
TbxOutput.Text += Environment.NewLine + "Indicators for bar " +
(bar + 1).ToString(CultureInfo.InvariantCulture) + Environment.NewLine +
"-----------------" + Environment.NewLine + sb;
}
}
/// <summary>
/// Performs thorough indicator test.
/// </summary>
/// <returns>True, if the test succeed.</returns>
public static bool CustomIndicatorThoroughTest(string indicatorName, out string errorList)
{
bool isOk = true;
var 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 = IndicatorStore.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 (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 (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;
}
}
errorList = 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.
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>
/// Calculates the selected indicator chart.
/// </summary>
private void CalculateIndicator()
{
if (!Data.IsData || !_isPaintAllowed)
{
return;
}
SetOppositeSignalBehaviour();
SetClosingLogicConditions();
Indicator indicator = IndicatorStore.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;
indicator.IndParam.CheckParam[i].Enabled = CheckParam[i].Text == "Use previous bar value" ||
CheckParam[i].Enabled;
}
indicator.Calculate(SlotType);
//Sets the 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;
// Searches the indicators' components to determine the Data.FirstBar.
Data.FirstBar = Data.Strategy.SetFirstBar();
// Checks "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")
{
CheckParam[i].Checked = Data.Strategy.Slot[_slot].IndParam.CheckParam[i].Checked;
}
}
}
SetIndicatorNotification(indicator);
}
/// <summary>
/// Sets the trvIndicators nodes
/// </summary>
private void SetTreeViewIndicators()
{
var trnAll = new TreeNode {
Name = "trnAll", Text = Language.T("All"), Tag = false
};
var trnIndicators = new TreeNode {
Name = "trnIndicators", Text = Language.T("Indicators"), Tag = false
};
var trnAdditional = new TreeNode {
Name = "trnAdditional", Text = Language.T("Additional"), Tag = false
};
var trnOscillatorOfIndicators = new TreeNode
{
Name = "trnOscillatorOfIndicators",
Text = Language.T("Oscillator of Indicators"),
Tag = false
};
var trnIndicatorsMAOscillator = new TreeNode
{
Name = "trnIndicatorMA",
Text = Language.T("Indicator's MA Oscillator"),
Tag = false
};
var trnDateTime = new TreeNode {
Name = "trnDateTime", Text = Language.T("Date/Time Functions"), Tag = false
};
var trnCustomIndicators = new TreeNode
{
Name = "trnCustomIndicators",
Text = Language.T("Custom Indicators"),
Tag = false
};
TrvIndicators.Nodes.AddRange(new[]
{
trnAll, trnIndicators, trnAdditional, trnOscillatorOfIndicators,
trnIndicatorsMAOscillator, trnDateTime, trnCustomIndicators
});
foreach (string indicatorName in IndicatorStore.GetIndicatorNames(SlotType))
{
// Checks the indicator name in the list of forbidden indicators.
bool toContinue = false;
foreach (string forbiden in Data.IndicatorsForBacktestOnly)
{
if (indicatorName == forbiden)
{
toContinue = true;
break;
}
}
if (toContinue)
{
continue;
}
var trn = new TreeNode {
Tag = true, Name = indicatorName, Text = indicatorName
};
trnAll.Nodes.Add(trn);
Indicator indicator = IndicatorStore.ConstructIndicator(indicatorName, SlotType);
TypeOfIndicator type = indicator.IndParam.IndicatorType;
if (indicator.CustomIndicator)
{
var trnCustom = new TreeNode {
Tag = true, Name = indicatorName, Text = indicatorName
};
trnCustomIndicators.Nodes.Add(trnCustom);
}
var trnGroups = new TreeNode {
Tag = true, Name = indicatorName, 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);
}
}
}
/// <summary>
/// Generates a HTML report about the closing logic.
/// </summary>
StringBuilder ClosingLogicHTMLReport()
{
var sb = new StringBuilder();
int closingSlotNmb = Data.Strategy.CloseSlot;
string indicatorName = Data.Strategy.Slot[closingSlotNmb].IndicatorName;
Indicator indClose = IndicatorStore.ConstructIndicator(indicatorName, SlotTypes.Close);
indClose.IndParam = Data.Strategy.Slot[closingSlotNmb].IndParam;
indClose.SetDescription(SlotTypes.Close);
bool isGroups = false;
var closegroups = new List <string>();
if (Data.Strategy.CloseFilters > 0)
{
foreach (IndicatorSlot slot in Data.Strategy.Slot)
{
if (slot.SlotType == SlotTypes.CloseFilter)
{
if (slot.LogicalGroup == "all" && Data.Strategy.CloseFilters > 1)
{
isGroups = true;
}
if (closegroups.Contains(slot.LogicalGroup))
{
isGroups = true;
}
else if (slot.LogicalGroup != "all")
{
closegroups.Add(slot.LogicalGroup);
}
}
}
}
if (closegroups.Count == 0 && Data.Strategy.CloseFilters > 0)
{
closegroups.Add("all"); // If all the slots are in "all" group, adds "all" to the list.
}
// Long position
string closeLong = "<p>" + Language.T("Close an existing long position") + " " + indClose.ExitPointLongDescription;
if (Data.Strategy.CloseFilters == 0)
{
closeLong += ".</p>";
}
else if (Data.Strategy.CloseFilters == 1)
{
closeLong += " " + Language.T("when the following logic condition is satisfied") + ":</p>";
}
else if (isGroups)
{
closeLong += " " + Language.T("when") + ":</p>";
}
else
{
closeLong += " " + Language.T("when at least one of the following logic conditions is satisfied") + ":</p>";
}
sb.AppendLine(closeLong);
// Close Filters
if (Data.Strategy.CloseFilters > 0)
{
int groupnumb = 1;
sb.AppendLine("<ul>");
foreach (string group in closegroups)
{
if (isGroups)
{
sb.AppendLine("<li>" + (groupnumb == 1 ? "" : Language.T("or") + " ") + Language.T("logical group [#] is satisfied").Replace("#", group) + ":");
sb.AppendLine("<ul>");
groupnumb++;
}
int indInGroup = 0;
for (int slot = closingSlotNmb + 1; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup == group || Data.Strategy.Slot[slot].LogicalGroup == "all")
{
indInGroup++;
}
}
int indnumb = 1;
for (int slot = closingSlotNmb + 1; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup != group && Data.Strategy.Slot[slot].LogicalGroup != "all")
{
continue;
}
Indicator indCloseFilter = IndicatorStore.ConstructIndicator(Data.Strategy.Slot[slot].IndicatorName, SlotTypes.CloseFilter);
indCloseFilter.IndParam = Data.Strategy.Slot[slot].IndParam;
indCloseFilter.SetDescription(SlotTypes.CloseFilter);
if (isGroups)
{
if (indnumb < indInGroup)
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterLongDescription + "; " + Language.T("and") + "</li>");
}
else
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterLongDescription + ".</li>");
}
}
else
{
if (slot < Data.Strategy.Slots - 1)
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterLongDescription + "; " + Language.T("or") + "</li>");
}
else
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterLongDescription + ".</li>");
}
}
indnumb++;
}
if (isGroups)
{
sb.AppendLine("</ul>");
sb.AppendLine("</li>");
}
}
sb.AppendLine("</ul>");
}
// Short position
string closeShort = "<p>" + Language.T("Close an existing short position") + " " + indClose.ExitPointShortDescription;
if (Data.Strategy.CloseFilters == 0)
{
closeShort += ".</p>";
}
else if (Data.Strategy.CloseFilters == 1)
{
closeShort += " " + Language.T("when the following logic condition is satisfied") + ":</p>";
}
else if (isGroups)
{
closeShort += " " + Language.T("when") + ":</p>";
}
else
{
closeShort += " " + Language.T("when at least one of the following logic conditions is satisfied") + ":</p>";
}
sb.AppendLine(closeShort);
// Close Filters
if (Data.Strategy.CloseFilters > 0)
{
int groupnumb = 1;
sb.AppendLine("<ul>");
foreach (string group in closegroups)
{
if (isGroups)
{
sb.AppendLine("<li>" + (groupnumb == 1 ? "" : Language.T("or") + " ") + Language.T("logical group [#] is satisfied").Replace("#", group) + ":");
sb.AppendLine("<ul>");
groupnumb++;
}
int indInGroup = 0;
for (int slot = closingSlotNmb + 1; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup == group || Data.Strategy.Slot[slot].LogicalGroup == "all")
{
indInGroup++;
}
}
int indnumb = 1;
for (int slot = closingSlotNmb + 1; slot < Data.Strategy.Slots; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup != group && Data.Strategy.Slot[slot].LogicalGroup != "all")
{
continue;
}
Indicator indCloseFilter = IndicatorStore.ConstructIndicator(Data.Strategy.Slot[slot].IndicatorName, SlotTypes.CloseFilter);
indCloseFilter.IndParam = Data.Strategy.Slot[slot].IndParam;
indCloseFilter.SetDescription(SlotTypes.CloseFilter);
if (isGroups)
{
if (indnumb < indInGroup)
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterShortDescription + "; " + Language.T("and") + "</li>");
}
else
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterShortDescription + ".</li>");
}
}
else
{
if (slot < Data.Strategy.Slots - 1)
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterShortDescription + "; " + Language.T("or") + "</li>");
}
else
{
sb.AppendLine("<li>" + indCloseFilter.ExitFilterShortDescription + ".</li>");
}
}
indnumb++;
}
if (isGroups)
{
sb.AppendLine("</ul>");
sb.AppendLine("</li>");
}
}
sb.AppendLine("</ul>");
}
return(sb);
}
/// <summary>
/// Generates a HTML report about the opening logic.
/// </summary>
StringBuilder OpeningLogicHTMLReport()
{
var sb = new StringBuilder();
string indicatorName = Data.Strategy.Slot[0].IndicatorName;
Indicator indOpen = IndicatorStore.ConstructIndicator(indicatorName, SlotTypes.Open);
indOpen.IndParam = Data.Strategy.Slot[0].IndParam;
indOpen.SetDescription(SlotTypes.Open);
// Logical groups of the opening conditions.
var opengroups = new List <string>();
for (int slot = 1; slot <= Data.Strategy.OpenFilters; slot++)
{
string group = Data.Strategy.Slot[slot].LogicalGroup;
if (!opengroups.Contains(group) && group != "All")
{
opengroups.Add(group); // Adds all groups except "All"
}
}
if (opengroups.Count == 0 && Data.Strategy.OpenFilters > 0)
{
opengroups.Add("All"); // If all the slots are in "All" group, adds "All" to the list.
}
// Long position
string openLong = "<p>";
if (Data.Strategy.SameSignalAction == SameDirSignalAction.Add)
{
openLong = Language.T("Open a new long position or add to an existing position");
}
else if (Data.Strategy.SameSignalAction == SameDirSignalAction.Winner)
{
openLong = Language.T("Open a new long position or add to a winning position");
}
else if (Data.Strategy.SameSignalAction == SameDirSignalAction.Nothing)
{
openLong = Language.T("Open a new long position");
}
if (OppSignalAction == OppositeDirSignalAction.Close)
{
openLong += " " + Language.T("or close a short position");
}
else if (OppSignalAction == OppositeDirSignalAction.Reduce)
{
openLong += " " + Language.T("or reduce a short position");
}
else if (OppSignalAction == OppositeDirSignalAction.Reverse)
{
openLong += " " + Language.T("or reverse a short position");
}
else if (OppSignalAction == OppositeDirSignalAction.Nothing)
{
openLong += "";
}
openLong += " " + indOpen.EntryPointLongDescription;
if (Data.Strategy.OpenFilters == 0)
{
openLong += ".</p>";
}
else if (Data.Strategy.OpenFilters == 1)
{
openLong += " " + Language.T("when the following logic condition is satisfied") + ":</p>";
}
else if (opengroups.Count > 1)
{
openLong += " " + Language.T("when") + ":</p>";
}
else
{
openLong += " " + Language.T("when all the following logic conditions are satisfied") + ":</p>";
}
sb.AppendLine(openLong);
// Open Filters
if (Data.Strategy.OpenFilters > 0)
{
int groupnumb = 1;
if (opengroups.Count > 1)
{
sb.AppendLine("<ul>");
}
foreach (string group in opengroups)
{
if (opengroups.Count > 1)
{
sb.AppendLine("<li>" + (groupnumb == 1 ? "" : Language.T("or") + " ") + Language.T("logical group [#] is satisfied").Replace("#", group) + ":");
groupnumb++;
}
sb.AppendLine("<ul>");
int indInGroup = 0;
for (int slot = 1; slot <= Data.Strategy.OpenFilters; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup == group || Data.Strategy.Slot[slot].LogicalGroup == "All")
{
indInGroup++;
}
}
int indnumb = 1;
for (int slot = 1; slot <= Data.Strategy.OpenFilters; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup != group && Data.Strategy.Slot[slot].LogicalGroup != "All")
{
continue;
}
Indicator indOpenFilter = IndicatorStore.ConstructIndicator(Data.Strategy.Slot[slot].IndicatorName, SlotTypes.OpenFilter);
indOpenFilter.IndParam = Data.Strategy.Slot[slot].IndParam;
indOpenFilter.SetDescription(SlotTypes.OpenFilter);
if (indnumb < indInGroup)
{
sb.AppendLine("<li>" + indOpenFilter.EntryFilterLongDescription + "; " + Language.T("and") + "</li>");
}
else
{
sb.AppendLine("<li>" + indOpenFilter.EntryFilterLongDescription + ".</li>");
}
indnumb++;
}
sb.AppendLine("</ul>");
if (opengroups.Count > 1)
{
sb.AppendLine("</li>");
}
}
if (opengroups.Count > 1)
{
sb.AppendLine("</ul>");
}
}
// Short position
string openShort = "<p>";
if (Data.Strategy.SameSignalAction == SameDirSignalAction.Add)
{
openShort = Language.T("Open a new short position or add to an existing position");
}
else if (Data.Strategy.SameSignalAction == SameDirSignalAction.Winner)
{
openShort = Language.T("Open a new short position or add to a winning position");
}
else if (Data.Strategy.SameSignalAction == SameDirSignalAction.Nothing)
{
openShort = Language.T("Open a new short position");
}
if (OppSignalAction == OppositeDirSignalAction.Close)
{
openShort += " " + Language.T("or close a long position");
}
else if (OppSignalAction == OppositeDirSignalAction.Reduce)
{
openShort += " " + Language.T("or reduce a long position");
}
else if (OppSignalAction == OppositeDirSignalAction.Reverse)
{
openShort += " " + Language.T("or reverse a long position");
}
else if (OppSignalAction == OppositeDirSignalAction.Nothing)
{
openShort += "";
}
openShort += " " + indOpen.EntryPointShortDescription;
if (Data.Strategy.OpenFilters == 0)
{
openShort += ".</p>";
}
else if (Data.Strategy.OpenFilters == 1)
{
openShort += " " + Language.T("when the following logic condition is satisfied") + ":</p>";
}
else if (opengroups.Count > 1)
{
openShort += " " + Language.T("when") + ":</p>";
}
else
{
openShort += " " + Language.T("when all the following logic conditions are satisfied") + ":</p>";
}
sb.AppendLine(openShort);
// Open Filters
if (Data.Strategy.OpenFilters > 0)
{
int groupnumb = 1;
if (opengroups.Count > 1)
{
sb.AppendLine("<ul>");
}
foreach (string group in opengroups)
{
if (opengroups.Count > 1)
{
sb.AppendLine("<li>" + (groupnumb == 1 ? "" : Language.T("or") + " ") + Language.T("logical group [#] is satisfied").Replace("#", group) + ":");
groupnumb++;
}
sb.AppendLine("<ul>");
int indInGroup = 0;
for (int slot = 1; slot <= Data.Strategy.OpenFilters; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup == group || Data.Strategy.Slot[slot].LogicalGroup == "All")
{
indInGroup++;
}
}
int indnumb = 1;
for (int slot = 1; slot <= Data.Strategy.OpenFilters; slot++)
{
if (Data.Strategy.Slot[slot].LogicalGroup != group && Data.Strategy.Slot[slot].LogicalGroup != "All")
{
continue;
}
Indicator indOpenFilter = IndicatorStore.ConstructIndicator(Data.Strategy.Slot[slot].IndicatorName, SlotTypes.OpenFilter);
indOpenFilter.IndParam = Data.Strategy.Slot[slot].IndParam;
indOpenFilter.SetDescription(SlotTypes.OpenFilter);
if (indnumb < indInGroup)
{
sb.AppendLine("<li>" + indOpenFilter.EntryFilterShortDescription + "; " + Language.T("and") + "</li>");
}
else
{
sb.AppendLine("<li>" + indOpenFilter.EntryFilterShortDescription + ".</li>");
}
indnumb++;
}
sb.AppendLine("</ul>");
if (opengroups.Count > 1)
{
sb.AppendLine("</li>");
}
}
if (opengroups.Count > 1)
{
sb.AppendLine("</ul>");
}
}
return(sb);
}