void CalcNew(TransactionPairsBinary periodTrades)
{
var trade = TransactionPairBinary.Create();
trade.Enter(1, CurrentEquity, model.Ticks[0].Time, model.Ticks[0].Time, 0, 0, 0);
periodTrades.Add(trade);
}
public void OnInitialize()
{
comboTradesBinary = new TransactionPairsBinary(model.Context.TradeData);
comboTradesBinary.Name = "ComboTrades";
profitLoss = model.Data.SymbolInfo.ProfitLoss;
comboTrades = new TransactionPairs(GetCurrentPrice, profitLoss, comboTradesBinary);
profitLoss.Symbol = model.Data.SymbolInfo;
}
void CalcEnd(TransactionPairsBinary periodTrades)
{
if (periodTrades.Count > 0)
{
var pair = periodTrades[periodTrades.Count - 1];
pair.Exit(CurrentEquity, model.Ticks[0].Time, model.Ticks[0].Time, 0, 0, 0);
periodTrades[periodTrades.Count - 1] = pair;
}
}
public void ProfitLossException()
{
pair = TransactionPairBinary.Create();
using (BinaryStore tradeData = Factory.Engine.PageStore("TradeData")) {
TransactionPairsBinary tradesBinary = new TransactionPairsBinary(tradeData);
tradesBinary.Add(pair);
TransactionPairs trades = new TransactionPairs(null, new ProfitLossCallback(), tradesBinary);
double pnl = trades.CalcProfitLoss(0);
}
}
public void ProfitLoss()
{
Constructor();
double ProfitLoss = (pair.ExitPrice - pair.EntryPrice) * 1;
using (BinaryStore tradeData = Factory.Engine.PageStore("TradeData")) {
TransactionPairsBinary tradesBinary = new TransactionPairsBinary(tradeData);
tradesBinary.Add(pair);
TransactionPairs trades = new TransactionPairs(null, new ProfitLossCallback(), tradesBinary);
Assert.AreEqual(113096, trades.CalcProfitLoss(0), "ProfitLoss");
}
}
public void OnInitialize()
{
dailyBinary = new TransactionPairsBinary(model.Context.TradeData);
portfolio = model as PortfolioInterface;
if (portfolio != null && portfolio.PortfolioType == PortfolioType.MultiSymbol)
{
isMultiSymbolPortfolio = true; // portfolio.PortfolioType == PortfolioType.MultiSymbol;
}
model.AddInterceptor(EventType.OpenInterval, this);
model.AddInterceptor(EventType.Close, this);
model.AddInterceptor(EventType.CloseInterval, this);
}
private void calcLosers()
{
TransactionPairsBinary other = new TransactionPairsBinary(trades.TradeData);
for (int i = 0; i < Trades.Count; i++)
{
if (Trades.CalcProfitLoss(i) <= lossBoundary)
{
other.Add(Trades.GetBinary(i));
}
}
losers = new BaseStats(new TransactionPairs(null, Trades.ProfitLossCalculation, other));
}
public void OnPostInitialize()
{
closedEquity = startingEquity;
daily = new TransactionPairs(GetCurrentEquity, equityProfitLoss, dailyBinary);
dailyBinary.Name = "Daily";
weeklyBinary = new TransactionPairsBinary(model.Context.TradeData);
weekly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, weeklyBinary);
weeklyBinary.Name = "Weekly";
monthlyBinary = new TransactionPairsBinary(model.Context.TradeData);
monthly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, monthlyBinary);
monthlyBinary.Name = "Monthly";
yearlyBinary = new TransactionPairsBinary(model.Context.TradeData);
yearly = new TransactionPairs(GetCurrentEquity, equityProfitLoss, yearlyBinary);
yearlyBinary.Name = "Yearly";
if (graphEquity)
{
equity = new IndicatorCommon();
equity.Drawing.IsVisible = true;
equity.Drawing.PaneType = PaneType.Secondary;
equity.Drawing.GraphType = GraphType.FilledLine;
equity.Drawing.Color = Color.Green;
equity.Drawing.GroupName = "SimpleEquity";
equity.Name = "SimpleEquity";
model.AddIndicator(equity);
}
if (enableYearlyStats)
{
model.RequestUpdate(Intervals.Year1);
}
if (enableMonthlyStats)
{
model.RequestUpdate(Intervals.Month1);
}
if (enableWeeklyStats)
{
model.RequestUpdate(Intervals.Week1);
}
if (enableDailyStats)
{
model.RequestUpdate(Intervals.Day1);
}
isInitialized = true;
}