private void WriteReport()
{
EquityStats stats = new EquityStats(equity.StartingEquity, equity.Daily, equity.Weekly, equity.Monthly, equity.Yearly);
// WriteChart(folder,name,"DailyEquity",stats.Daily,equity.Daily);
fwriter.WriteLine("<HTML>");
fwriter.WriteLine("<HEAD>");
WriteStyle();
fwriter.WriteLine("</HEAD>");
fwriter.WriteLine("<BODY>");
fwriter.WriteLine("<H1>" + name + " Strategy Report</H1>");
// fwriter.WriteLine("<img src=\"Images/DailyEquity.gif\"/><BR>");
fwriter.WriteLine("<BR>");
WriteTotalStatsHeader();
WriteTotalStatsData(equity);
WriteStatsFooter();
fwriter.WriteLine("<BR>");
WriteStatsHeader();
WriteStatsData(stats.Monthly, "Month");
WriteStatsData(stats.Yearly, "Year");
WriteStatsData(stats.Weekly, "Week");
WriteStatsData(stats.Daily, "Day");
WriteStatsData(strategyStats.ComboTrades, "ComboTrades");
WriteStatsFooter();
fwriter.WriteLine("<BR>");
WriteMonths(equity.Monthly, stats.Monthly);
fwriter.WriteLine("<BR>");
WriteDays(equity.Daily, stats.Daily);
fwriter.WriteLine("</BODY>");
fwriter.WriteLine("</HTML>");
}
public virtual double OnGetFitness()
{
EquityStats stats = Performance.Equity.CalculateStatistics();
return(stats.Daily.SortinoRatio);
}
public override void Constructor(TransactionPairs trades)
{
strategyStats = new StrategyStats(trades);
equityStats = new EquityStats(trades, trades, trades, trades);
baseStats = tradeStats = strategyStats.ComboTrades;
}
public override string OnGetOptimizeResult(System.Collections.Generic.Dictionary <string, object> optimizeValues)
{
EquityStats stats = Performance.Equity.CalculateStatistics();
return(stats.Daily.Count + "," + stats.Daily.WinRate + "," + stats.Daily.ProfitFactor + "," + base.OnGetOptimizeResult(optimizeValues));
}
public override void Constructor(TransactionPairs trades)
{
equityStats = new EquityStats(trades, trades, trades, trades);
baseStats = tradeStats = equityStats.Daily;
}
