/// <summary> /// Sets the navigation buttons /// </summary> private void SetBtnNavigate() { // Buttons "Ambiguous" if (Backtester.AmbiguousBars > 0) { bool isButtonAmbiguous = false; for (int i = Data.FirstBar; i < _barCurrent; i++) { if (Backtester.BackTestEval(i) == BacktestEval.Ambiguous) { isButtonAmbiguous = true; break; } } BtnsNavigate[0].Enabled = isButtonAmbiguous; isButtonAmbiguous = false; for (int i = _barCurrent + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == BacktestEval.Ambiguous) { isButtonAmbiguous = true; break; } } BtnsNavigate[5].Enabled = isButtonAmbiguous; } // Buttons "Deals" if (Backtester.PositionsTotal > 0) { bool isButtonDeal = false; for (int i = Data.FirstBar; i < _barCurrent; i++) { if (Backtester.Positions(i) > 0) { isButtonDeal = true; break; } } BtnsNavigate[1].Enabled = isButtonDeal; isButtonDeal = false; for (int i = _barCurrent + 1; i < Data.Bars; i++) { if (Backtester.Positions(i) > 0) { isButtonDeal = true; break; } } BtnsNavigate[4].Enabled = isButtonDeal; } BtnsNavigate[2].Enabled = _barCurrent > Data.FirstBar; BtnsNavigate[3].Enabled = _barCurrent < Data.Bars - 1; BtnsNavigate[0].ForeColor = BtnsNavigate[0].Enabled ? Color.Red : BtnsNavigate[2].ForeColor; BtnsNavigate[5].ForeColor = BtnsNavigate[5].Enabled ? Color.Red : BtnsNavigate[2].ForeColor; }
/// <summary> /// Sets the navigation buttons /// </summary> void SetBtnNavigate() { if (Backtester.AmbiguousBars > 0) { bool isButtonAmbiguous = false; for (int i = Data.FirstBar; i < bar; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { isButtonAmbiguous = true; break; } } btnNavigate[0].Enabled = isButtonAmbiguous; isButtonAmbiguous = false; for (int i = bar + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { isButtonAmbiguous = true; break; } } btnNavigate[3].Enabled = isButtonAmbiguous; } btnNavigate[1].Enabled = bar > Data.FirstBar; btnNavigate[2].Enabled = bar < Data.Bars - 1; if (btnNavigate[0].Enabled) { btnNavigate[0].ForeColor = Color.Red; } else { btnNavigate[0].ForeColor = btnNavigate[2].ForeColor; } if (btnNavigate[3].Enabled) { btnNavigate[3].ForeColor = Color.Red; } else { btnNavigate[3].ForeColor = btnNavigate[2].ForeColor; } return; }
/// <summary> /// Updates the journal data from the backtester /// </summary> void UpdateJournalData() { asJournalData = new string[shownPos, columns]; aiPositionIcons = new Image[shownPos]; for (int posIndex = firstPos; posIndex < firstPos + shownPos; posIndex++) { int posNumber = posIndex; if (!showTransfers) { posNumber = aiPosNumber[posIndex]; } int row = posIndex - firstPos; int bar = Backtester.PosCoordinates[posNumber].Bar; Position position = Backtester.PosFromNumb(posNumber); string posAmount; if (Configs.AccountInMoney) { posAmount = (position.PosDir == PosDirection.Short ? "-" : "") + (position.PosLots * Data.InstrProperties.LotSize).ToString(); } else { posAmount = position.PosLots.ToString(); } string profitLoss; if (Configs.AccountInMoney) { profitLoss = position.MoneyProfitLoss.ToString("F2"); } else { profitLoss = position.ProfitLoss.ToString("F2"); } string floatingPL; if (Configs.AccountInMoney) { floatingPL = position.MoneyFloatingPL.ToString("F2"); } else { floatingPL = position.FloatingPL.ToString("F2"); } int p = 0; asJournalData[row, p++] = (posNumber + 1).ToString(); asJournalData[row, p++] = (bar + 1).ToString(); asJournalData[row, p++] = Data.Time[bar].ToString(Data.DF) + Data.Time[bar].ToString(" HH:mm"); asJournalData[row, p++] = Language.T(position.Transaction.ToString()); asJournalData[row, p++] = Language.T(position.PosDir.ToString()); asJournalData[row, p++] = posAmount; asJournalData[row, p++] = position.FormOrdPrice.ToString(Data.FF); asJournalData[row, p++] = position.PosPrice.ToString(Data.FF); asJournalData[row, p++] = position.RequiredMargin.ToString("F2"); // Charges if (Configs.AccountInMoney) { // in currency if (position.Transaction == Transaction.Open || position.Transaction == Transaction.Add || position.Transaction == Transaction.Reverse) { asJournalData[row, p++] = position.MoneySpread.ToString("F2"); } else { asJournalData[row, p++] = "-"; } if (position.Transaction == Transaction.Transfer) { asJournalData[row, p++] = position.MoneyRollover.ToString("F2"); } else { asJournalData[row, p++] = "-"; } if (position.Transaction == Transaction.Open || position.Transaction == Transaction.Close || position.Transaction == Transaction.Add || position.Transaction == Transaction.Reduce || position.Transaction == Transaction.Reverse) { asJournalData[row, p++] = position.MoneyCommission.ToString("F2"); asJournalData[row, p++] = position.MoneySlippage.ToString("F2"); } else { asJournalData[row, p++] = "-"; asJournalData[row, p++] = "-"; } } else { // In pips if (position.Transaction == Transaction.Open || position.Transaction == Transaction.Add || position.Transaction == Transaction.Reverse) { asJournalData[row, p++] = position.Spread.ToString(); } else { asJournalData[row, p++] = "-"; } if (position.Transaction == Transaction.Transfer) { asJournalData[row, p++] = position.Rollover.ToString("F2"); } else { asJournalData[row, p++] = "-"; } if (position.Transaction == Transaction.Open || position.Transaction == Transaction.Close || position.Transaction == Transaction.Add || position.Transaction == Transaction.Reduce || position.Transaction == Transaction.Reverse) { asJournalData[row, p++] = position.Commission.ToString("F2"); asJournalData[row, p++] = position.Slippage.ToString(); } else { asJournalData[row, p++] = "-"; asJournalData[row, p++] = "-"; } } // Profit Loss if (position.Transaction == Transaction.Close || position.Transaction == Transaction.Reduce || position.Transaction == Transaction.Reverse) { asJournalData[row, p++] = profitLoss; } else { asJournalData[row, p++] = "-"; } // Floating Profit Loss if (position.PosNumb == Backtester.SummaryPosNumb(bar) && position.Transaction != Transaction.Close) { asJournalData[row, p++] = floatingPL; //Last position of the bar only } else { asJournalData[row, p++] = "-"; } // Balance / Equity if (Configs.AccountInMoney) { asJournalData[row, p++] = position.MoneyBalance.ToString("F2"); asJournalData[row, p++] = position.MoneyEquity.ToString("F2"); } else { asJournalData[row, p++] = position.Balance.ToString("F2"); asJournalData[row, p++] = position.Equity.ToString("F2"); } asJournalData[row, p++] = Language.T(Backtester.BackTestEval(bar)); // Icons aiPositionIcons[row] = position.PositionIcon; } return; }
/// <summary> /// Exports the bar summary /// </summary> public void ExportBarSummary() { 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 + "; Values in pips" + Environment.NewLine); sb.Append("Bar Numb\t"); 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"); sb.Append("Direction\t"); sb.Append("Lots\t"); sb.Append("Transaction\t"); sb.Append("Price\t"); sb.Append("Profit Loss\t"); sb.Append("Floating P/L\t"); sb.Append("Spread\t"); sb.Append("Rollover\t"); sb.Append("Balance\t"); sb.Append("Equity\t"); sb.Append("Interpolation" + Environment.NewLine); for (int bar = 0; bar < Data.Bars; bar++) { sb.Append((bar + 1).ToString() + "\t"); 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"); if (Backtester.IsPos(bar)) { sb.Append(Backtester.SummaryDir(bar).ToString() + "\t"); sb.Append(Backtester.SummaryLots(bar).ToString() + "\t"); sb.Append(Backtester.SummaryTrans(bar).ToString() + "\t"); sb.Append(Backtester.SummaryPrice(bar).ToString(FF) + "\t"); sb.Append(Backtester.ProfitLoss(bar).ToString() + "\t"); sb.Append(Backtester.FloatingPL(bar).ToString() + "\t"); } else { sb.Append("\t\t\t\t\t\t"); } sb.Append(Backtester.ChargedSpread(bar).ToString() + "\t"); sb.Append(Backtester.ChargedRollOver(bar).ToString() + "\t"); sb.Append(Backtester.Balance(bar).ToString() + "\t"); sb.Append(Backtester.Equity(bar).ToString() + "\t"); sb.Append(Backtester.BackTestEval(bar) + "\t"); sb.Append(Environment.NewLine); } string fileName = Data.Strategy.StrategyName + "-" + Data.Symbol.ToString() + "-" + Data.Period.ToString(); SaveData(fileName); return; }
/// <summary> /// Paints panel pnlChart /// </summary> void PnlChart_Paint(object sender, PaintEventArgs e) { Graphics g = e.Graphics; g.Clear(LayoutColors.ColorChartBack); if (!Data.IsData || !Data.IsResult) { return; } Panel pnl = (Panel)sender; Pen penFore = new Pen(LayoutColors.ColorControlText); string FF = Data.FF; // Format modifier to print the floats int width = pnl.ClientSize.Width; Size size = new Size(width, infoRowHeight); StringFormat sf = new StringFormat(); sf.Alignment = StringAlignment.Center; sf.LineAlignment = StringAlignment.Near; // Caption background PointF pntStart = new PointF(0, 0); SizeF szfCaption = new Size(width, infoRowHeight); RectangleF rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text StringFormat stringFormatCaption = new StringFormat(); stringFormatCaption.LineAlignment = StringAlignment.Center; stringFormatCaption.Trimming = StringTrimming.EllipsisCharacter; stringFormatCaption.FormatFlags = StringFormatFlags.NoWrap; stringFormatCaption.Alignment = StringAlignment.Center; string stringCaptionText = Language.T("Price Route Inside the Bar"); rectfCaption = new RectangleF(border, 0, pnl.ClientSize.Width - 2 * border, infoRowHeight); g.DrawString(stringCaptionText, fontInfo, brushCaptionText, rectfCaption, stringFormatCaption); // Paint the panel background RectangleF rectClient = new RectangleF(0, infoRowHeight, pnl.ClientSize.Width, pnl.Height - infoRowHeight); Data.GradientPaint(g, rectClient, LayoutColors.ColorChartBack, LayoutColors.DepthControl); // Paint bar info RectangleF rectBarInfo = new RectangleF(border, infoRowHeight + 1, pnl.ClientSize.Width - 2 * border, infoRowHeight); g.DrawString(barInfo, fontInfo, brushGridText, rectBarInfo, stringFormatCaption); // Searching the min and the max price and volume width = pnl.ClientSize.Width - 2 * border; double maxPrice = Data.High[bar]; double minPrice = Data.Low[bar]; int space = 8; int spcRight = szPrice.Width + 4; int XLeft = border + space; int XRight = width - spcRight; int chartWidth = XRight - XLeft; int YTop = 2 * infoRowHeight + 6; int YBottom = pnl.ClientSize.Height - 22; int barPixels = 28; int spcLeft = 3; int x = barPixels + spcLeft; int pointLeft = x + barPixels + 30; int pointX = pointLeft; int pointRight = XRight - 20; int points = Backtester.WayPoints(bar); int pointRadius = 3; // Grid int iCntLabels = (int)Math.Max((YBottom - YTop) / 30d, 1); double deltaPoint = (Data.InstrProperties.Digits == 5 || Data.InstrProperties.Digits == 3) ? Data.InstrProperties.Point * 100 : Data.InstrProperties.Point * 10; double delta = Math.Max(Math.Round((maxPrice - minPrice) / iCntLabels, Data.InstrProperties.Point < 0.001 ? 3 : 1), deltaPoint); minPrice = Math.Round(minPrice, Data.InstrProperties.Point < 0.001f ? 3 : 1) - Data.InstrProperties.Point * 10; minPrice -= delta; maxPrice += delta; iCntLabels = (int)Math.Ceiling((maxPrice - minPrice) / delta); maxPrice = minPrice + iCntLabels * delta; double scaleY = (YBottom - YTop) / (iCntLabels * delta); int yOpen = (int)(YBottom - (Data.Open[bar] - minPrice) * scaleY); int yHigh = (int)(YBottom - (Data.High[bar] - minPrice) * scaleY); int yLow = (int)(YBottom - (Data.Low[bar] - minPrice) * scaleY); int yClose = (int)(YBottom - (Data.Close[bar] - minPrice) * scaleY); // Find the price distance double priceDistance = 0; for (int point = 1; point < points; point++) { priceDistance += Math.Abs(Backtester.WayPoint(bar, point).Price - Backtester.WayPoint(bar, point - 1).Price); } double dPriceForAPixel = (pointRight - pointLeft) / priceDistance; // Points X int[] aiPointX = new int[points]; aiPointX[0] = pointLeft; for (int point = 1; point < points - 1; point++) { int iDistance = (int)(Math.Abs(Backtester.WayPoint(bar, point).Price - Backtester.WayPoint(bar, point - 1).Price) * dPriceForAPixel); aiPointX[point] = aiPointX[point - 1] + iDistance; } aiPointX[points - 1] = pointRight; for (int point = 1; point < points - 1; point++) { if (aiPointX[point] - aiPointX[point - 1] < barPixels + 1) { aiPointX[point] = aiPointX[point - 1] + barPixels + 1; } } for (int point = points - 2; point > 0; point--) { if (aiPointX[point + 1] - aiPointX[point] < barPixels + 1) { aiPointX[point] = aiPointX[point + 1] - barPixels - 1; } } // Find coordinates of the Way Points Point[] pntWay = new Point[points]; for (int point = 0; point < points; point++) { int pointY = (int)(YBottom - (Backtester.WayPoint(bar, point).Price - minPrice) * scaleY); pntWay[point] = new Point(aiPointX[point], pointY); } // Horizontal grid and Price labels for (double label = minPrice; label <= maxPrice + Data.InstrProperties.Point; label += delta) { int labelY = (int)(YBottom - (label - minPrice) * scaleY); g.DrawString(label.ToString(Data.FF), Font, brushGridText, XRight, labelY - Font.Height / 2 - 1); g.DrawLine(penGrid, border + space, labelY, XRight, labelY); } // Vertical Grid g.DrawLine(penGrid, x + barPixels / 2 - 1, YTop, x + barPixels / 2 - 1, YBottom + 2); for (int point = 0; point < points; point++) { Point pt1 = new Point(pntWay[point].X, YTop); Point pt2 = new Point(pntWay[point].X, YBottom + 2); Point pt3 = new Point(pntWay[point].X - 5, YBottom + 4); g.DrawLine(penGrid, pt1, pt2); g.DrawString((point + 1).ToString(), Font, brushGridText, pt3); } // Bar Number string barNumber = (bar + 1).ToString(); int stringX = x + barPixels / 2 - 1 - g.MeasureString(barNumber, Font).ToSize().Width / 2; if (Backtester.BackTestEval(bar) == "Ambiguous") { g.DrawString(barNumber, Font, brushRed, stringX, YBottom + 4); } else { g.DrawString(barNumber, Font, brushGridText, stringX, YBottom + 4); } // Draw the bar g.DrawLine(penBarBorder, x + barPixels / 2 - 1, yLow, x + barPixels / 2 - 1, yHigh); if (yClose < yOpen) // White bar { Rectangle rect = new Rectangle(x, yClose, barPixels - 2, yOpen - yClose); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorBarWight1, colorBarWight2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(penBarBorder, x, yClose, barPixels - 2, yOpen - yClose); } else if (yClose > yOpen) // Black bar { Rectangle rect = new Rectangle(x, yOpen, barPixels - 2, yClose - yOpen); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorBarBlack1, colorBarBlack2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(penBarBorder, x, yOpen, barPixels - 2, yClose - yOpen); } else // Cross { g.DrawLine(penBarBorder, x, yClose, x + barPixels - 2, yClose); } // Draw cancelled orders for (int orderIndex = 0; orderIndex < Backtester.Orders(bar); orderIndex++) { int ordNumber = Backtester.OrdNumb(bar, orderIndex); Order order = Backtester.OrdFromNumb(ordNumber); if (order.OrdStatus != OrderStatus.Cancelled) { continue; } if (order.OrdPrice > Data.High[bar] || order.OrdPrice < Data.Low[bar]) { continue; } int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; int yDeal = (int)(YBottom - (order.OrdPrice - minPrice) * scaleY); Pen pen = new Pen(LayoutColors.ColorChartGrid, 2); if (order.OrdDir == OrderDirection.Buy) { g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else if (order.OrdDir == OrderDirection.Sell) { g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } // Draw the deals on the bar for (int pos = 0; pos < Backtester.Positions(bar); pos++) { if (Backtester.PosTransaction(bar, pos) == Transaction.Transfer) { continue; } int yDeal = (int)(YBottom - (Backtester.PosOrdPrice(bar, pos) - minPrice) * scaleY); if (Backtester.PosDir(bar, pos) == PosDirection.Long || Backtester.PosDir(bar, pos) == PosDirection.Short) { int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; if (Backtester.OrdFromNumb(Backtester.PosOrdNumb(bar, pos)).OrdDir == OrderDirection.Buy) { // Buy Pen pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell Pen pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (Backtester.PosDir(bar, pos) == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 3; Pen pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Draw position lots for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(bar, point).PosNumb; if (posNumber == -1) { continue; } double posLots = Backtester.PosFromNumb(posNumber).PosLots; PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; WayPointType wpType = Backtester.WayPoint(bar, point).WPType; int posHight = (int)(Math.Max(posLots * 2, 2)); int posY = YBottom - posHight; int d = (barPixels - 1) / 2; x = pntWay[point].X - d; if (posDirection == PosDirection.Long) { // Long Rectangle rect = new Rectangle(x - 1, posY, barPixels + 1, posHight); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorLongTrade1, colorLongTrade2, 0f); rect = new Rectangle(x, posY, barPixels - 1, posHight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Short) { // Short Rectangle rect = new Rectangle(x - 1, posY, barPixels + 1, posHight); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorShortTrade1, colorShortTrade2, 0f); rect = new Rectangle(x, posY, barPixels - 1, posHight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Closed && wpType == WayPointType.Exit) { // Closed Rectangle rect = new Rectangle(x - 1, YBottom - 2, barPixels + 1, 2); LinearGradientBrush lgBrush = new LinearGradientBrush(rect, colorClosedTrade1, colorClosedTrade2, 0f); rect = new Rectangle(x, YBottom - 2, barPixels - 1, 2); g.FillRectangle(lgBrush, rect); } } // Draw the Beziers for (int point = 1; point < points; point++) { Point ptKnot1 = pntWay[point - 1]; Point ptKnot2 = pntWay[point]; int ctrlX1 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlX2 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlY1 = ptKnot1.Y; int ctrlY2 = ptKnot2.Y; if (point > 1) { if (pntWay[point - 2].Y > pntWay[point - 1].Y && pntWay[point - 1].Y > pntWay[point].Y || pntWay[point - 2].Y < pntWay[point - 1].Y && pntWay[point - 1].Y < pntWay[point].Y) { ctrlY1 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point < points - 1) { if (pntWay[point - 1].Y > pntWay[point].Y && pntWay[point].Y > pntWay[point + 1].Y || pntWay[point - 1].Y < pntWay[point].Y && pntWay[point].Y < pntWay[point + 1].Y) { ctrlY2 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point == 1) { ctrlX1 = ptKnot1.X; ctrlY1 = ptKnot1.Y; } if (point == points - 1) { ctrlX2 = ptKnot2.X; ctrlY2 = ptKnot2.Y; } Point ptControl1 = new Point(ctrlX1, ctrlY1); Point ptControl2 = new Point(ctrlX2, ctrlY2); g.DrawBezier(penCross, ptKnot1, ptControl1, ptControl2, ptKnot2); } // Draw the WayPoints Brush brushWeyPnt = new SolidBrush(LayoutColors.ColorChartBack); for (int point = 0; point < points; point++) { g.FillEllipse(brushWeyPnt, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); g.DrawEllipse(penCross, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); } // Draw the deals on the route for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(bar, point).PosNumb; int ordNumber = Backtester.WayPoint(bar, point).OrdNumb; if (posNumber < 0 || ordNumber < 0) { continue; } PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; OrderDirection ordDirection = Backtester.OrdFromNumb(ordNumber).OrdDir; WayPointType wpType = Backtester.WayPoint(bar, point).WPType; if (Backtester.PosFromNumb(posNumber).Transaction == Transaction.Transfer || wpType == WayPointType.Cancel || wpType == WayPointType.None || wpType == WayPointType.Open || wpType == WayPointType.High || wpType == WayPointType.Low || wpType == WayPointType.Close) { continue; } int yDeal = pntWay[point].Y; if (posDirection == PosDirection.Long || posDirection == PosDirection.Short) { int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 2; if (ordDirection == OrderDirection.Buy) { // Buy Pen pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell Pen pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (posDirection == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 3; Pen pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Coordinate axes g.DrawLine(penAxes, XLeft, YTop - 4, XLeft, YBottom); // Vertical left line g.DrawLine(penAxes, XLeft, YBottom, XRight, YBottom); // Border Pen penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border); g.DrawLine(penBorder, 1, infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - border + 1, infoRowHeight, pnl.ClientSize.Width - border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - border + 1); }
/// <summary> /// Navigates to a bar. /// </summary> void Navigate(string sDir) { switch (sDir) { case "< !": for (int i = bar - 1; i >= Data.FirstBar; i--) { if (Backtester.BackTestEval(i) == "Ambiguous") { bar = i; break; } } break; case "<": if (bar > Data.FirstBar) { bar--; } break; case "! >": for (int i = bar + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { bar = i; break; } } break; case ">": if (bar < Data.Bars - 1) { bar++; } break; case "Go": bar = (int)nudGo.Value - 1; break; default: break; } SetBtnNavigate(); barInfo = Language.T("Bar") + ": " + (bar + 1).ToString() + " " + Data.Time[bar].ToString(Data.DF) + " " + Data.Time[bar].ToString("HH:mm") + "; " + Language.T("Interpolation method") + ": " + Backtester.InterpolationMethodToString(); Rectangle rectPnlChart = new Rectangle(border, infoRowHeight, pnlChart.ClientSize.Width - 2 * border, pnlChart.ClientSize.Height - infoRowHeight - border); pnlChart.Invalidate(rectPnlChart); Rectangle rectPnlInfo = new Rectangle(border, 2 * infoRowHeight, pnlInfo.ClientSize.Width - 2 * border, pnlInfo.ClientSize.Height - 2 * infoRowHeight - border); pnlInfo.Invalidate(rectPnlInfo); nudGo.Value = bar + 1; return; }
/// <summary> /// Paints panel pnlChart /// </summary> private void PnlChartPaint(object sender, PaintEventArgs e) { Graphics g = e.Graphics; g.Clear(LayoutColors.ColorChartBack); if (!Data.IsData || !Data.IsResult) { return; } var pnl = (Panel)sender; int width = pnl.ClientSize.Width; // Caption background var pntStart = new PointF(0, 0); SizeF szfCaption = new Size(width, _infoRowHeight); var rectfCaption = new RectangleF(pntStart, szfCaption); Data.GradientPaint(g, rectfCaption, LayoutColors.ColorCaptionBack, LayoutColors.DepthCaption); // Caption Text var stringFormat = new StringFormat { LineAlignment = StringAlignment.Center, Trimming = StringTrimming.EllipsisCharacter, FormatFlags = StringFormatFlags.NoWrap, Alignment = StringAlignment.Center }; string stringCaptionText = Language.T("Price Route Inside the Bar"); rectfCaption = new RectangleF(Border, 0, pnl.ClientSize.Width - 2 * Border, _infoRowHeight); g.DrawString(stringCaptionText, _fontInfo, _brushCaptionText, rectfCaption, stringFormat); // Paint the panel background var rectClient = new RectangleF(0, _infoRowHeight, pnl.ClientSize.Width, pnl.Height - _infoRowHeight); Data.GradientPaint(g, rectClient, LayoutColors.ColorChartBack, LayoutColors.DepthControl); // Paint bar info var rectBarInfo = new RectangleF(Border, _infoRowHeight + 1, pnl.ClientSize.Width - 2 * Border, _infoRowHeight); g.DrawString(_barInfo, _fontInfo, _brushGridText, rectBarInfo, stringFormat); // Searching the min and the max price and volume width = pnl.ClientSize.Width - 2 * Border; double maxPrice = Data.High[_barCurrent]; double minPrice = Data.Low[_barCurrent]; const int space = 8; int spcRight = _szPrice.Width + 4; const int xLeft = Border + space; int xRight = width - spcRight; int yTop = 2 * _infoRowHeight + 6; int yBottom = pnl.ClientSize.Height - 22; int barPixels = _maxWayPoints < 10 ? 28 : _maxWayPoints < 15 ? 24 : 20; const int spcLeft = 3; int x = barPixels + spcLeft; int pointLeft = x + barPixels + 30; int pointRight = xRight - 20; int points = Backtester.WayPoints(_barCurrent); const int pointRadius = 3; // Grid var iCntLabels = (int)Math.Max((yBottom - yTop) / 30d, 1); double deltaPoint = (Data.InstrProperties.Digits == 5 || Data.InstrProperties.Digits == 3) ? Data.InstrProperties.Point * 100 : Data.InstrProperties.Point * 10; double delta = Math.Max(Math.Round((maxPrice - minPrice) / iCntLabels, Data.InstrProperties.Point < 0.001 ? 3 : 1), deltaPoint); minPrice = Math.Round(minPrice, Data.InstrProperties.Point < 0.001f ? 3 : 1) - Data.InstrProperties.Point * 10; minPrice -= delta; maxPrice += delta; iCntLabels = (int)Math.Ceiling((maxPrice - minPrice) / delta); maxPrice = minPrice + iCntLabels * delta; double scaleY = (yBottom - yTop) / (iCntLabels * delta); var yOpen = (int)(yBottom - (Data.Open[_barCurrent] - minPrice) * scaleY); var yHigh = (int)(yBottom - (Data.High[_barCurrent] - minPrice) * scaleY); var yLow = (int)(yBottom - (Data.Low[_barCurrent] - minPrice) * scaleY); var yClose = (int)(yBottom - (Data.Close[_barCurrent] - minPrice) * scaleY); // Find the price distance double priceDistance = 0; for (int point = 1; point < points; point++) { priceDistance += Math.Abs(Backtester.WayPoint(_barCurrent, point).Price - Backtester.WayPoint(_barCurrent, point - 1).Price); } double dPriceForAPixel = (pointRight - pointLeft) / priceDistance; // Points X var aiPointX = new int[points]; aiPointX[0] = pointLeft; for (int point = 1; point < points - 1; point++) { var iDistance = (int) (Math.Abs(Backtester.WayPoint(_barCurrent, point).Price - Backtester.WayPoint(_barCurrent, point - 1).Price) * dPriceForAPixel); aiPointX[point] = aiPointX[point - 1] + iDistance; } aiPointX[points - 1] = pointRight; for (int point = 1; point < points - 1; point++) { if (aiPointX[point] - aiPointX[point - 1] < barPixels + 1) { aiPointX[point] = aiPointX[point - 1] + barPixels + 1; } } for (int point = points - 2; point > 0; point--) { if (aiPointX[point + 1] - aiPointX[point] < barPixels + 1) { aiPointX[point] = aiPointX[point + 1] - barPixels - 1; } } // Find coordinates of the Way Points var pntWay = new Point[points]; for (int point = 0; point < points; point++) { var pointY = (int)(yBottom - (Backtester.WayPoint(_barCurrent, point).Price - minPrice) * scaleY); pntWay[point] = new Point(aiPointX[point], pointY); } // Horizontal grid and Price labels for (double label = minPrice; label <= maxPrice + Data.InstrProperties.Point; label += delta) { var labelY = (int)(yBottom - (label - minPrice) * scaleY); g.DrawString(label.ToString(Data.FF), Font, _brushGridText, xRight, labelY - Font.Height / 2 - 1); g.DrawLine(_penGrid, Border + space, labelY, xRight, labelY); } // Vertical Grid g.DrawLine(_penGrid, x + barPixels / 2 - 1, yTop, x + barPixels / 2 - 1, yBottom + 2); for (int point = 0; point < points; point++) { var pt1 = new Point(pntWay[point].X, yTop); var pt2 = new Point(pntWay[point].X, yBottom + 2); var pt3 = new Point(pntWay[point].X - 5, yBottom + 4); g.DrawLine(_penGrid, pt1, pt2); g.DrawString((point + 1).ToString(CultureInfo.InvariantCulture), Font, _brushGridText, pt3); } // Bar Number string barNumber = (_barCurrent + 1).ToString(CultureInfo.InvariantCulture); int stringX = x + barPixels / 2 - 1 - g.MeasureString(barNumber, Font).ToSize().Width / 2; Brush barBrush = Backtester.BackTestEval(_barCurrent) == BacktestEval.Ambiguous ? _brushRed : _brushGridText; g.DrawString(barNumber, Font, barBrush, stringX, yBottom + 4); // Draw the bar g.DrawLine(_penBarBorder, x + barPixels / 2 - 1, yLow, x + barPixels / 2 - 1, yHigh); if (yClose < yOpen) // White bar { var rect = new Rectangle(x, yClose, barPixels - 2, yOpen - yClose); var lgBrush = new LinearGradientBrush(rect, _colorBarWight1, _colorBarWight2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(_penBarBorder, x, yClose, barPixels - 2, yOpen - yClose); } else if (yClose > yOpen) // Black bar { var rect = new Rectangle(x, yOpen, barPixels - 2, yClose - yOpen); var lgBrush = new LinearGradientBrush(rect, _colorBarBlack1, _colorBarBlack2, 5f); g.FillRectangle(lgBrush, rect); g.DrawRectangle(_penBarBorder, x, yOpen, barPixels - 2, yClose - yOpen); } else // Cross { g.DrawLine(_penBarBorder, x, yClose, x + barPixels - 2, yClose); } // Draw cancelled orders for (int orderIndex = 0; orderIndex < Backtester.Orders(_barCurrent); orderIndex++) { int ordNumber = Backtester.OrdNumb(_barCurrent, orderIndex); Order order = Backtester.OrdFromNumb(ordNumber); if (order.OrdStatus != OrderStatus.Cancelled) { continue; } if (order.OrdPrice > Data.High[_barCurrent] || order.OrdPrice < Data.Low[_barCurrent]) { continue; } int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; var yDeal = (int)(yBottom - (order.OrdPrice - minPrice) * scaleY); var pen = new Pen(LayoutColors.ColorChartGrid, 2); if (order.OrdDir == OrderDirection.Buy) { g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else if (order.OrdDir == OrderDirection.Sell) { g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } // Draw the deals on the bar for (int pos = 0; pos < Backtester.Positions(_barCurrent); pos++) { if (Backtester.PosTransaction(_barCurrent, pos) == Transaction.Transfer) { continue; } var yDeal = (int)(yBottom - (Backtester.PosOrdPrice(_barCurrent, pos) - minPrice) * scaleY); if (Backtester.PosDir(_barCurrent, pos) == PosDirection.Long || Backtester.PosDir(_barCurrent, pos) == PosDirection.Short) { int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 2; if (Backtester.OrdFromNumb(Backtester.PosOrdNumb(_barCurrent, pos)).OrdDir == OrderDirection.Buy) { // Buy var pen = new Pen(LayoutColors.ColorTradeLong, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell var pen = new Pen(LayoutColors.ColorTradeShort, 2); g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } else if (Backtester.PosDir(_barCurrent, pos) == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; int x1 = x + d; int x2 = x + barPixels - 3; var pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Draw position lots for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(_barCurrent, point).PosNumb; if (posNumber == -1) { continue; } Position position = Backtester.PosFromNumb(posNumber); double posLots = position.PosLots; PosDirection posDirection = position.PosDir; WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; var hight = (int)(Math.Max(posLots * 2, 2)); int lenght = barPixels; int posX = pntWay[point].X - (barPixels - 1) / 2; int posY = yBottom - hight; if (point < points - 1) { lenght = pntWay[point + 1].X - pntWay[point].X + 1; } if (posDirection == PosDirection.Long) { // Long var rect = new Rectangle(posX - 1, posY - 1, lenght, hight + 2); var lgBrush = new LinearGradientBrush(rect, _colorLongTrade1, _colorLongTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX - 1, posY, lenght, hight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Short) { // Short var rect = new Rectangle(posX - 1, posY - 1, lenght, hight + 2); var lgBrush = new LinearGradientBrush(rect, _colorShortTrade1, _colorShortTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX - 1, posY, lenght, hight); g.FillRectangle(lgBrush, rect); } else if (posDirection == PosDirection.Closed && wpType == WayPointType.Exit) { // Closed var rect = new Rectangle(posX - 1, yBottom - 2, barPixels + 1, 2); var lgBrush = new LinearGradientBrush(rect, _colorClosedTrade1, _colorClosedTrade2, LinearGradientMode.Vertical); rect = new Rectangle(posX, yBottom - 2, barPixels - 1, 2); g.FillRectangle(lgBrush, rect); } } // Draw the Beziers for (int point = 1; point < points; point++) { Point ptKnot1 = pntWay[point - 1]; Point ptKnot2 = pntWay[point]; int ctrlX1 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlX2 = (ptKnot1.X + ptKnot2.X) / 2; int ctrlY1 = ptKnot1.Y; int ctrlY2 = ptKnot2.Y; if (point > 1) { if (pntWay[point - 2].Y > pntWay[point - 1].Y && pntWay[point - 1].Y > pntWay[point].Y || pntWay[point - 2].Y < pntWay[point - 1].Y && pntWay[point - 1].Y < pntWay[point].Y) { ctrlY1 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point < points - 1) { if (pntWay[point - 1].Y > pntWay[point].Y && pntWay[point].Y > pntWay[point + 1].Y || pntWay[point - 1].Y < pntWay[point].Y && pntWay[point].Y < pntWay[point + 1].Y) { ctrlY2 = (pntWay[point - 1].Y + pntWay[point].Y) / 2; } } if (point == 1) { ctrlX1 = ptKnot1.X; ctrlY1 = ptKnot1.Y; } if (point == points - 1) { ctrlX2 = ptKnot2.X; ctrlY2 = ptKnot2.Y; } var ptControl1 = new Point(ctrlX1, ctrlY1); var ptControl2 = new Point(ctrlX2, ctrlY2); g.DrawBezier(_penCross, ptKnot1, ptControl1, ptControl2, ptKnot2); } // Draw the WayPoints Brush brushWeyPnt = new SolidBrush(LayoutColors.ColorChartBack); for (int point = 0; point < points; point++) { g.FillEllipse(brushWeyPnt, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); g.DrawEllipse(_penCross, pntWay[point].X - pointRadius, pntWay[point].Y - pointRadius, 2 * pointRadius, 2 * pointRadius); } // Draw O, H, L, C labels for (int point = 0; point < points; point++) { WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; if (wpType != WayPointType.Open && wpType != WayPointType.High && wpType != WayPointType.Low && wpType != WayPointType.Close) { continue; } string label = "?"; switch (wpType) { case WayPointType.Open: label = "O"; break; case WayPointType.High: label = "H"; break; case WayPointType.Low: label = "L"; break; case WayPointType.Close: label = "C"; break; } int xPoint = pntWay[point].X; int yPoint = pntWay[point].Y - Font.Height - 3; var stringFormatLabel = new StringFormat { Alignment = StringAlignment.Center }; g.DrawString(label, Font, _brushGridText, xPoint, yPoint, stringFormatLabel); } // Draw the deals on the route for (int point = 0; point < points; point++) { int posNumber = Backtester.WayPoint(_barCurrent, point).PosNumb; int ordNumber = Backtester.WayPoint(_barCurrent, point).OrdNumb; if (posNumber < 0 || ordNumber < 0) { continue; } PosDirection posDirection = Backtester.PosFromNumb(posNumber).PosDir; OrderDirection ordDirection = Backtester.OrdFromNumb(ordNumber).OrdDir; WayPointType wpType = Backtester.WayPoint(_barCurrent, point).WPType; if (wpType == WayPointType.None || wpType == WayPointType.Open || wpType == WayPointType.High || wpType == WayPointType.Low || wpType == WayPointType.Close) { continue; } int yDeal = pntWay[point].Y; if (posDirection == PosDirection.Long || posDirection == PosDirection.Short || wpType == WayPointType.Cancel) { int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 2; if (ordDirection == OrderDirection.Buy) { // Buy var pen = new Pen(LayoutColors.ColorTradeLong, 2); if (wpType == WayPointType.Cancel) { pen = new Pen(LayoutColors.ColorChartGrid, 2); } g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal, x2, yDeal - d); g.DrawLine(pen, x2 + 1, yDeal - d + 1, x1 + d / 2 + 1, yDeal - d + 1); g.DrawLine(pen, x2, yDeal - d, x2, yDeal - d / 2); } else { // Sell var pen = new Pen(LayoutColors.ColorTradeShort, 2); if (wpType == WayPointType.Cancel) { pen = new Pen(LayoutColors.ColorChartGrid, 2); } g.DrawLine(pen, x, yDeal + 1, x1 + 1, yDeal + 1); g.DrawLine(pen, x1, yDeal, x2, yDeal + d); g.DrawLine(pen, x1 + d / 2 + 1, yDeal + d, x2, yDeal + d); g.DrawLine(pen, x2, yDeal + d, x2, yDeal + d / 2 + 1); } } if (posDirection == PosDirection.Closed) { // Close position int d = barPixels / 2 - 1; x = pntWay[point].X - d; int x1 = pntWay[point].X; int x2 = x + barPixels - 3; var pen = new Pen(LayoutColors.ColorTradeClose, 2); g.DrawLine(pen, x, yDeal, x1, yDeal); g.DrawLine(pen, x1, yDeal + d / 2, x2, yDeal - d / 2); g.DrawLine(pen, x1, yDeal - d / 2, x2, yDeal + d / 2); } } // Coordinate axes g.DrawLine(_penAxes, xLeft, yTop - 4, xLeft, yBottom); // Vertical left line g.DrawLine(_penAxes, xLeft, yBottom, xRight, yBottom); // Border var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), Border); g.DrawLine(penBorder, 1, _infoRowHeight, 1, pnl.ClientSize.Height); g.DrawLine(penBorder, pnl.ClientSize.Width - Border + 1, _infoRowHeight, pnl.ClientSize.Width - Border + 1, pnl.ClientSize.Height); g.DrawLine(penBorder, 0, pnl.ClientSize.Height - Border + 1, pnl.ClientSize.Width, pnl.ClientSize.Height - Border + 1); }
/// <summary> /// Navigates to a bar. /// </summary> private void Navigate(string sDir) { switch (sDir) { case "< !": for (int i = _barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.BackTestEval(i) == BacktestEval.Ambiguous) { _barCurrent = i; break; } } break; case "! >": for (int i = _barCurrent + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == BacktestEval.Ambiguous) { _barCurrent = i; break; } } break; case "<<": for (int i = _barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.SummaryTrans(i) != Transaction.Transfer && Backtester.SummaryTrans(i) != Transaction.None) { _barCurrent = i; break; } } break; case ">>": for (int i = _barCurrent + 1; i < Data.Bars; i++) { if (Backtester.SummaryTrans(i) != Transaction.Transfer && Backtester.SummaryTrans(i) != Transaction.None) { _barCurrent = i; break; } } break; case "<max": int maxWP = 0; int maxBar = _barCurrent; for (int i = _barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.WayPoints(i) > maxWP) { maxWP = Backtester.WayPoints(i); maxBar = i; } } _barCurrent = maxBar; break; case ">max": maxWP = 0; maxBar = _barCurrent; for (int i = _barCurrent + 1; i < Data.Bars; i++) { if (Backtester.WayPoints(i) > maxWP) { maxWP = Backtester.WayPoints(i); maxBar = i; } } _barCurrent = maxBar; break; case "<": if (_barCurrent > Data.FirstBar) { _barCurrent--; } break; case ">": if (_barCurrent < Data.Bars - 1) { _barCurrent++; } break; case "Go": _barCurrent = (int)NUDGo.Value - 1; break; } SetBtnNavigate(); _barInfo = Language.T("Bar") + ": " + (_barCurrent + 1) + " " + Data.Time[_barCurrent].ToString(Data.DF) + " " + Data.Time[_barCurrent].ToString("HH:mm") + "; " + Language.T("Interpolation method") + ": " + Backtester.InterpolationMethodToString(); var rectPnlChart = new Rectangle(Border, _infoRowHeight, _pnlChart.ClientSize.Width - 2 * Border, _pnlChart.ClientSize.Height - _infoRowHeight - Border); _pnlChart.Invalidate(rectPnlChart); var rectPnlInfo = new Rectangle(Border, 2 * _infoRowHeight, _pnlInfo.ClientSize.Width - 2 * Border, _pnlInfo.ClientSize.Height - 2 * _infoRowHeight - Border); _pnlInfo.Invalidate(rectPnlInfo); NUDGo.Value = _barCurrent + 1; }
/// <summary> /// Updates the journal data from the backtester /// </summary> void UpdateJournalData() { asJournalData = new string[shownBars, columns]; aiPositionIcons = new Image[shownBars]; for (int bar = firstBar; bar < firstBar + shownBars; bar++) { int row = bar - firstBar; asJournalData[row, 0] = (bar + 1).ToString(); asJournalData[row, 1] = Data.Time[bar].ToString(Data.DF); asJournalData[row, 2] = Data.Time[bar].ToString("HH:mm"); asJournalData[row, 3] = Data.Open[bar].ToString(Data.FF); asJournalData[row, 4] = Data.High[bar].ToString(Data.FF); asJournalData[row, 5] = Data.Low[bar].ToString(Data.FF); asJournalData[row, 6] = Data.Close[bar].ToString(Data.FF); asJournalData[row, 7] = Data.Volume[bar].ToString(); if (Backtester.IsPos(bar)) { asJournalData[row, 8] = Language.T(Backtester.SummaryTrans(bar).ToString()); asJournalData[row, 9] = Language.T(Backtester.SummaryDir(bar).ToString()); if (Configs.AccountInMoney) { string sign = Backtester.SummaryDir(bar) == PosDirection.Short ? "-" : ""; asJournalData[row, 10] = sign + Backtester.SummaryAmount(bar).ToString(); } else { asJournalData[row, 10] = Backtester.SummaryLots(bar).ToString(); } asJournalData[row, 11] = Backtester.SummaryPrice(bar).ToString(Data.FF); if (Configs.AccountInMoney) { // Profit Loss if (Backtester.SummaryTrans(bar) == Transaction.Close || Backtester.SummaryTrans(bar) == Transaction.Reduce || Backtester.SummaryTrans(bar) == Transaction.Reverse) { asJournalData[row, 12] = Backtester.MoneyProfitLoss(bar).ToString("F2"); } else { asJournalData[row, 12] = "-"; } // Floating Profit Loss if (Backtester.SummaryTrans(bar) != Transaction.Close) { asJournalData[row, 13] = Backtester.MoneyFloatingPL(bar).ToString("F2"); } else { asJournalData[row, 13] = "-"; } } else { // Profit Loss if (Backtester.SummaryTrans(bar) == Transaction.Close || Backtester.SummaryTrans(bar) == Transaction.Reduce || Backtester.SummaryTrans(bar) == Transaction.Reverse) { asJournalData[row, 12] = Backtester.ProfitLoss(bar).ToString(); } else { asJournalData[row, 12] = "-"; } // Floating Profit Loss if (Backtester.SummaryTrans(bar) != Transaction.Close) { asJournalData[row, 13] = Backtester.FloatingPL(bar).ToString(); } else { asJournalData[row, 13] = "-"; } } // Icons aiPositionIcons[row] = Backtester.SummaryPositionIcon(bar); } else { // Icons aiPositionIcons[row] = Properties.Resources.pos_square; } if (Configs.AccountInMoney) { asJournalData[row, 14] = Backtester.MoneyBalance(bar).ToString("F2"); asJournalData[row, 15] = Backtester.MoneyEquity(bar).ToString("F2"); } else { asJournalData[row, 14] = Backtester.Balance(bar).ToString(); asJournalData[row, 15] = Backtester.Equity(bar).ToString(); } asJournalData[row, 16] = Backtester.SummaryRequiredMargin(bar).ToString("F2"); asJournalData[row, 17] = Backtester.SummaryFreeMargin(bar).ToString("F2"); asJournalData[row, 18] = Language.T(Backtester.BackTestEval(bar)); } return; }
/// <summary> /// Sets the navigation buttons /// </summary> void SetBtnNavigate() { // Buttons "Ambiguous" if (Backtester.AmbiguousBars > 0) { bool isButtonAmbiguous = false; for (int i = Data.FirstBar; i < barCurrent; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { isButtonAmbiguous = true; break; } } btnNavigate[0].Enabled = isButtonAmbiguous; isButtonAmbiguous = false; for (int i = barCurrent + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { isButtonAmbiguous = true; break; } } btnNavigate[5].Enabled = isButtonAmbiguous; } // Buttons "Deals" if (Backtester.PositionsTotal > 0) { bool isButtonDeal = false; for (int i = Data.FirstBar; i < barCurrent; i++) { if (Backtester.Positions(i) > 0) { isButtonDeal = true; break; } } btnNavigate[1].Enabled = isButtonDeal; isButtonDeal = false; for (int i = barCurrent + 1; i < Data.Bars; i++) { if (Backtester.Positions(i) > 0) { isButtonDeal = true; break; } } btnNavigate[4].Enabled = isButtonDeal; } btnNavigate[2].Enabled = barCurrent > Data.FirstBar; btnNavigate[3].Enabled = barCurrent < Data.Bars - 1; if (btnNavigate[0].Enabled) { btnNavigate[0].ForeColor = Color.Red; } else { btnNavigate[0].ForeColor = btnNavigate[2].ForeColor; } if (btnNavigate[5].Enabled) { btnNavigate[5].ForeColor = Color.Red; } else { btnNavigate[5].ForeColor = btnNavigate[2].ForeColor; } return; }
/// <summary> /// Navigates to a bar. /// </summary> void Navigate(string sDir) { switch (sDir) { case "< !": for (int i = barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.BackTestEval(i) == "Ambiguous") { barCurrent = i; break; } } break; case "! >": for (int i = barCurrent + 1; i < Data.Bars; i++) { if (Backtester.BackTestEval(i) == "Ambiguous") { barCurrent = i; break; } } break; case "<<": for (int i = barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.SummaryTrans(i) != Transaction.Transfer && Backtester.SummaryTrans(i) != Transaction.None) { barCurrent = i; break; } } break; case ">>": for (int i = barCurrent + 1; i < Data.Bars; i++) { if (Backtester.SummaryTrans(i) != Transaction.Transfer && Backtester.SummaryTrans(i) != Transaction.None) { barCurrent = i; break; } } break; case "<max": int maxWP = 0; int maxBar = barCurrent; for (int i = barCurrent - 1; i >= Data.FirstBar; i--) { if (Backtester.WayPoints(i) > maxWP) { maxWP = Backtester.WayPoints(i); maxBar = i; } } barCurrent = maxBar; break; case ">max": maxWP = 0; maxBar = barCurrent; for (int i = barCurrent + 1; i < Data.Bars; i++) { if (Backtester.WayPoints(i) > maxWP) { maxWP = Backtester.WayPoints(i); maxBar = i; } } barCurrent = maxBar; break; case "<": if (barCurrent > Data.FirstBar) { barCurrent--; } break; case ">": if (barCurrent < Data.Bars - 1) { barCurrent++; } break; case "Go": barCurrent = (int)nudGo.Value - 1; break; default: break; } SetBtnNavigate(); barInfo = Language.T("Bar") + ": " + (barCurrent + 1).ToString() + " " + Data.Time[barCurrent].ToString(Data.DF) + " " + Data.Time[barCurrent].ToString("HH:mm") + "; " + Language.T("Interpolation method") + ": " + Backtester.InterpolationMethodToString(); Rectangle rectPnlChart = new Rectangle(border, infoRowHeight, pnlChart.ClientSize.Width - 2 * border, pnlChart.ClientSize.Height - infoRowHeight - border); pnlChart.Invalidate(rectPnlChart); Rectangle rectPnlInfo = new Rectangle(border, 2 * infoRowHeight, pnlInfo.ClientSize.Width - 2 * border, pnlInfo.ClientSize.Height - 2 * infoRowHeight - border); pnlInfo.Invalidate(rectPnlInfo); nudGo.Value = barCurrent + 1; return; }