/// <summary>
/// Calculates the strategy.
/// </summary>
/// <param name="recalcIndicators">true - to recalculate all the indicators.</param>
void Calculate(bool recalcIndicators)
{
bool isUPBVChanged = Data.Strategy.AdjustUsePreviousBarValue();
// Calculates the indicators by slots if it's necessary
if (recalcIndicators)
{
foreach (IndicatorSlot indSlot in Data.Strategy.Slot)
{
string indicatorName = indSlot.IndicatorName;
SlotTypes slotType = indSlot.SlotType;
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
indicator.IndParam = indSlot.IndParam;
indicator.Calculate(slotType);
indSlot.IndicatorName = indicator.IndicatorName;
indSlot.IndParam = indicator.IndParam;
indSlot.Component = indicator.Component;
indSlot.SeparatedChart = indicator.SeparatedChart;
indSlot.SpecValue = indicator.SpecialValues;
indSlot.MinValue = indicator.SeparatedChartMinValue;
indSlot.MaxValue = indicator.SeparatedChartMaxValue;
indSlot.IsDefined = true;
}
}
// Searches the indicators' components to determine the Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Logging
Data.Log("Calculate the strategy");
// Calculates the backtest
Backtester.Calculate();
Backtester.CalculateAccountStats();
Data.IsResult = true;
if (isUPBVChanged)
{
RebuildStrategyLayout();
}
smallIndicatorChart.InitChart();
smallIndicatorChart.Invalidate();
smallBalanceChart.SetChartData();
smallBalanceChart.InitChart();
smallBalanceChart.Invalidate();
SetupJournal();
infpnlAccountStatistics.Update(
Backtester.AccountStatsParam,
Backtester.AccountStatsValue,
Backtester.AccountStatsFlags,
Language.T("Account Statistics"));
return;
}
/// <summary>
/// Calculates the balance lines
/// </summary>
private int Calculate(BackgroundWorker worker)
{
// Determine the number of lines
// For each method per line
// The random line shows the averaged values
// Also we have two border lines for the random method
// Plus the average balance line
_isRandom = false;
_minimum = float.MaxValue;
_maximum = float.MinValue;
_minimumRandom = float.MaxValue;
_maximumRandom = float.MinValue;
var randomLines = (int)NumRandom.Value;
_checkedMethods = 0;
_lines = 1;
for (int m = 0; m < _countMethods; m++)
{
if (AchboxMethods[m].Checked)
{
_checkedMethods++;
_lines++;
if ((InterpolationMethod)AchboxMethods[m].Tag == InterpolationMethod.Random)
{
_isRandom = true;
}
}
}
if (_checkedMethods == 0 && Configs.PlaySounds)
{
SystemSounds.Hand.Play();
return(-1);
}
_afBalance = new float[Data.Bars - Data.FirstBar];
_afMethods = new float[_countMethods, Data.Bars - Data.FirstBar];
if (_isRandom)
{
_afRandoms = new float[randomLines, Data.Bars - Data.FirstBar];
_afMinRandom = new float[Data.Bars - Data.FirstBar];
_afMaxRandom = new float[Data.Bars - Data.FirstBar];
}
// Progress parameters
int computedCycles = 0;
int cycles = _lines + (_isRandom ? randomLines : 0);
int highestPercentageReached = 0;
int percentComplete;
// Calculates the lines
for (int m = 0; m < _countMethods; m++)
{
if (worker.CancellationPending)
{
return(-1);
}
if (!AchboxMethods[m].Checked)
{
continue;
}
var method = (InterpolationMethod)AchboxMethods[m].Tag;
if (method == InterpolationMethod.Random)
{
for (int r = 0; r < randomLines; r++)
{
if (worker.CancellationPending)
{
return(-1);
}
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afRandoms[r, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afRandoms[r, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
float randomSum = 0;
float minRandom = float.MaxValue;
float maxRandom = float.MinValue;
for (int r = 0; r < randomLines; r++)
{
float value = _afRandoms[r, iBar];
randomSum += value;
minRandom = value < minRandom ? value : minRandom;
maxRandom = value > maxRandom ? value : maxRandom;
}
_afMethods[m, iBar] = randomSum / randomLines;
_afMinRandom[iBar] = minRandom;
_afMaxRandom[iBar] = maxRandom;
_minimumRandom = minRandom < _minimumRandom ? minRandom : _minimumRandom;
_maximumRandom = maxRandom > _maximumRandom ? maxRandom : _maximumRandom;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
else
{
Backtester.InterpolationMethod = method;
Backtester.Calculate();
if (Configs.AccountInMoney)
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afMethods[m, iBar] = (float)Backtester.MoneyBalance(iBar + Data.FirstBar);
}
}
else
{
for (int iBar = 0; iBar < Data.Bars - Data.FirstBar; iBar++)
{
_afMethods[m, iBar] = Backtester.Balance(iBar + Data.FirstBar);
}
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
highestPercentageReached = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
// Calculates the average balance, Min and Max
for (int bar = 0; bar < Data.Bars - Data.FirstBar; bar++)
{
float sum = 0;
for (int m = 0; m < _countMethods; m++)
{
if (!AchboxMethods[m].Checked)
{
continue;
}
float value = _afMethods[m, bar];
sum += value;
if (value < _minimum)
{
_minimum = value;
}
if (value > _maximum)
{
_maximum = value;
}
}
_afBalance[bar] = sum / _checkedMethods;
}
// Report progress as a percentage of the total task.
computedCycles++;
percentComplete = 100 * computedCycles / cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > highestPercentageReached)
{
worker.ReportProgress(percentComplete);
}
return(0);
}
private void CalculateStrategy()
{
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
/// <summary>
/// Calculates the selected indicator.
/// </summary>
private void CalculateIndicator(bool bCalculateStrategy)
{
if (!Data.IsData || !Data.IsResult || !_isPaint)
{
return;
}
SetOppositeSignalBehaviour();
SetClosingLogicConditions();
Indicator indicator = IndicatorStore.ConstructIndicator(_indicatorName, _slotType);
// List parameters
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 parameters
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 parameters
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;
}
if (!CalculateIndicator(_slotType, indicator))
{
return;
}
if (bCalculateStrategy)
{
//Sets 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;
// Search the indicators' components to determine Data.FirstBar
Data.FirstBar = Data.Strategy.SetFirstBar();
// Check "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")
{
AChbCheck[i].Checked = Data.Strategy.Slot[_slot].IndParam.CheckParam[i].Checked;
}
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
SetIndicatorNotification(indicator);
Data.IsResult = true;
}
