/// <summary>
/// Sets the chart parameters
/// </summary>
private void InitChart(int width, int height)
{
Chart = new Bitmap(width, height);
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
const int border = 1;
const int space = 2;
int maximum;
int minimum;
int firstBar = Data.FirstBar;
int bars = Data.Bars;
int chartBars = Data.Bars - firstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLSBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLSBalance = Math.Min(minLongBalance, minShortBalance);
maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLSBalance) + 1;
minimum = Math.Min(Math.Min(minBalance, minEquity), minLSBalance) - 1;
}
else
{
maximum = Math.Max(maxBalance, maxEquity) + 1;
minimum = Math.Min(minBalance, minEquity) - 1;
}
const int yTop = border + space;
int yBottom = height - border - space;
const int xLeft = border;
int xRight = width - border - space;
float xScale = (xRight - xLeft) / (float)chartBars;
float yScale = (yBottom - yTop) / (float)(maximum - minimum);
var penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
var balancePoints = new PointF[chartBars];
var equityPoints = new PointF[chartBars];
var longBalancePoints = new PointF[chartBars];
var shortBalancePoints = new PointF[chartBars];
int index = 0;
for (int bar = firstBar; bar < bars; bar++)
{
balancePoints[index].X = xLeft + index * xScale;
equityPoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
balancePoints[index].Y = (float)(yBottom - (Backtester.MoneyBalance(bar) - minimum) * yScale);
equityPoints[index].Y = (float)(yBottom - (Backtester.MoneyEquity(bar) - minimum) * yScale);
}
else
{
balancePoints[index].Y = yBottom - (Backtester.Balance(bar) - minimum) * yScale;
equityPoints[index].Y = yBottom - (Backtester.Equity(bar) - minimum) * yScale;
}
if (Configs.AdditionalStatistics)
{
longBalancePoints[index].X = xLeft + index * xScale;
shortBalancePoints[index].X = xLeft + index * xScale;
if (Configs.AccountInMoney)
{
longBalancePoints[index].Y = (float)(yBottom - (Backtester.LongMoneyBalance(bar) - minimum) * yScale);
shortBalancePoints[index].Y = (float)(yBottom - (Backtester.ShortMoneyBalance(bar) - minimum) * yScale);
}
else
{
longBalancePoints[index].Y = yBottom - (Backtester.LongBalance(bar) - minimum) * yScale;
shortBalancePoints[index].Y = yBottom - (Backtester.ShortBalance(bar) - minimum) * yScale;
}
}
index++;
}
Graphics g = Graphics.FromImage(Chart);
// Paints the background by gradient
var rectField = new RectangleF(1, 1, width - 2, height - 2);
g.FillRectangle(new SolidBrush(LayoutColors.ColorChartBack), rectField);
// Border
g.DrawRectangle(penBorder, 0, 0, width - 1, height - 1);
// Equity line
g.DrawLines(new Pen(LayoutColors.ColorChartEquityLine), equityPoints);
// Draw Long and Short balance
if (Configs.AdditionalStatistics)
{
g.DrawLines(new Pen(Color.Red), shortBalancePoints);
g.DrawLines(new Pen(Color.Green), longBalancePoints);
}
// Draw the balance line
g.DrawLines(new Pen(LayoutColors.ColorChartBalanceLine), balancePoints);
}
/// <summary>
/// Sets the chart params
/// </summary>
void InitChart(int width, int height)
{
chart = new Bitmap(width, height);
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
int border = 1;
int space = 2;
int XLeft, XRight, YTop, YBottom;
float XScale, YScale;
int bars;
int chartBars;
int maximum;
int minimum;
int firstBar;
Pen penBorder;
PointF[] apntBalance;
PointF[] apntEquity;
PointF[] apntLongBalance;
PointF[] apntShortBalance;
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int iMaxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int iMinBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int iMaxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int iMinEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int iMaxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int iMinLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int iMaxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int iMinShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int iMaxLSBalance = Math.Max(iMaxLongBalance, iMaxShortBalance);
int iMinLSBalance = Math.Min(iMinLongBalance, iMinShortBalance);
maximum = Math.Max(Math.Max(iMaxBalance, iMaxEquity), iMaxLSBalance) + 1;
minimum = Math.Min(Math.Min(iMinBalance, iMinEquity), iMinLSBalance) - 1;
}
else
{
maximum = Math.Max(iMaxBalance, iMaxEquity) + 1;
minimum = Math.Min(iMinBalance, iMinEquity) - 1;
}
YTop = border + space;
YBottom = height - border - space;
XLeft = border;
XRight = width - border - space;
XScale = (XRight - XLeft) / (float)chartBars;
YScale = (YBottom - YTop) / (float)(maximum - minimum);
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
apntBalance = new PointF[chartBars];
apntEquity = new PointF[chartBars];
apntLongBalance = new PointF[chartBars];
apntShortBalance = new PointF[chartBars];
int index = 0;
for (int iBar = firstBar; iBar < bars; iBar++)
{
apntBalance[index].X = XLeft + index * XScale;
apntEquity[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntBalance[index].Y = (float)(YBottom - (Backtester.MoneyBalance(iBar) - minimum) * YScale);
apntEquity[index].Y = (float)(YBottom - (Backtester.MoneyEquity(iBar) - minimum) * YScale);
}
else
{
apntBalance[index].Y = YBottom - (Backtester.Balance(iBar) - minimum) * YScale;
apntEquity[index].Y = YBottom - (Backtester.Equity(iBar) - minimum) * YScale;
}
if (Configs.AdditionalStatistics)
{
apntLongBalance[index].X = XLeft + index * XScale;
apntShortBalance[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntLongBalance[index].Y = (float)(YBottom - (Backtester.LongMoneyBalance(iBar) - minimum) * YScale);
apntShortBalance[index].Y = (float)(YBottom - (Backtester.ShortMoneyBalance(iBar) - minimum) * YScale);
}
else
{
apntLongBalance[index].Y = YBottom - (Backtester.LongBalance(iBar) - minimum) * YScale;
apntShortBalance[index].Y = YBottom - (Backtester.ShortBalance(iBar) - minimum) * YScale;
}
}
index++;
}
Graphics g = Graphics.FromImage(chart);
// Paints the background by gradient
RectangleF rectField = new RectangleF(1, 1, width - 2, height - 2);
g.FillRectangle(new SolidBrush(LayoutColors.ColorChartBack), rectField);
// Border
g.DrawRectangle(penBorder, 0, 0, width - 1, height - 1);
// Equity line
g.DrawLines(new Pen(LayoutColors.ColorChartEquityLine), apntEquity);
// Draw Long and Short balance
if (Configs.AdditionalStatistics)
{
g.DrawLines(new Pen(Color.Red), apntShortBalance);
g.DrawLines(new Pen(Color.Green), apntLongBalance);
}
// Draw the balance line
g.DrawLines(new Pen(LayoutColors.ColorChartBalanceLine), apntBalance);
}
/// <summary>
/// Sets chart's back testing data.
/// </summary>
public void SetChartData()
{
_isNotPaint = !Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar;
if (_isNotPaint)
{
return;
}
_showPriceLine = Configs.ShowPriceChartOnAccountChart && Backtester.ExecutedOrders > 0;
_isScanPerformed = Backtester.IsScanPerformed;
_data.FirstBar = Data.FirstBar;
_data.Bars = Data.Bars;
_chartBars = Data.Bars - Data.FirstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLongShortBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLongShortBalance = Math.Min(minLongBalance, minShortBalance);
_data.Maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLongShortBalance) + 1;
_data.Minimum = Math.Min(Math.Min(minBalance, minEquity), minLongShortBalance) - 1;
}
else
{
_data.Maximum = Math.Max(maxBalance, maxEquity) + 1;
_data.Minimum = Math.Min(minBalance, minEquity) - 1;
}
_data.Minimum = (int)(Math.Floor(_data.Minimum / 10f) * 10);
_data.DataMaxPrice = Data.MaxPrice;
_data.DataMinPrice = Data.MinPrice;
if (_showPriceLine)
{
_data.ClosePrice = new double[_data.Bars];
Data.Close.CopyTo(_data.ClosePrice, 0);
}
if (Configs.AccountInMoney)
{
_data.MoneyBalance = new double[_data.Bars];
_data.MoneyEquity = new double[_data.Bars];
}
else
{
_data.Balance = new int[_data.Bars];
_data.Equity = new int[_data.Bars];
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
_data.LongMoneyBalance = new double[_data.Bars];
_data.ShortMoneyBalance = new double[_data.Bars];
}
else
{
_data.LongBalance = new int[_data.Bars];
_data.ShortBalance = new int[_data.Bars];
}
}
for (int bar = _data.FirstBar; bar < _data.Bars; bar++)
{
if (Configs.AccountInMoney)
{
_data.MoneyBalance[bar] = Backtester.MoneyBalance(bar);
_data.MoneyEquity[bar] = Backtester.MoneyEquity(bar);
}
else
{
_data.Balance[bar] = Backtester.Balance(bar);
_data.Equity[bar] = Backtester.Equity(bar);
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
_data.LongMoneyBalance[bar] = Backtester.LongMoneyBalance(bar);
_data.ShortMoneyBalance[bar] = Backtester.ShortMoneyBalance(bar);
}
else
{
_data.LongBalance[bar] = Backtester.LongBalance(bar);
_data.ShortBalance[bar] = Backtester.ShortBalance(bar);
}
}
}
_data.MarginCallBar = Backtester.MarginCallBar;
if (IsOOS && OOSBar > _data.FirstBar)
{
_data.NetBalance = (float)(Configs.AccountInMoney ? Backtester.MoneyBalance(OOSBar) : Backtester.Balance(OOSBar));
_data.DataTimeBarOOS = Data.Time[OOSBar];
}
else
{
_data.NetBalance = (float)(Configs.AccountInMoney ? Backtester.NetMoneyBalance : Backtester.NetBalance);
}
}
/// <summary>
/// Generates dynamic info on the status bar
/// when we are Moving the mouse over the SmallBalanceChart.
/// </summary>
protected override void OnMouseMove(MouseEventArgs e)
{
base.OnMouseMove(e);
if (!isShowDynamicInfo || !Data.IsData || !Data.IsResult)
{
return;
}
int bar = (int)((e.X - XLeft) / XScale) + firstBar;
bar = Math.Max(firstBar, bar);
bar = Math.Min(Data.Bars - 1, bar);
if (Configs.AccountInMoney)
{
strStatusBarText = String.Format("{0} {1} {2}: {3} {4} {5}: {6} {7}",
Data.Time[bar].ToString(Data.DF),
Data.Time[bar].ToString("HH:mm"),
Language.T("Balance"),
Backtester.MoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency,
Language.T("Equity"),
Backtester.MoneyEquity(bar).ToString("F2"),
Configs.AccountCurrency);
}
else
{
strStatusBarText = String.Format("{0} {1} {2}: {3} {4} {5}: {6} {7}",
Data.Time[bar].ToString(Data.DF),
Data.Time[bar].ToString("HH:mm"),
Language.T("Balance"),
Backtester.Balance(bar),
Language.T("pips"),
Language.T("Equity"),
Backtester.Equity(bar),
Language.T("pips"));
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
strStatusBarText += String.Format(" {0}: {1} {2} {3}: {4} {5}",
Language.T("Long balance"),
Backtester.LongMoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency,
Language.T("Short balance"),
Backtester.ShortMoneyBalance(bar).ToString("F2"),
Configs.AccountCurrency);
}
else
{
strStatusBarText += String.Format(" {0}: {1} {2} {3}: {4} {5}",
Language.T("Long balance"),
Backtester.LongBalance(bar),
Language.T("pips"),
Language.T("Short balance"),
Backtester.ShortBalance(bar),
Language.T("pips"));
}
}
if (Configs.ShowPriceChartOnAccountChart)
{
strStatusBarText += String.Format(" {0}: {1}",
Language.T("Price close"),
Data.Close[bar]);
}
}
/// <summary>
/// Sets chart's instrument and back testing data.
/// </summary>
public void SetChartData()
{
isNotPaint = !Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar;
if (isNotPaint)
{
return;
}
showPriceLine = Configs.ShowPriceChartOnAccountChart && Backtester.ExecutedOrders > 0;
isScanPerformed = Backtester.IsScanPerformed;
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int maxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int minBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int maxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int minEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int maxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int minLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int maxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int minShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int maxLSBalance = Math.Max(maxLongBalance, maxShortBalance);
int minLSBalance = Math.Min(minLongBalance, minShortBalance);
maximum = Math.Max(Math.Max(maxBalance, maxEquity), maxLSBalance) + 1;
minimum = Math.Min(Math.Min(minBalance, minEquity), minLSBalance) - 1;
}
else
{
maximum = Math.Max(maxBalance, maxEquity) + 1;
minimum = Math.Min(minBalance, minEquity) - 1;
}
minimum = (int)(Math.Floor(minimum / 10f) * 10);
dataMaxPrice = Data.MaxPrice;
dataMinPrice = Data.MinPrice;
if (showPriceLine)
{
dataClose = new double[bars];
Data.Close.CopyTo(dataClose, 0);
}
if (Configs.AccountInMoney)
{
backtesterMoneyBalance = new double[bars];
backtesterMoneyEquity = new double[bars];
}
else
{
backtesterBalance = new int[bars];
backtesterEquity = new int[bars];
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
backtesterLongMoneyBalance = new double[bars];
backtesterShortMoneyBalance = new double[bars];
}
else
{
backtesterLongBalance = new int[bars];
backtesterShortBalance = new int[bars];
}
}
for (int bar = firstBar; bar < bars; bar++)
{
if (Configs.AccountInMoney)
{
backtesterMoneyBalance[bar] = Backtester.MoneyBalance(bar);
backtesterMoneyEquity[bar] = Backtester.MoneyEquity(bar);
}
else
{
backtesterBalance[bar] = Backtester.Balance(bar);
backtesterEquity[bar] = Backtester.Equity(bar);
}
if (Configs.AdditionalStatistics)
{
if (Configs.AccountInMoney)
{
backtesterLongMoneyBalance[bar] = Backtester.LongMoneyBalance(bar);
backtesterShortMoneyBalance[bar] = Backtester.ShortMoneyBalance(bar);
}
else
{
backtesterLongBalance[bar] = Backtester.LongBalance(bar);
backtesterShortBalance[bar] = Backtester.ShortBalance(bar);
}
}
}
marginCallBar = Backtester.MarginCallBar;
if (isOOS && barOOS > firstBar)
{
balance = (float)(Configs.AccountInMoney ? Backtester.MoneyBalance(barOOS) : Backtester.Balance(barOOS));
dataTimeBarOOS = Data.Time[barOOS];
}
else
{
balance = (float)(Configs.AccountInMoney ? Backtester.NetMoneyBalance : Backtester.NetBalance);
}
return;
}
/// <summary>
/// Sets the chart params
/// </summary>
public void InitChart()
{
if (!Data.IsData || !Data.IsResult || Data.Bars <= Data.FirstBar)
{
return;
}
firstBar = Data.FirstBar;
bars = Data.Bars;
chartBars = Data.Bars - firstBar;
int iMaxBalance = Configs.AccountInMoney ? (int)Backtester.MaxMoneyBalance : Backtester.MaxBalance;
int iMinBalance = Configs.AccountInMoney ? (int)Backtester.MinMoneyBalance : Backtester.MinBalance;
int iMaxEquity = Configs.AccountInMoney ? (int)Backtester.MaxMoneyEquity : Backtester.MaxEquity;
int iMinEquity = Configs.AccountInMoney ? (int)Backtester.MinMoneyEquity : Backtester.MinEquity;
if (Configs.AdditionalStatistics)
{
int iMaxLongBalance = Configs.AccountInMoney ? (int)Backtester.MaxLongMoneyBalance : Backtester.MaxLongBalance;
int iMinLongBalance = Configs.AccountInMoney ? (int)Backtester.MinLongMoneyBalance : Backtester.MinLongBalance;
int iMaxShortBalance = Configs.AccountInMoney ? (int)Backtester.MaxShortMoneyBalance : Backtester.MaxShortBalance;
int iMinShortBalance = Configs.AccountInMoney ? (int)Backtester.MinShortMoneyBalance : Backtester.MinShortBalance;
int iMaxLSBalance = Math.Max(iMaxLongBalance, iMaxShortBalance);
int iMinLSBalance = Math.Min(iMinLongBalance, iMinShortBalance);
maximum = Math.Max(Math.Max(iMaxBalance, iMaxEquity), iMaxLSBalance) + 1;
minimum = Math.Min(Math.Min(iMinBalance, iMinEquity), iMinLSBalance) - 1;
}
else
{
maximum = Math.Max(iMaxBalance, iMaxEquity) + 1;
minimum = Math.Min(iMinBalance, iMinEquity) - 1;
}
YTop = border + space;
YBottom = ClientSize.Height - border - space;
XLeft = border;
XRight = ClientSize.Width - border - space;
XScale = (XRight - XLeft) / (float)chartBars;
YScale = (YBottom - YTop) / (float)(maximum - minimum);
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
apntBalance = new PointF[chartBars];
apntEquity = new PointF[chartBars];
if (Configs.AdditionalStatistics)
{
apntLongBalance = new PointF[chartBars];
apntShortBalance = new PointF[chartBars];
}
int index = 0;
for (int iBar = firstBar; iBar < bars; iBar++)
{
apntBalance[index].X = XLeft + index * XScale;
apntEquity[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntBalance[index].Y = (float)(YBottom - (Backtester.MoneyBalance(iBar) - minimum) * YScale);
apntEquity[index].Y = (float)(YBottom - (Backtester.MoneyEquity(iBar) - minimum) * YScale);
}
else
{
apntBalance[index].Y = YBottom - (Backtester.Balance(iBar) - minimum) * YScale;
apntEquity[index].Y = YBottom - (Backtester.Equity(iBar) - minimum) * YScale;
}
if (Configs.AdditionalStatistics)
{
apntLongBalance[index].X = XLeft + index * XScale;
apntShortBalance[index].X = XLeft + index * XScale;
if (Configs.AccountInMoney)
{
apntLongBalance[index].Y = (float)(YBottom - (Backtester.LongMoneyBalance(iBar) - minimum) * YScale);
apntShortBalance[index].Y = (float)(YBottom - (Backtester.ShortMoneyBalance(iBar) - minimum) * YScale);
}
else
{
apntLongBalance[index].Y = YBottom - (Backtester.LongBalance(iBar) - minimum) * YScale;
apntShortBalance[index].Y = YBottom - (Backtester.ShortBalance(iBar) - minimum) * YScale;
}
}
index++;
}
}
