| public Calculate ( SlotTypes slotType ) : void | ||
| slotType | SlotTypes | |
| return | void | |
/// <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>
/// Sets Use prv bar value automaticaly
/// </summary>
public bool AdjustUsePreviousBarValue()
{
bool isSomethingChanged = false;
if (Data.AutoUsePrvBarValue == false)
{
return(isSomethingChanged);
}
for (int slot = 0; slot < Slots; slot++)
{
isSomethingChanged = SetUsePrevBarValueCheckBox(slot) ? true : isSomethingChanged;
}
// Reclaculates the indicators
if (isSomethingChanged)
{
for (int slot = 0; slot < Slots; slot++)
{
string sIndicatorName = Data.Strategy.Slot[slot].IndicatorName;
SlotTypes slotType = Data.Strategy.Slot[slot].SlotType;
Indicator indicator = Indicator_Store.ConstructIndicator(sIndicatorName, slotType);
indicator.IndParam = Data.Strategy.Slot[slot].IndParam;
indicator.Calculate(slotType);
// Set the Data.Strategy
Slot[slot].IndicatorName = indicator.IndicatorName;
Slot[slot].IndParam = indicator.IndParam;
Slot[slot].Component = indicator.Component;
Slot[slot].SeparatedChart = indicator.SeparatedChart;
Slot[slot].SpecValue = indicator.SpecialValues;
Slot[slot].MinValue = indicator.SeparatedChartMinValue;
Slot[slot].MaxValue = indicator.SeparatedChartMaxValue;
Slot[slot].IsDefined = true;
}
}
return(isSomethingChanged);
}
/// <summary>
/// Calculates an indicator and returns OK status.
/// </summary>
private bool CalculateIndicator(SlotTypes type, Indicator indicator)
{
bool okStatus;
try
{
indicator.Calculate(type);
okStatus = true;
}
catch (Exception exception)
{
string request = "Please report this error in the support forum!";
if (indicator.CustomIndicator)
{
request = "Please report this error to the author of the indicator!<br />" +
"You may remove this indicator from the Custom Indicators folder.";
}
string text =
"<h1>Error: " + exception.Message + "</h1>" +
"<p>Slot type: <strong>" + type + "</strong><br />" +
"Indicator: <strong>" + indicator + "</strong></p>" +
"<p>" + request + "</p>";
const string caption = "Indicator Calculation Error";
var msgBox = new FancyMessageBox(text, caption)
{
BoxWidth = 450, BoxHeight = 250
};
msgBox.Show();
okStatus = false;
}
return(okStatus);
}
/// <summary>
/// Tests general parameters of a custom indicator.
/// </summary>
/// <param name="indicator">The indicator.</param>
/// <param name="errorsList">List of the errors</param>
/// <returns>True, if the test succeed.</returns>
public static bool CustomIndicatorFastTest(Indicator indicator, out string errorsList)
{
bool isOk = true;
var sb = new StringBuilder();
sb.AppendLine("ERROR: Indicator test failed for '" + indicator.IndicatorName + "' indicator.");
// Tests the IndicatorName property.
if (string.IsNullOrEmpty(indicator.IndicatorName))
{
sb.AppendLine("\tThe property 'IndicatorName' is not set.");
isOk = false;
}
// Tests the PossibleSlots property.
if (!indicator.TestPossibleSlot(SlotTypes.Open) &&
!indicator.TestPossibleSlot(SlotTypes.OpenFilter) &&
!indicator.TestPossibleSlot(SlotTypes.Close) &&
!indicator.TestPossibleSlot(SlotTypes.CloseFilter))
{
sb.AppendLine("\tThe property 'PossibleSlots' is not set.");
isOk = false;
}
// Tests the CustomIndicator property.
if (!indicator.CustomIndicator)
{
sb.AppendLine("\tThe indicator '" + indicator.IndicatorName + "' is not marked as custom. Set CustomIndicator = true;");
isOk = false;
}
// Tests the SeparatedChartMaxValue properties.
if (!indicator.SeparatedChart && Math.Abs(indicator.SeparatedChartMaxValue - double.MinValue) > 0.000001)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMaxValue = " + indicator.SeparatedChartMaxValue);
isOk = false;
}
// Tests the SeparatedChartMinValue properties.
if (!indicator.SeparatedChart && Math.Abs(indicator.SeparatedChartMinValue - double.MaxValue) > 0.000001)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMinValue = " + indicator.SeparatedChartMinValue);
isOk = false;
}
// Tests the SpecialValues properties.
if (!indicator.SeparatedChart && indicator.SpecialValues.Length > 0)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property SpecialValues");
isOk = false;
}
// Tests the IndParam properties.
if (indicator.IndParam == null)
{
sb.AppendLine("\tThe property IndParam is not set. Set IndParam = new IndicatorParam();");
isOk = false;
}
// Tests the IndParam.IndicatorName properties.
if (indicator.IndParam != null && indicator.IndParam.IndicatorName != indicator.IndicatorName)
{
sb.AppendLine(
"\tThe property IndParam.IndicatorName is not set. Set IndParam.IndicatorName = IndicatorName;");
isOk = false;
}
// Tests the IndParam.SlotType properties.
if (indicator.IndParam != null && indicator.IndParam.SlotType != SlotTypes.NotDefined)
{
sb.AppendLine("\tThe property IndParam.SlotType is not set. Set IndParam.SlotType = slotType;");
isOk = false;
}
// Tests the IndParam.ListParam properties.
for (int param = 0; param < indicator.IndParam.ListParam.Length; param++)
{
ListParam listParam = indicator.IndParam.ListParam[param];
if (!listParam.Enabled)
continue;
if (string.IsNullOrEmpty(listParam.Caption))
{
sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].Caption is not set.");
isOk = false;
}
if (listParam.ItemList.Length == 0)
{
sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].ItemList is not set.");
isOk = false;
}
if (listParam.ItemList[listParam.Index] != listParam.Text)
{
sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].Text is wrong." +
" Set " + "IndParam.ListParam[" + param + "].Text = IndParam.ListParam[" + param +
"].ItemList[IndParam.ListParam[" + param + "].Index];");
isOk = false;
}
if (string.IsNullOrEmpty(listParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.ListParam[" + param + "].ToolTip is not set.");
isOk = false;
}
}
// Tests the IndParam.NumParam properties.
for (int param = 0; param < indicator.IndParam.NumParam.Length; param++)
{
NumericParam numParam = indicator.IndParam.NumParam[param];
if (!numParam.Enabled)
continue;
if (string.IsNullOrEmpty(numParam.Caption))
{
sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].Caption is not set.");
isOk = false;
}
double value = numParam.Value;
double min = numParam.Min;
double max = numParam.Max;
double point = numParam.Point;
if (min > max)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Min > IndParam.NumParam[" + param + "].Max.");
isOk = false;
}
if (value > max)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Value > IndParam.NumParam[" + param + "].Max.");
isOk = false;
}
if (value < min)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Value < IndParam.NumParam[" + param + "].Min.");
isOk = false;
}
if (point < 0)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be < 0");
isOk = false;
}
if (point > 6)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be > 6");
isOk = false;
}
if (string.IsNullOrEmpty(numParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].ToolTip is not set.");
isOk = false;
}
}
// Tests the IndParam.CheckParam properties.
for (int param = 0; param < indicator.IndParam.CheckParam.Length; param++)
{
CheckParam checkParam = indicator.IndParam.CheckParam[param];
if (!checkParam.Enabled)
continue;
if (string.IsNullOrEmpty(checkParam.Caption))
{
sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].Caption is not set.");
isOk = false;
}
if (string.IsNullOrEmpty(checkParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].ToolTip is not set.");
isOk = false;
}
}
try
{
indicator.Calculate(SlotTypes.NotDefined);
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing Calculate(SlotTypes.NotDefined). " + exc.Message);
isOk = false;
}
try
{
indicator.SetDescription(SlotTypes.NotDefined);
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing SetDescription(SlotTypes.NotDefined). " + exc.Message);
isOk = false;
}
try
{
var description = indicator.ToString();
Console.WriteLine(description);
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing ToString(). " + exc.Message);
isOk = false;
}
errorsList = isOk ? string.Empty : sb.ToString();
return isOk;
}
/// <summary>
/// Performs thorough indicator test.
/// </summary>
/// <param name="indicatorName">The indicator name.</param>
/// <returns>True, if the test succeed.</returns>
public static bool CustomIndicatorThoroughTest(string indicatorName, out string errorsList)
{
bool isOk = true;
StringBuilder sb = new StringBuilder();
sb.AppendLine("ERROR: Indicator test failed for the '" + indicatorName + "' indicator.");
foreach (SlotTypes slotType in Enum.GetValues(typeof(SlotTypes)))
{
if (slotType == SlotTypes.NotDefined)
{
continue;
}
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
if (!indicator.TestPossibleSlot(slotType))
{
continue;
}
foreach (NumericParam numParam in indicator.IndParam.NumParam)
{
if (numParam.Enabled)
{
numParam.Value = numParam.Min;
}
}
try
{
indicator.Calculate(slotType);
}
catch (System.Exception exc)
{
sb.AppendLine("\tError when calculating with NumParams set to their minimal values. " + exc.Message);
isOk = false;
break;
}
foreach (NumericParam numParam in indicator.IndParam.NumParam)
{
if (numParam.Enabled)
{
numParam.Value = numParam.Max;
}
}
try
{
indicator.Calculate(slotType);
}
catch (System.Exception exc)
{
sb.AppendLine("\tError when calculating with NumParams set to their maximal values. " + exc.Message);
isOk = false;
break;
}
try
{
foreach (IndicatorComp component in indicator.Component)
{
switch (slotType)
{
case SlotTypes.Open:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Open' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.OpenFilter:
if (component.DataType == IndComponentType.OpenClosePrice ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.OpenFilter' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.Close:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.Close' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
case SlotTypes.CloseFilter:
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.OpenLongPrice ||
component.DataType == IndComponentType.OpenPrice ||
component.DataType == IndComponentType.OpenShortPrice ||
component.DataType == IndComponentType.CloseLongPrice ||
component.DataType == IndComponentType.ClosePrice ||
component.DataType == IndComponentType.CloseShortPrice ||
component.DataType == IndComponentType.NotDefined)
{
sb.AppendLine("\tProbably wrong component type when SlotType is 'SlotTypes.CloseFilter' - '" + component.CompName + "' of type '" + component.DataType + "'.");
isOk = false;
}
break;
default:
break;
}
if (component.DataType == IndComponentType.AllowOpenLong ||
component.DataType == IndComponentType.AllowOpenShort ||
component.DataType == IndComponentType.ForceClose ||
component.DataType == IndComponentType.ForceCloseLong ||
component.DataType == IndComponentType.ForceCloseShort)
{
foreach (double value in component.Value)
{
if (value != 0 && value != 1)
{
sb.AppendLine("\tWrong component values. The values of '" + component.CompName + "' must be 0 or 1.");
isOk = false;
break;
}
}
}
}
}
catch (Exception exc)
{
sb.AppendLine("\tError when checking the indicator's components. " + exc.Message);
isOk = false;
break;
}
}
errorsList = isOk ? string.Empty : sb.ToString();
return(isOk);
}
/// <summary>
/// Tests general parameters of a custom indicator.
/// </summary>
/// <param name="indicator">The indicator.</param>
/// <param name="errorsList">List of the errors</param>
/// <returns>True, if the test succeed.</returns>
public static bool CustomIndicatorFastTest(Indicator indicator, out string errorsList)
{
bool isOk = true;
StringBuilder sb = new StringBuilder();
sb.AppendLine("ERROR: Indicator test failed for the '" + indicator.IndicatorName + "' indicator.");
// Tests the IndicatorName property.
if (string.IsNullOrEmpty(indicator.IndicatorName))
{
sb.AppendLine("\tThe property 'IndicatorName' is not set.");
isOk = false;
}
// Tests the PossibleSlots property.
if (!indicator.TestPossibleSlot(SlotTypes.Open) &&
!indicator.TestPossibleSlot(SlotTypes.OpenFilter) &&
!indicator.TestPossibleSlot(SlotTypes.Close) &&
!indicator.TestPossibleSlot(SlotTypes.CloseFilter))
{
sb.AppendLine("\tThe property 'PossibleSlots' is not set.");
isOk = false;
}
// Tests the CustomIndicator property.
if (!indicator.CustomIndicator)
{
sb.AppendLine("\tThe indicator '" + indicator.IndicatorName + "' is not marked as custom. Set CustomIndicator = true;");
isOk = false;
}
// Tests the SeparatedChartMaxValue properties.
if (!indicator.SeparatedChart && indicator.SeparatedChartMaxValue != double.MinValue)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMaxValue = " + indicator.SeparatedChartMaxValue.ToString());
isOk = false;
}
// Tests the SeparatedChartMinValue properties.
if (!indicator.SeparatedChart && indicator.SeparatedChartMinValue != double.MaxValue)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property: SeparatedChartMinValue = " + indicator.SeparatedChartMinValue.ToString());
isOk = false;
}
// Tests the SpecialValues properties.
if (!indicator.SeparatedChart && indicator.SpecialValues.Length > 0)
{
sb.AppendLine("\tSet SeparatedChart = true; or remove the property SpecialValues");
isOk = false;
}
// Tests the IndParam properties.
if (indicator.IndParam == null)
{
sb.AppendLine("\tThe property IndParam is not set. Set IndParam = new IndicatorParam();");
isOk = false;
}
// Tests the IndParam.IndicatorName properties.
if (indicator.IndParam.IndicatorName != indicator.IndicatorName)
{
sb.AppendLine("\tThe property IndParam.IndicatorName is not set. Set IndParam.IndicatorName = IndicatorName;");
isOk = false;
}
// Tests the IndParam.SlotType properties.
if (indicator.IndParam.SlotType != SlotTypes.NotDefined)
{
sb.AppendLine("\tThe property IndParam.SlotType is not set. Set IndParam.SlotType = slotType;");
isOk = false;
}
// Tests the IndParam.ListParam properties.
for (int iParam = 0; iParam < indicator.IndParam.ListParam.Length; iParam++)
{
ListParam listParam = indicator.IndParam.ListParam[iParam];
if (!listParam.Enabled)
{
continue;
}
if (string.IsNullOrEmpty(listParam.Caption))
{
sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].Caption is not set.");
isOk = false;
}
if (listParam.ItemList.Length == 0)
{
sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].ItemList is not set.");
isOk = false;
}
if (listParam.ItemList[listParam.Index] != listParam.Text)
{
sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].Text is wrong." +
" Set " + "IndParam.ListParam[" + iParam + "].Text = IndParam.ListParam[" + iParam +
"].ItemList[IndParam.ListParam[" + iParam + "].Index];");
isOk = false;
}
if (string.IsNullOrEmpty(listParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.ListParam[" + iParam + "].ToolTip is not set.");
isOk = false;
}
}
// Tests the IndParam.NumParam properties.
for (int param = 0; param < indicator.IndParam.NumParam.Length; param++)
{
NumericParam numParam = indicator.IndParam.NumParam[param];
if (!numParam.Enabled)
{
continue;
}
if (string.IsNullOrEmpty(numParam.Caption))
{
sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].Caption is not set.");
isOk = false;
}
double value = numParam.Value;
double min = numParam.Min;
double max = numParam.Max;
double point = numParam.Point;
if (min > max)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Min > IndParam.NumParam[" + param + "].Max.");
isOk = false;
}
if (value > max)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Value > IndParam.NumParam[" + param + "].Max.");
isOk = false;
}
if (value < min)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Value < IndParam.NumParam[" + param + "].Min.");
isOk = false;
}
if (point < 0)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be < 0");
isOk = false;
}
if (point > 6)
{
sb.AppendLine("\tIndParam.NumParam[" + param + "].Point cannot be > 6");
isOk = false;
}
if (string.IsNullOrEmpty(numParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.NumParam[" + param + "].ToolTip is not set.");
isOk = false;
}
}
// Tests the IndParam.CheckParam properties.
for (int param = 0; param < indicator.IndParam.CheckParam.Length; param++)
{
CheckParam checkParam = indicator.IndParam.CheckParam[param];
if (!checkParam.Enabled)
{
continue;
}
if (string.IsNullOrEmpty(checkParam.Caption))
{
sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].Caption is not set.");
isOk = false;
}
if (string.IsNullOrEmpty(checkParam.ToolTip))
{
sb.AppendLine("\tThe property IndParam.CheckParam[" + param + "].ToolTip is not set.");
isOk = false;
}
}
try
{
indicator.Calculate(SlotTypes.NotDefined);
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing Calculate(SlotTypes.NotDefined). " + exc.Message);
isOk = false;
}
try
{
indicator.SetDescription(SlotTypes.NotDefined);
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing SetDescription(SlotTypes.NotDefined). " + exc.Message);
isOk = false;
}
try
{
indicator.ToString();
}
catch (Exception exc)
{
sb.AppendLine("\tError when executing ToString(). " + exc.Message);
isOk = false;
}
if (isOk)
{
errorsList = string.Empty;
}
else
{
errorsList = sb.ToString();
}
return(isOk);
}
/// <summary>
/// Calculates an indicator and returns OK status.
/// </summary>
private bool CalculateIndicator(SlotTypes type, Indicator indicator)
{
bool okStatus;
try
{
indicator.Calculate(type);
okStatus = true;
}
catch (Exception exception)
{
string request = "Please report this error in the support forum!";
if (indicator.CustomIndicator)
request = "Please report this error to the author of the indicator!<br />" +
"You may remove this indicator from the Custom Indicators folder.";
string text =
"<h1>Error: " + exception.Message + "</h1>" +
"<p>Slot type: <strong>" + type + "</strong><br />" +
"Indicator: <strong>" + indicator + "</strong></p>" +
"<p>" + request + "</p>";
const string caption = "Indicator Calculation Error";
var msgBox = new FancyMessageBox(text, caption) {BoxWidth = 450, BoxHeight = 250};
msgBox.Show();
okStatus = false;
}
return okStatus;
}
/// <summary>
/// Pareses a strategy from a xml document.
/// </summary>
public Strategy ParseXmlStrategy(XmlDocument xmlDocStrategy)
{
// Read the number of slots
int openFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("openFilters")[0].InnerText);
int closeFilters = int.Parse(xmlDocStrategy.GetElementsByTagName("closeFilters")[0].InnerText);
// Create the strategy.
Strategy tempStrategy = new Strategy(openFilters, closeFilters);
// Same and Opposite direction Actions
tempStrategy.SameSignalAction = (SameDirSignalAction )Enum.Parse(typeof(SameDirSignalAction), xmlDocStrategy.GetElementsByTagName("sameDirSignalAction")[0].InnerText);
tempStrategy.OppSignalAction = (OppositeDirSignalAction)Enum.Parse(typeof(OppositeDirSignalAction), xmlDocStrategy.GetElementsByTagName("oppDirSignalAction")[0].InnerText);
// Market
tempStrategy.Symbol = xmlDocStrategy.GetElementsByTagName("instrumentSymbol")[0].InnerText;
tempStrategy.DataPeriod = (DataPeriods)Enum.Parse(typeof(DataPeriods), xmlDocStrategy.GetElementsByTagName("instrumentPeriod")[0].InnerText);
// Permanent Stop Loss
tempStrategy.PermanentSL = Math.Abs(int.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].InnerText)); // Math.Abs() removes the negative sign from previous versions.
tempStrategy.UsePermanentSL = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["usePermanentSL"].InnerText);
try
{
tempStrategy.PermanentSLType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentStopLoss")[0].Attributes["permanentSLType"].InnerText);
}
catch
{
tempStrategy.PermanentSLType = PermanentProtectionType.Relative;
}
// Permanent Take Profit
tempStrategy.PermanentTP = int.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].InnerText);
tempStrategy.UsePermanentTP = bool.Parse(xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["usePermanentTP"].InnerText);
try
{
tempStrategy.PermanentTPType = (PermanentProtectionType)Enum.Parse(typeof(PermanentProtectionType), xmlDocStrategy.GetElementsByTagName("permanentTakeProfit")[0].Attributes["permanentTPType"].InnerText);
}
catch
{
tempStrategy.PermanentTPType = PermanentProtectionType.Relative;
}
// Break Even
try
{
tempStrategy.BreakEven = int.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].InnerText);
tempStrategy.UseBreakEven = bool.Parse(xmlDocStrategy.GetElementsByTagName("breakEven")[0].Attributes["useBreakEven"].InnerText);
}
catch { }
// Money Management
try
{
tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAccountPercentEntry")[0].InnerText);
}
catch
{
tempStrategy.UseAccountPercentEntry = bool.Parse(xmlDocStrategy.GetElementsByTagName("useAcountPercentEntry")[0].InnerText);
}
tempStrategy.MaxOpenLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("maxOpenLots")[0].InnerText);
tempStrategy.EntryLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("entryLots")[0].InnerText);
tempStrategy.AddingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("addingLots")[0].InnerText);
tempStrategy.ReducingLots = StringToDouble(xmlDocStrategy.GetElementsByTagName("reducingLots")[0].InnerText);
// Description
tempStrategy.Description = xmlDocStrategy.GetElementsByTagName("description")[0].InnerText;
// Strategy name.
tempStrategy.StrategyName = xmlDocStrategy.GetElementsByTagName("strategyName")[0].InnerText;
// Reading the slots
XmlNodeList xmlSlotList = xmlDocStrategy.GetElementsByTagName("slot");
for (int slot = 0; slot < xmlSlotList.Count; slot++)
{
XmlNodeList xmlSlotTagList = xmlSlotList[slot].ChildNodes;
SlotTypes slotType = (SlotTypes)Enum.Parse(typeof(SlotTypes), xmlSlotList[slot].Attributes["slotType"].InnerText);
// Logical group
if (slotType == SlotTypes.OpenFilter || slotType == SlotTypes.CloseFilter)
{
XmlAttributeCollection attributes = xmlSlotList[slot].Attributes;
XmlNode nodeGroup = attributes.GetNamedItem("logicalGroup");
string defGroup = GetDefaultGroup(slotType, slot, tempStrategy.CloseSlot);
if (nodeGroup != null)
{
string group = nodeGroup.InnerText;
tempStrategy.Slot[slot].LogicalGroup = group;
if (group != defGroup && group.ToLower() != "all" && !Configs.UseLogicalGroups)
{
System.Windows.Forms.MessageBox.Show(
Language.T("The strategy requires logical groups.") + Environment.NewLine +
Language.T("\"Use Logical Groups\" option was temporarily switched on."),
Language.T("Logical Groups"),
System.Windows.Forms.MessageBoxButtons.OK,
System.Windows.Forms.MessageBoxIcon.Information);
Configs.UseLogicalGroups = true;
}
}
else
{
tempStrategy.Slot[slot].LogicalGroup = defGroup;
}
}
// Indicator name.
string indicatorName = xmlSlotTagList[0].InnerText;
Indicator indicator = Indicator_Store.ConstructIndicator(indicatorName, slotType);
for (int tag = 1; tag < xmlSlotTagList.Count; tag++)
{
// List parameters
if (xmlSlotTagList[tag].Name == "listParam")
{
int listParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
XmlNode xmlListParamNode = xmlSlotTagList[tag].FirstChild;
indicator.IndParam.ListParam[listParam].Caption = xmlListParamNode.InnerText;
xmlListParamNode = xmlListParamNode.NextSibling;
int index = int.Parse(xmlListParamNode.InnerText);
indicator.IndParam.ListParam[listParam].Index = index;
indicator.IndParam.ListParam[listParam].Text = indicator.IndParam.ListParam[listParam].ItemList[index];
}
// Numeric parameters
if (xmlSlotTagList[tag].Name == "numParam")
{
XmlNode xmlNumParamNode = xmlSlotTagList[tag].FirstChild;
int numParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
indicator.IndParam.NumParam[numParam].Caption = xmlNumParamNode.InnerText;
xmlNumParamNode = xmlNumParamNode.NextSibling;
string sNumParamValue = xmlNumParamNode.InnerText;
sNumParamValue = sNumParamValue.Replace(',', Data.PointChar);
sNumParamValue = sNumParamValue.Replace('.', Data.PointChar);
float fValue = float.Parse(sNumParamValue);
// Removing of the Stop Loss negative sign used in previous versions.
string sParCaption = indicator.IndParam.NumParam[numParam].Caption;
if (sParCaption == "Trailing Stop" ||
sParCaption == "Initial Stop Loss" ||
sParCaption == "Stop Loss")
{
fValue = Math.Abs(fValue);
}
indicator.IndParam.NumParam[numParam].Value = fValue;
}
// Check parameters
if (xmlSlotTagList[tag].Name == "checkParam")
{
XmlNode xmlCheckParamNode = xmlSlotTagList[tag].FirstChild;
int checkParam = int.Parse(xmlSlotTagList[tag].Attributes["paramNumber"].InnerText);
indicator.IndParam.CheckParam[checkParam].Caption = xmlCheckParamNode.InnerText;
xmlCheckParamNode = xmlCheckParamNode.NextSibling;
indicator.IndParam.CheckParam[checkParam].Checked = bool.Parse(xmlCheckParamNode.InnerText);
}
}
// Calculate the indicator.
indicator.Calculate(slotType);
tempStrategy.Slot[slot].IndicatorName = indicator.IndicatorName;
tempStrategy.Slot[slot].IndParam = indicator.IndParam;
tempStrategy.Slot[slot].Component = indicator.Component;
tempStrategy.Slot[slot].SeparatedChart = indicator.SeparatedChart;
tempStrategy.Slot[slot].SpecValue = indicator.SpecialValues;
tempStrategy.Slot[slot].MinValue = indicator.SeparatedChartMinValue;
tempStrategy.Slot[slot].MaxValue = indicator.SeparatedChartMaxValue;
tempStrategy.Slot[slot].IsDefined = true;
}
return(tempStrategy);
}
