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New Test-Startegy

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This commit is contained in:
Michael Schimmel
2025-07-22 17:21:59 +02:00
parent c530f2fc0b
commit e6d41260f9
6 changed files with 311 additions and 42 deletions
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AuraTrader/MainForm.pas
+57 -41
View File
@@ -52,7 +52,8 @@ uses
DynamicFMXControl,
Myc.FMX.Chart,
Myc.Trade.Indicators,
Myc.DataRecord;
Myc.DataRecord,
StrategyTest;
type
TForm1 = class(TForm)
@@ -117,16 +118,6 @@ type
property OnEvent: TNotifyEvent read FOnEvent write FOnEvent;
end;
TEquitySum = class(TMycConverter<Double, Double>)
private
FEquity: Double;
FInit: Boolean;
protected
function ProcessData(const Value: Double): TState; override;
public
constructor Create(AEquity: Double);
end;
var
Form1: TForm1;
@@ -426,7 +417,28 @@ begin
var pnl := Signal.Field<Double>('pnl');
var equity: TConverter<Double, Double> := TEquitySum.Create(10000);
var FEquity: Double;
var FInit: Boolean;
var equity :=
TConverter<Double, Double>.CreateAggregation(
function(const Value: Double; const Broadcast: TConverter<Double, Double>.TBroadcastProc): TState
begin
if not FInit then
begin
FInit := true;
Broadcast(FEquity);
end;
if not IsNan(Value) then
begin
FEquity := FEquity + Value;
Result := Broadcast(FEquity);
end;
end
);
// var equity: TConverter<Double, Double> := TEquitySum.Create(10000);
pnl.Sender.Link(equity);
var Layout := CurrLayout<TVertScrollBox>;
@@ -635,7 +647,27 @@ begin
var pnl := Signal.Field<Double>('pnl');
var equity: TConverter<Double, Double> := TEquitySum.Create(10000);
var FEquity: Double := 10000;
var FInit: Boolean := false;
var equity :=
TConverter<Double, Double>.CreateAggregation(
function(const Value: Double; const Broadcast: TConverter<Double, Double>.TBroadcastProc): TState
begin
if not FInit then
begin
FInit := true;
Broadcast(FEquity);
end;
if not IsNan(Value) then
begin
FEquity := FEquity + Value;
Result := Broadcast(FEquity);
end;
end
);
pnl.Sender.Link(equity);
var Layout := CurrLayout<TVertScrollBox>;
@@ -867,38 +899,22 @@ begin
var timeframe := TTimeframe.M15;
ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
// timeframe := M5;
// ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
// timeframe := H4;
// ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
// timeframe := D;
// ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
// timeframe := M;
// ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
end;
var tstStrat := StrategyTest.CreateStrategy1(timeframe);
ExecuteStrategy(Symbol, timeframe, tstStrat);
{ TEquitySum<S, T> }
var Layout := CurrLayout<TVertScrollBox>;
if Layout = nil then
exit;
constructor TEquitySum.Create(AEquity: Double);
begin
inherited Create;
FEquity := AEquity;
FInit := false;
end;
var pnlChart := TMycChart.Create(Self);
AlignControl(pnlChart);
pnlChart.Height := Layout.ChildrenRect.Width * 9 / 24;
pnlChart.Lookback.Value := 50000;
function TEquitySum.ProcessData(const Value: Double): TState;
begin
if not FInit then
begin
FInit := true;
Broadcast(FEquity);
end;
pnlChart.SetXAxisCounter<Double>(tstStrat.Sender);
if not IsNan(Value) then
begin
FEquity := FEquity + Value;
Result := Broadcast(FEquity);
end;
var panel := pnlChart.AddPanel;
panel.AddDoubleSeries(tstStrat.Sender, TAlphaColors.Blue, 3);
end;
end.