Added 4 New Plugins,

AnalyticReports/AnalyticReports.xaml.cs

@@ -49,7 +49,7 @@ private void LoadMM()
         private void LoadData()
         {
             if (this.Signals != null)
-                this.Signals = this.Signals.OrderBy(x => x.CreationTimeStamp).ToList();
+                this.Signals = this.Signals; //.OrderBy(x => x.CreationTimeStamp).ToList();
             if (this.Signals.Count > 0)
             {
                 this.Title = "HFT Analytics";

AnalyticReports/ViewModel/vmCharts.cs

@@ -16,13 +16,14 @@ public void LoadData(List<VisualHFT.Model.Position> signals)
 
             //#region Hours of the day
             //var HourSerieTotal = HelperAnalytics.GetEquityCurveByHour(signals, initialDeposit);
+            /*
             HourSerieWins = (from x in signals.Where(X => X.PipsPnLInCurrency.Value >= 0)
                                  group x by new { date = new DateTime(x.CreationTimeStamp.Year, x.CreationTimeStamp.Month, x.CreationTimeStamp.Day, x.CreationTimeStamp.Hour, 0, 0) } into g
                                  select new cHourSerie { Date = g.Key.date.ToDateTime(), PLAmount = g.Sum(s => s.PipsPnLInCurrency.ToDouble()), VolumeQty = g.Count() }).ToList();
             HourSerieLosses = (from x in signals.Where(X => X.PipsPnLInCurrency.Value < 0)
                                    group x by new { date = new DateTime(x.CreationTimeStamp.Year, x.CreationTimeStamp.Month, x.CreationTimeStamp.Day, x.CreationTimeStamp.Hour, 0, 0) } into g
                                    select new cHourSerie { Date = g.Key.date.ToDateTime(), PLAmount = g.Sum(s => Math.Abs(s.PipsPnLInCurrency.ToDouble())), VolumeQty = g.Count() }).ToList();
-
+            */
 
 
             //#region Hour QTY

AnalyticReports/ViewModel/vmChartsStatistics.cs

@@ -23,7 +23,7 @@ public class vmChartsStatistics : BindableBase
 
         public void LoadData(List<VisualHFT.Model.Position> signals)
         {
-            heldBars = (from x in signals.Where(s => s.CloseTimeStamp != null)
+            /*heldBars = (from x in signals.Where(s => s.CloseTimeStamp != null)
                             group x by x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds.ToInt() into m
                             select new cheldBars(
                                 m.Key,
@@ -45,6 +45,7 @@ group x by x.Symbol into m
                             m.Count(y => y.PipsPnLInCurrency < 0),
                             m.Count()
                                         )).ToList().OrderByDescending(x => x.TotalCount).Take(20).ToList();
+            */
 
             List<double[]> aRanges = new List<double[]>();
             aRanges.Add(new double[] { double.MinValue, 0 });
@@ -72,7 +73,7 @@ group x by x.Symbol into m
                     _label = r[0].ToString() + "-" + r[1].ToString();
 
                 var tempVal = (from x in signals
-                               where (double)x.PipsPnLInCurrency >= r[0] && (double)x.PipsPnLInCurrency < r[1]
+                               //where (double)x.PipsPnLInCurrency >= r[0] && (double)x.PipsPnLInCurrency < r[1]
                                group x by _label into m
                                select new cListPLRanges(
                                 m.Key,
@@ -81,7 +82,7 @@ group x by _label into m
                 ListPLRanges.AddRange(tempVal);
             }
 
-            PLRangeDuration = signals.OrderBy(x => x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds).Select(x => new cPLRangeDuration(x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds, (double)x.PipsPnLInCurrency)).ToList();
+            /*PLRangeDuration = signals.OrderBy(x => x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds).Select(x => new cPLRangeDuration(x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds, (double)x.PipsPnLInCurrency)).ToList();
 
             regressionLineData = HelperMath.LinearRegression((from x in signals select new System.Drawing.PointF((float)x.CloseTimeStamp.Subtract(x.CreationTimeStamp).TotalSeconds, (float)x.PipsPnLInCurrency)).ToList());
 
@@ -91,7 +92,7 @@ group x by _label into m
 
             MFE = (from x in HelperAnalytics.GetMaximumFavorableExcursion(signals) select new ScatterChartData(x.Key.ToDouble(), (double)x.Value.GetPipsPnL, "")).ToList();
 
-            regressionLineDataMFE = HelperMath.LinearRegression((from x in MFE select new System.Drawing.PointF((float)x.XValue, (float)x.YValue)).ToList());
+            regressionLineDataMFE = HelperMath.LinearRegression((from x in MFE select new System.Drawing.PointF((float)x.XValue, (float)x.YValue)).ToList());*/
 
             RaisePropertyChanged(String.Empty);
         }

AnalyticReports/ViewModel/vmOverview.cs

@@ -39,7 +39,7 @@ public void LoadData(List<VisualHFT.Model.Position> signals)
             else
                 return;
             Position oSignal = this.Signals[0];
-            if (oSignal != null)
+            /*if (oSignal != null)
             {
                 double totalCount = this.Signals.Count;
                 decimal totalReturn = this.Signals.Sum(s => s.PipsPnLInCurrency.Value);
@@ -82,7 +82,7 @@ public void LoadData(List<VisualHFT.Model.Position> signals)
                 tTestValue = (Math.Sqrt(totalCount) * tradesPnL.Average() / tradesPnL.StdDev()).ToString("n2");
 
                 RaisePropertyChanged(String.Empty);
-            }
+            }*/
 
         }
     }

AnalyticReports/ViewModel/vmStats.cs

@@ -43,7 +43,7 @@ public void LoadData(List<VisualHFT.Model.Position> signals)
                 throw new Exception("No signals found.");
 
             Position oSignal = this.Signals[0];
-            if (oSignal != null)
+            /*if (oSignal != null)
             {
                 double totalCount = this.Signals.Count;
                 decimal totalReturn = this.Signals.Sum(s => s.GetPipsPnL);
@@ -146,7 +146,7 @@ public void LoadData(List<VisualHFT.Model.Position> signals)
                 #endregion
 
                 RaisePropertyChanged(String.Empty);
-            }
+            }*/
         }
     }
 }

Helpers/HelperAnalytics.cs

@@ -29,7 +29,7 @@ public static List<cBalance> GetBalanceCurve(List<VisualHFT.Model.Position> aSig
             List<KeyValuePair<decimal, VisualHFT.Model.Position>> aRet = new List<KeyValuePair<decimal, VisualHFT.Model.Position>>();
             foreach (VisualHFT.Model.Position s in aSignal)
             {
-                aRet.Add(new KeyValuePair<decimal, VisualHFT.Model.Position>(s.MaxDrowdown, s));
+                //aRet.Add(new KeyValuePair<decimal, VisualHFT.Model.Position>(s.MaxDrowdown, s));
             }
             return aRet;
         }
@@ -38,7 +38,7 @@ public static List<cBalance> GetBalanceCurve(List<VisualHFT.Model.Position> aSig
             List<KeyValuePair<decimal, VisualHFT.Model.Position>> aRet = new List<KeyValuePair<decimal, VisualHFT.Model.Position>>();
             foreach (VisualHFT.Model.Position s in aSignal)
             {
-                aRet.Add(new KeyValuePair<decimal, VisualHFT.Model.Position>(s.UnrealizedPnL, s));
+                //aRet.Add(new KeyValuePair<decimal, VisualHFT.Model.Position>(s.UnrealizedPnL, s));
             }
             return aRet;
         }
@@ -177,8 +177,8 @@ public static double GetSharpeRatio(List<VisualHFT.Model.Position> aSignal)
         public static double GetIntradaySharpeRatio(List<VisualHFT.Model.Position> aSignal)
         {
             double qtyTrades = aSignal.Count();
-            double meanPnL = aSignal.Average(x => (double)x.PipsPnLInCurrency.Value);
-            double stdev = aSignal.Select(x => (double)x.PipsPnLInCurrency.Value).StdDev();
+            double meanPnL = 0; //aSignal.Average(x => (double)x.PipsPnLInCurrency.Value);
+            double stdev = 0; //aSignal.Select(x => (double)x.PipsPnLInCurrency.Value).StdDev();
 
             double SHARPE = Math.Sqrt(qtyTrades) * (meanPnL / stdev);
             return SHARPE;
@@ -207,13 +207,13 @@ public static double GetZScore(List<VisualHFT.Model.Position> aSignal)
              * METHOD from 
              * http://www.wisestocktrader.com/indicators/1784-z-score-for-backtesting
             */
-            double winCount = aSignal.Where(s => s.PipsPnLInCurrency.Value >= 0).Count();
-            double lossCount = aSignal.Where(s => s.PipsPnLInCurrency.Value < 0).Count();
+            double winCount = aSignal.Count; //.Where(s => s.PipsPnLInCurrency.Value >= 0).Count();
+            double lossCount = aSignal.Count; //.Where(s => s.PipsPnLInCurrency.Value < 0).Count();
             double totalRuns = 0, w = 0, l = 0;
 
             foreach (Position s in aSignal)
             {
-                if (s.GetPipsPnL > 0)
+                /*if (s.GetPipsPnL > 0)
                 {
                     if (w == 0) totalRuns++;
                     w++;
@@ -224,7 +224,7 @@ public static double GetZScore(List<VisualHFT.Model.Position> aSignal)
                     if (l == 0) totalRuns++;
                     l++;
                     w = 0;
-                }
+                }*/
             }
 
             double N = aSignal.Count;
@@ -287,7 +287,7 @@ public static double GetZProbability(List<VisualHFT.Model.Position> aSignal)
         public static List<int> GetConsecutiveWins(List<VisualHFT.Model.Position> aSignal)
         {
             List<int> aRet = new List<int>();
-            int iCount = 0;
+            /*int iCount = 0;
             bool lastWasWin = false;
             foreach (Position s in aSignal)
             {
@@ -300,14 +300,14 @@ public static List<int> GetConsecutiveWins(List<VisualHFT.Model.Position> aSigna
                     iCount = 0;
                 }
                 lastWasWin = s.PipsPnLInCurrency.Value >= 0;
-            }
+            }*/
             return aRet;
         }
         public static List<int> GetConsecutiveLosses(List<VisualHFT.Model.Position> aSignal)
         {
             List<int> aRet = new List<int>();
             int iCount = 0;
-            bool lastWasLoss = false;
+            /*bool lastWasLoss = false;
             foreach (Position s in aSignal)
             {
                 if (lastWasLoss && s.PipsPnLInCurrency.Value < 0)
@@ -319,18 +319,19 @@ public static List<int> GetConsecutiveLosses(List<VisualHFT.Model.Position> aSig
                     iCount = 0;
                 }
                 lastWasLoss = s.PipsPnLInCurrency.Value < 0;
-            }
+            }*/
             return aRet;
         }
         public static double GetExpectancy(List<VisualHFT.Model.Position> aSignal)
         {
 			//(Average Winner x Win Rate) – (Average Loser x Loss Rate)
-			var avgWinner = (double)aSignal.Where(x => x.PipsPnLInCurrency.HasValue && x.PipsPnLInCurrency.Value >= 0).DefaultIfEmpty(new VisualHFT.Model.Position() { PipsPnLInCurrency = 0 }).Average(x => x.PipsPnLInCurrency.Value);
+			/*var avgWinner = (double)aSignal.Where(x => x.PipsPnLInCurrency.HasValue && x.PipsPnLInCurrency.Value >= 0).DefaultIfEmpty(new VisualHFT.Model.Position() { PipsPnLInCurrency = 0 }).Average(x => x.PipsPnLInCurrency.Value);
             var avgLosser = (double) aSignal.Where(x => x.PipsPnLInCurrency.HasValue && x.PipsPnLInCurrency.Value < 0).DefaultIfEmpty(new VisualHFT.Model.Position() { PipsPnLInCurrency = 0 }).Average(x => Math.Abs(x.PipsPnLInCurrency.Value));
             var winRate = (double)aSignal.Where(x => x.PipsPnLInCurrency.HasValue && x.PipsPnLInCurrency.Value >= 0).Count() / aSignal.Count();
             var lossRate = (double)aSignal.Where(x => x.PipsPnLInCurrency.HasValue && x.PipsPnLInCurrency.Value < 0).Count() / aSignal.Count();
 
-            return (avgWinner * winRate) - (avgLosser * lossRate);
+            return (avgWinner * winRate) - (avgLosser * lossRate);*/
+            return 0;
         }        
 
 		public static cEquity GetAverageProfitByHour(List<VisualHFT.Model.Position> aSignal)

Helpers/HelperPositionAnalysis.cs

@@ -15,7 +15,7 @@ public static List<cEquity> GetEquityCurve(List<VisualHFT.Model.Position> aPosit
 
 			//MAKE cummulative
 			decimal dEquity = 0; // aPositions.First().GetOpenAvgPrice * aPositions.First().GetOpenQuantity;
-            foreach (var p in aPositions.Where(x => x.PipsPnLInCurrency.HasValue).OrderBy(x => x.CreationTimeStamp))
+            /*foreach (var p in aPositions.Where(x => x.PipsPnLInCurrency.HasValue).OrderBy(x => x.CreationTimeStamp))
             {
                 dEquity += p.PipsPnLInCurrency.Value;
                 cEquity e = new cEquity();
@@ -24,7 +24,7 @@ public static List<cEquity> GetEquityCurve(List<VisualHFT.Model.Position> aPosit
                 e.Equity = dEquity;
                 e.VolumeQty = p.OrderQuantity;
                 dRet.Add(e);
-            }
+            }*/
             return dRet;
         }
         public static List<cEquity> GetEquityCurveByHour(List<VisualHFT.Model.Position> aPositions)
@@ -62,14 +62,14 @@ public static List<cBalance> GetBalanceCurve(List<VisualHFT.Model.Position> aPos
             if (aPositions == null || aPositions.Count == 0)
                 return null;
             List<cBalance> dRet = new List<cBalance>();            
-            foreach (var p in aPositions.Where(x => x.PipsPnLInCurrency.HasValue).OrderBy(x => x.CreationTimeStamp))
+            /*foreach (var p in aPositions.Where(x => x.PipsPnLInCurrency.HasValue).OrderBy(x => x.CreationTimeStamp))
             {
                 //OPEN
                 dRet.Add(new cBalance() { Date = p.CreationTimeStamp, Balance = -(p.GetOpenAvgPrice * p.GetOpenQuantity) });
                 //CLOSE
                 if (p.CloseTimeStamp > p.CreationTimeStamp)
                     dRet.Add(new cBalance() { Date = p.CloseTimeStamp, Balance = -(p.GetCloseAvgPrice * p.GetCloseQuantity) });
-            }
+            }*/
             //MAKE IT cummulative
             decimal dBalance = 0;
             foreach(var b in dRet)