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kantu_custom_filter.lfm
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205 lines (205 loc) · 3.33 KB
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object CustomFilterForm: TCustomFilterForm
Left = 619
Height = 294
Top = 353
Width = 360
BorderStyle = bsToolWindow
Caption = 'Custom Filter'
ClientHeight = 294
ClientWidth = 360
DefaultMonitor = dmDesktop
FormStyle = fsStayOnTop
Position = poMainFormCenter
LCLVersion = '1.0.12.0'
object CustomFilterGrid: TStringGrid
Left = 16
Height = 264
Top = 8
Width = 128
ColCount = 2
Columns = <
item
Alignment = taCenter
Title.Alignment = taCenter
Title.Caption = 'Abbreviation'
Width = 50
end>
DefaultColWidth = 65
DefaultRowHeight = 12
Font.CharSet = ANSI_CHARSET
Font.Height = -8
Font.Name = 'Arial Narrow'
Font.Pitch = fpVariable
Font.Quality = fqDraft
Options = [goFixedVertLine, goFixedHorzLine, goVertLine, goHorzLine, goRangeSelect, goEditing, goSmoothScroll]
ParentFont = False
RowCount = 21
TabOrder = 0
TitleFont.CharSet = ANSI_CHARSET
TitleFont.Height = -8
TitleFont.Name = 'Arial Narrow'
TitleFont.Pitch = fpVariable
TitleFont.Quality = fqDraft
Cells = (
41
0
1
'Absolute Profit'
0
2
'Profit/trades'
0
3
'Longs'
0
4
'Shorts'
0
5
'Total Trades'
0
6
'Max DD'
0
7
'Max DD Length'
0
8
'Cons. Loss'
0
9
'Cons. Wins'
0
10
'Profit: Max DD'
0
11
'Reward to Risk'
0
12
'Skewness'
0
13
'Kurtosis'
0
14
'Winning %'
0
15
'Profit Factor'
0
16
'R^2'
0
17
'SQN'
0
18
'Ulcer Index'
0
19
'Std.Dev'
0
20
'Mod. Sharpe Ratio'
1
0
'Abbreviation'
1
1
'AP'
1
2
'APT'
1
3
'TL'
1
4
'TS'
1
5
'TT'
1
6
'MD'
1
7
'MDL'
1
8
'CL'
1
9
'SW'
1
10
'PD'
1
11
'RR'
1
12
'SK'
1
13
'KR'
1
14
'WP'
1
15
'PF'
1
16
'R2'
1
17
'SQN'
1
18
'UI'
1
19
'STDDEV'
1
20
'MSR'
)
end
object Button1: TButton
Left = 272
Height = 25
Top = 256
Width = 75
Caption = 'Close'
OnClick = Button1Click
TabOrder = 1
end
object Label1: TLabel
Left = 160
Height = 16
Top = 184
Width = 119
Caption = 'Custom Filter Formula'
ParentColor = False
end
object CustomFormulaEdit: TEdit
Left = 160
Height = 23
Top = 208
Width = 187
TabOrder = 2
Text = '0'
end
object Label2: TLabel
Left = 152
Height = 160
Top = 8
Width = 195
AutoSize = False
Caption = 'Create a custom filter formula using any performance variables. Simply enter the equation you want to use on the edit box below. For example if you want to calculate the custom criteria as the absolute profit divided by the SQN you can enter AP/SQN. More complex formula, like SW*0.1+CL/MD*0.4-APT (only an example) are also possible.'
ParentColor = False
WordWrap = True
end
end