Forex_Strategy_Builder.Dialogs.Generator.Generator.IsLimitationsFulfilled C# (CSharp) Method

        bool IsLimitationsFulfilled()
        {
            // The calculated strategy has higher profit
            // or the same profit but lower number of slots
            Backtester.CalculateAccountStats();

            // Limitation Max Ambiguous Bars
            if (chbAmbiguousBars.Checked && Backtester.AmbiguousBars > nudAmbiguousBars.Value)
                return false;

            // Limitation Max Equity Drawdown
            double maxEquityDrawdown = Configs.AccountInMoney ? Backtester.MaxMoneyEquityDrawdown : Backtester.MaxEquityDrawdown;
            if (chbMaxDrawdown.Checked && maxEquityDrawdown > (double)nudMaxDrawdown.Value)
                return false;

            // Limitation Max Equity percent drawdown
            if (chbEquityPercent.Checked && Backtester.MoneyEquityPercentDrawdown > (double)nudEquityPercent.Value)
                return false;

            // Limitation Min Trades
            if (chbMinTrades.Checked && Backtester.ExecutedOrders < nudMinTrades.Value)
                return false;

            // Limitation Max Trades
            if (chbMaxTrades.Checked && Backtester.ExecutedOrders > nudMaxTrades.Value)
                return false;

            // Limitation Win / Loss ratio
            if (chbWinLossRatio.Checked && Backtester.WinLossRatio < (double)nudWinLossRatio.Value)
                return false;

            // OOS Pattern filter
            if (chbOOSPatternFilter.Checked && chbOutOfSample.Checked)
            {
                int netBalance = Backtester.NetBalance;
                int OOSbalance = Backtester.Balance(barOOS);
                int targetBalance = (int)(OOSbalance * targetBalanceRatio);
                int minBalance    = (int)(targetBalance * (1 - nudOOSPatternPercent.Value / 100));
                if (netBalance < OOSbalance || netBalance < minBalance)
                    return false;
            }

            // Smooth Balance Line
            if (chbSmoothBalanceLines.Checked)
            {
                int checkPoints = (int)nudSmoothBalanceCheckPoints.Value;
                double maxPercentDeviation = (double)(nudSmoothBalancePercent.Value / 100);

                for (int i = 1; i <= checkPoints; i++)
                {
                    int firstBar = Backtester.FirstBar;
                    int bar = Backtester.FirstBar + i * (Data.Bars - firstBar) / (checkPoints + 1);
                    double netBalance   = Backtester.NetMoneyBalance;
                    double startBalance = Backtester.MoneyBalance(firstBar);
                    double checkPointBalance = Backtester.MoneyBalance(bar);
                    double targetBalance = startBalance + i * (netBalance - startBalance) / (checkPoints + 1);
                    double minBalance = targetBalance * (1 - maxPercentDeviation);
                    double maxBalance = targetBalance * (1 + maxPercentDeviation);
                    if (checkPointBalance < minBalance || checkPointBalance > maxBalance)
                        return false;

                    if (Configs.AdditionalStatistics)
                    {
                        // Long balance line
                        netBalance = Backtester.NetLongMoneyBalance;
                        checkPointBalance = Backtester.LongMoneyBalance(bar);
                        startBalance = Backtester.LongMoneyBalance(firstBar);
                        targetBalance = startBalance + i * (netBalance - startBalance) / (checkPoints + 1);
                        minBalance = targetBalance * (1 - maxPercentDeviation);
                        maxBalance = targetBalance * (1 + maxPercentDeviation);
                        if (checkPointBalance < minBalance || checkPointBalance > maxBalance)
                            return false;

                        // Short balance line
                        netBalance = Backtester.NetShortMoneyBalance;
                        checkPointBalance = Backtester.ShortMoneyBalance(bar);
                        startBalance = Backtester.ShortMoneyBalance(firstBar);
                        targetBalance = startBalance + i * (netBalance - startBalance) / (checkPoints + 1);
                        minBalance = targetBalance * (1 - maxPercentDeviation);
                        maxBalance = targetBalance * (1 + maxPercentDeviation);
                        if (checkPointBalance < minBalance || checkPointBalance > maxBalance)
                            return false;
                    }
                }

            }

            return true;
        }