Max Loss, Max Profit Live Stats

// -------------------------------------------------------------------------------------------------
//
//    This code is a cAlgo API example.
//    
//    All changes to this file will be lost on next application start.
//    If you are going to modify this file please make a copy using the "Duplicate" command.
//
// -------------------------------------------------------------------------------------------------

using System;
using System.Text;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = true, AccessRights = AccessRights.None)]
    public class PosStats : Indicator
    {
        [Parameter("Porfolio Currency", DefaultValue = "EUR")]
        public string PorfolioCurrency { get; set; }

        protected override void Initialize()
        {
            Positions.Opened += delegate(PositionOpenedEventArgs args) { UpdateInfo(); };
            Positions.Closed += delegate(PositionClosedEventArgs args) { UpdateInfo(); };
            Positions.Modified += delegate(PositionModifiedEventArgs args) { UpdateInfo(); };
        }
        public override void Calculate(int index)
        {
            if (!IsLastBar)
            {
                return;
            }
            else
            {
                UpdateInfo();
            }
        }

        private void UpdateInfo()
        {
            double maxLossNet = 0;
            double maxProfitNet = 0;
            double actualNet = 0;

            double maxLossGross = 0;
            double maxProfitGross = 0;
            double actualGross = 0;

            double toMaxProfitPips = 0;
            double toMaxProfitPipsAvg = 0;
            double ProfitVolume = 0;
            double actualPips = 0;
            double actualPipsAvg = 0;
            double actualVolume = 0;
            double toMaxLossPips = 0;
            double toMaxLossPipsAvg = 0;
            double LossVolume = 0;
            int missingStopLoss = 0;
            int missingTakeProfit = 0;

            foreach (var p in Positions)
            {
                var s = MarketData.GetSymbol(p.SymbolCode);
                Symbol mainPair = null;
                if (p.SymbolCode.Substring(0, 3) != PorfolioCurrency)
                    mainPair = MarketData.GetSymbol(PorfolioCurrency + p.SymbolCode.Substring(0, 3));

                actualGross += p.GrossProfit;
                actualNet += p.NetProfit;
                actualPips += p.Pips;
                actualPipsAvg += p.Pips * p.VolumeInUnits;
                actualVolume += p.VolumeInUnits;

                double stopLossPips = 0, takeProfitPips = 0;
                double sign = p.TradeType == TradeType.Buy ? 1 : -1;

                if (p.StopLoss != null)
                {
                    stopLossPips = sign * ((double)(p.EntryPrice - p.StopLoss)) / s.PipSize;
                    toMaxLossPips += stopLossPips + p.Pips;
                    toMaxLossPipsAvg += (stopLossPips + p.Pips) * p.VolumeInUnits;
                    LossVolume += p.VolumeInUnits;
                    var loss = (double)(sign * (p.VolumeInUnits - p.VolumeInUnits * p.EntryPrice / p.StopLoss));
                    if (mainPair != null)
                        loss /= mainPair.Ask;
                    maxLossGross += loss;
                    maxLossNet += loss + p.Commissions + p.Swap;
                }
                else
                    missingStopLoss++;

                if (p.TakeProfit != null)
                {
                    takeProfitPips = sign * ((double)(p.TakeProfit - p.EntryPrice)) / s.PipSize;
                    toMaxProfitPips += takeProfitPips - p.Pips;
                    toMaxProfitPipsAvg += (takeProfitPips - p.Pips) * p.VolumeInUnits;
                    ProfitVolume += p.VolumeInUnits;
                    var profit = (double)(sign * (p.VolumeInUnits - p.VolumeInUnits * p.EntryPrice / p.TakeProfit));
                    if (mainPair != null)
                        profit /= mainPair.Ask;
                    maxProfitGross += profit;
                    maxProfitNet += profit + p.Commissions + p.Swap;

                }
                else
                    missingTakeProfit++;
            }
            StringBuilder sb = new StringBuilder();
            sb.AppendFormat("Net: {0:N2}  Gross: {1:N2}  Pips {2:N1} ({3:N1}) Missing {4} - Take Profit", maxProfitNet, maxProfitGross, ProfitVolume > 0 ? toMaxProfitPipsAvg / ProfitVolume : 0, toMaxProfitPips, missingTakeProfit);
            sb.AppendLine();
            sb.AppendFormat("Net: {0:N2}  Gross: {1:N2}  Pips {2:N1} ({3:N1}) Missing {4} - Stop Loss", maxLossNet, maxLossGross, LossVolume > 0 ? toMaxLossPipsAvg / LossVolume : 0, toMaxLossPips, missingStopLoss);
            sb.AppendLine();
            sb.AppendFormat("Net: {0:N2}  Gross: {1:N2}  Pips {2:N1} ({3:N1}) - Actual", actualNet, actualGross, actualVolume > 0 ? actualPipsAvg / actualVolume : 0, actualPips);
            Chart.DrawStaticText("StatInfo", sb.ToString(), VerticalAlignment.Top, HorizontalAlignment.Left, Color.White);
        }
    }
}