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PortfolioManager/Renderers/BollingerBandRenderer.cs

@@ -35,7 +35,7 @@ namespace PortfolioManager.Renderers
   {
     public enum OffsetType
     {
-      VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
+      VerticalOffset15PC, VerticalOffset10PC, VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
       MinBollingerDate, MaxBollingerDate, MinBollingerValue, MaxBollingerValue
     };
 
@@ -107,7 +107,7 @@ namespace PortfolioManager.Renderers
         Plotter.Plot.Axes.Left.TickGenerator = new ScottPlot.TickGenerators.NumericAutomatic()
         {
             LabelFormatter = (double value) => value.ToString("C") // "C" format specifier formats as currency
-        };      
+        };   
         Plotter.Plot.Axes.DateTimeTicksBottom();
         Plotter.Plot.Axes.AutoScale();
         Plotter.Plot.XLabel("Date");
@@ -196,6 +196,8 @@ namespace PortfolioManager.Renderers
       offsets.Add(OffsetDictionary.OffsetType.VerticalOffset1PC,spreadVert * .01);
       offsets.Add(OffsetDictionary.OffsetType.VerticalOffset3PC,spreadVert *.03);
       offsets.Add(OffsetDictionary.OffsetType.VerticalOffset5PC,spreadVert * .05);
+      offsets.Add(OffsetDictionary.OffsetType.VerticalOffset10PC,spreadVert * .10);
+      offsets.Add(OffsetDictionary.OffsetType.VerticalOffset15PC,spreadVert * .15);
     }
 
     /// <summary>
@@ -233,13 +235,13 @@ namespace PortfolioManager.Renderers
       coordinates = new Coordinates(dates[0].ToOADate(), values[0]);
       imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image, SizeFactor.Normal);
 
+      if(!showTradeLabels)return;
       // Place the text marker
       StringBuilder sb = new StringBuilder();
       sb.Append("Even ");
       sb.Append(Utility.FormatCurrency(zeroPrice.Close));
       double parityOffsetPercent = (latestPrice.Close - zeroPrice.Close) / zeroPrice.Close;
       sb.Append("(").Append(parityOffsetPercent < 0 ? "" : "+").Append(Utility.FormatPercent(parityOffsetPercent)).Append(")");
-//      image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 130, 24, FontFactor.FontSize);
       image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
       coordinates = new Coordinates(dates[0].ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), values[0] - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
       imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -271,6 +273,8 @@ namespace PortfolioManager.Renderers
         ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageStopLimitMarker, SizeFactor.Normal);
       }
 
+      if(!showTradeLabels)return;
+
       // Add the text marker
       if (null != stopLimits)
       {
@@ -287,7 +291,6 @@ namespace PortfolioManager.Renderers
             double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
             sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
           }
-//          Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
           Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
           Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
           ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -304,7 +307,6 @@ namespace PortfolioManager.Renderers
         sb.Append(stopLimit.StopType).Append(" ");
         sb.Append(Utility.FormatCurrency(stopLimit.StopPrice));
         sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
-//        Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
         Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
         Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), stopLimit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
         ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -382,7 +384,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Small);
         }
       }
@@ -393,7 +395,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Normal);
         }
       }
@@ -404,7 +406,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Large);
         }
       }
@@ -416,7 +418,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Small);
         }
       }
@@ -427,7 +429,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Normal);
         }
       }
@@ -438,7 +440,7 @@ namespace PortfolioManager.Renderers
         {
           DateTime date = dates[index];
           double value = values[index];
-          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
+          coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
           imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Large);
         }
       }
@@ -519,6 +521,19 @@ namespace PortfolioManager.Renderers
 
       // *********************************************************** P R O P E R T I E S *****************************************************
 
+    public StopLimits ExternalStopLimits
+    {
+      get
+      {
+        return stopLimits;
+      }
+      set
+      {
+        stopLimits = value;
+        base.OnPropertyChanged("ExternalStopLimits");
+      }
+    }
+
     public Prices Prices
     {
       get

PortfolioManager/ViewModels/BollingerBandViewModel.cs

@@ -124,6 +124,7 @@ namespace PortfolioManager.ViewModels
                   bollingerBandRenderer.SyncTradeToBand = syncTradeToBand;
                   bollingerBandRenderer.ShowInsiderTransactions = showInsiderTransactions;
                   bollingerBandRenderer.ShowTradeLabels = showTradeLabels;
+                  bollingerBandRenderer.ExternalStopLimits = stopLimits;
                   bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
                   bollingerBandRenderer.Render();
               });

PortfolioManager/ViewModels/MGSHMomentumViewModel.cs

@@ -21,6 +21,7 @@ using MarketData.MarketDataModel;
 using MarketData.Utils;
 using PortfolioManager.DataSeriesViewModels;
 using PortfolioManager.Dialogs;
+using PortfolioManager.Extensions;
 using PortfolioManager.Models;
 using PortfolioManager.UIUtils;
 using StopLimit = MarketData.MarketDataModel.StopLimit;
@@ -177,14 +178,92 @@ namespace PortfolioManager.ViewModels
       await ReloadTradeFile();
     }
 
+    // public async Task ExecuteBollingerBands()
+    // {
+    //   SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
+    //   saveParams.Referer=this;
+    //   WorkspaceInstantiator.Invoke(saveParams);      
+    //   await Task.FromResult(true);
+    // }
+
     public async Task ExecuteBollingerBands()
     {
-      SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
+      MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
+
+      StringBuilder sb = new StringBuilder();
+      SaveParameters saveParams = null;
+      sb = new StringBuilder();
+      sb.Append("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,");
+      sb.Append(selectedPosition.Symbol).Append(",");
+      sb.Append("SelectedWatchList,{All},SelectedDayCount,");
+      sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition, true));
+      saveParams = SaveParameters.Parse(sb.ToString());
+      SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
+      saveParams.AddRange(stopLimitParams);
       saveParams.Referer=this;
-      WorkspaceInstantiator.Invoke(saveParams);      
+      WorkspaceInstantiator.Invoke(saveParams);
       await Task.FromResult(true);
     }
 
+    // This getter returns non-model (MarketData.MarketDataModel) specific stop limits to pass along to the bollinger bands
+    private MarketData.MarketDataModel.StopLimits GetHistoricalStopLimitsMarketDataModel()
+    {
+      if (null == sessionParams || null == selectedPosition) return null;
+      DateGenerator dateGenerator = new DateGenerator();
+
+      MarketData.MarketDataModel.StopLimits marketDataModelStopLimits = new MarketData.MarketDataModel.StopLimits();
+
+      MarketData.Generator.Model.StopLimits stopLimits =
+        new MarketData.Generator.Model.StopLimits((from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits
+          where stopLimit.StopLimitId.Equals(selectedPosition.Symbol + Utility.DateTimeToStringYYYYMMDDMMSSTT(selectedPosition.PurchaseDate)) select stopLimit).
+          OrderByDescending(x => x.AnalysisDate).ToList());
+
+      MarketData.MarketDataModel.StopLimit initialStopLimit = new MarketData.MarketDataModel.StopLimit();
+      initialStopLimit.Symbol = selectedPosition.Symbol;
+      initialStopLimit.Shares = 0;
+      initialStopLimit.StopPrice = selectedPosition.InitialStopLimit;
+      initialStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
+      initialStopLimit.EffectiveDate = selectedPosition.PurchaseDate;
+      initialStopLimit.Active = 1;
+      marketDataModelStopLimits.Add(initialStopLimit);
+
+      foreach (MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
+      {
+        MarketData.MarketDataModel.StopLimit marketDataModelStopLimit = new MarketData.MarketDataModel.StopLimit();
+        marketDataModelStopLimit.Symbol = stopLimit.Symbol;
+        marketDataModelStopLimit.Shares = 0;
+        marketDataModelStopLimit.StopPrice = stopLimit.NewStop;
+        marketDataModelStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
+        marketDataModelStopLimit.EffectiveDate = stopLimit.AnalysisDate;
+        marketDataModelStopLimit.Active = 1;
+        marketDataModelStopLimits.Add(marketDataModelStopLimit);
+      }
+
+      return marketDataModelStopLimits;
+    }
+
+    private int GetDayCountSelectionForBollingerBands(MGSHPositionModel selectedPosition,bool ignoreActivePosition=false)
+    {
+      DateGenerator dateGenerator=new DateGenerator();
+      DateTime maxDate = DateTime.Today;
+
+      if(!ignoreActivePosition)
+      {
+        maxDate = PricingDA.GetLatestDate(selectedPosition.Symbol);
+        if(!selectedPosition.IsActivePosition)
+        {
+          maxDate = selectedPosition.SellDate;
+        }
+      }
+      int daysBetween=dateGenerator.DaysBetween(selectedPosition.PurchaseDate, maxDate);
+      if(daysBetween<90)return 90;
+      if(daysBetween<180)return 180;
+      if(daysBetween<360)return 360;
+      if(daysBetween<720)return 720;
+      if(daysBetween<1440)return 1440;
+      return 3600;
+    }
+
     public async Task ReloadTradeFile()
     {
       LoadSessionFile();

PortfolioManager/Views/BollingerBandView.axaml.cs

@@ -1,10 +1,15 @@
 using System;
 using Avalonia;
 using Avalonia.Controls;
+using Avalonia.Input;
 using Avalonia.Interactivity;
 using Avalonia.Markup.Xaml;
+using Eremex.AvaloniaUI.Controls.Utils;
 using PortfolioManager.ViewModels;
+using ScottPlot;
 using ScottPlot.Avalonia;
+using ScottPlot.DataSources;
+using ScottPlot.Plottables;
 
 namespace PortfolioManager.Views;
 
@@ -25,8 +30,28 @@ public partial class BollingerBandView : UserControl
       if (null!=viewModel && default == viewModel.Plotter)
       {
         viewModel.Plotter = new AvaPlot();
+        viewModel.Plotter.PointerMoved+=OnPointerMoved;
         viewModel.OnPlotterLoaded(viewModel.Plotter);
       }
     }
   }
+
+  private void OnPointerMoved(object sender, PointerEventArgs pointerEventArgs)
+  {
+    // AvaPlot avaPlot = (sender as AvaPlot);
+    // if(default == avaPlot)return;
+    // Point position = pointerEventArgs.GetPosition(this);
+    // avaPlot.Plot.Remove<Crosshair>();
+    // avaPlot.Plot.Add.Crosshair(position.X,position.Y);
+    // avaPlot.Refresh();
+
+    // Point clientMousePosition = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
+    // avaPlot.Plot.Add.Crosshair(clientMousePosition.X,clientMousePosition.Y);
+    // PointerPoint point = pointerEventArgs.GetCurrentPoint(null);
+    // Point position = point.Position;
+//    Point clientPoint = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
+//    Coordinates coordinates = avaPlot.Plot.GetCoordinates(position.X, position.Y);
+//    avaPlot.Plot.Remove<Crosshair>();
+    // avaPlot.Plot.Add.Crosshair(position.X,position.Y);
+  }
 }