Improve BollingerBandRendering

PortfolioManager/Renderers/BollingerBandRenderer.cs

@@ -56,6 +56,13 @@ namespace PortfolioManager.Renderers
         PropertyChanged += OnBollingerBandRendererPropertyChanged;
       }
       
+      private DateTime EarliestBollingerBandDate {get;set;}   // This gets set when the bollinger band is generated
+      
+      private bool IsVisible(DateTime date)
+      {
+        return syncTradeToBand || date >= EarliestBollingerBandDate;
+      }      
+
       private void OnBollingerBandRendererPropertyChanged(Object sender, PropertyChangedEventArgs eventArgs)
       {
         if (eventArgs.PropertyName.Equals("ShowLegend"))
@@ -94,6 +101,7 @@ namespace PortfolioManager.Renderers
     {
       lock(Plotter.Plot.Sync)
       {
+        int bollingerBandMovingAverageDays = 20;
         MDTrace.WriteLine(LogLevel.DEBUG,$"[SetData] ENTER");
         this.selectedSymbol = selectedSymbol;
         this.selectedDayCount = selectedDayCount;
@@ -106,13 +114,18 @@ namespace PortfolioManager.Renderers
         if (null != portfolioTrades && 0 != portfolioTrades.Count)
         {
           DateGenerator dateGenerator = new DateGenerator();
-          DateTime earliestTrade = portfolioTrades[0].TradeDate;
+          DateTime earliestTrade = portfolioTrades.First().TradeDate;  // portfolio trades are ordered with earliest trade in the lowest index
-          earliestTrade = earliestTrade.AddDays(-30);
+          earliestTrade = dateGenerator.GenerateHistoricalDate(earliestTrade, bollingerBandMovingAverageDays);  // cover the moving average lag in the band
           int daysBetween = dateGenerator.DaysBetween(earliestTrade, DateTime.Now);
-          if (daysBetween < selectedDayCount || !syncTradeToBand) prices = PricingDA.GetPrices(selectedSymbol, selectedDayCount);
+          if (daysBetween < selectedDayCount || !syncTradeToBand)
-          else prices = PricingDA.GetPrices(selectedSymbol, earliestTrade);
+          {
-
+             prices = PricingDA.GetPrices(selectedSymbol, selectedDayCount + bollingerBandMovingAverageDays);
-          DateTime earliestInsiderTransactionDate = dateGenerator.GenerateFutureBusinessDate(prices[prices.Count - 1].Date, 30);
+          }
+          else 
+          {
+            prices = PricingDA.GetPrices(selectedSymbol, earliestTrade);
+          }
+          DateTime earliestInsiderTransactionDate = dateGenerator.GenerateFutureBusinessDate(prices.Last().Date, 30);
           insiderTransactionSummaries = InsiderTransactionDA.GetInsiderTransactionSummaries(selectedSymbol, earliestInsiderTransactionDate);
 
           // calculate the break even price on the open trades for this symbol
@@ -123,8 +136,8 @@ namespace PortfolioManager.Renderers
 
           if (!syncTradeToBand)
           {
-            DateTime earliestPricingDate = prices[prices.Count - 1].Date;
+            DateTime earliestPricingDate = prices.Last().Date;
-            earliestPricingDate = earliestPricingDate.AddDays(30);
+            earliestPricingDate = dateGenerator.GenerateHistoricalDate(earliestPricingDate, bollingerBandMovingAverageDays);
             IEnumerable<PortfolioTrade> tradesInRange = (from portfolioTrade in portfolioTradesLots where portfolioTrade.TradeDate >= earliestPricingDate select portfolioTrade);
             portfolioTrades = new PortfolioTrades();
             foreach (PortfolioTrade portfolioTrade in tradesInRange) portfolioTrades.Add(portfolioTrade);
@@ -133,15 +146,16 @@ namespace PortfolioManager.Renderers
         }
         else
         {
-          prices = PricingDA.GetPrices(selectedSymbol, selectedDayCount);
+          prices = PricingDA.GetPrices(selectedSymbol, selectedDayCount + bollingerBandMovingAverageDays);
           if (null != prices && 0 != prices.Count)
           {
             DateGenerator dateGenerator = new DateGenerator();
-            DateTime earliestInsiderTransactionDate = dateGenerator.GenerateFutureBusinessDate(prices[prices.Count - 1].Date, 30);
+            DateTime earliestInsiderTransactionDate = dateGenerator.GenerateFutureBusinessDate(prices.Last().Date, 30);
             insiderTransactionSummaries = InsiderTransactionDA.GetInsiderTransactionSummaries(selectedSymbol, earliestInsiderTransactionDate);
           }
         }
-        bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices);
+        bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices, bollingerBandMovingAverageDays);
+        EarliestBollingerBandDate = bollingerBands.Min(x=>x.Date);
         textMarkerManager.Clear();
         CalculateOffsets();
         GenerateBollingerBands();
@@ -236,98 +250,78 @@ namespace PortfolioManager.Renderers
       imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
     }
 
-    /// <summary>
-    /// Generate Stop Limits
-    /// </summary>
     private void GenerateStopLimits()
     {
-      if (null == externalStopLimits && null == zeroPrice) return;
+        if (externalStopLimits == null && zeroPrice == null) return;
-      if (null != externalStopLimits)
-      {
-        StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(externalStopLimits);
-      }
-      else if (null != internalStopLimits && null != zeroPrice)
-      {
-        StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(zeroPrice.Date, internalStopLimits);
-      }
-      (DateTime[] dates, double[] values) = StopLimits.ToXYData();
 
-      // Add the image markers
+        // Create the composite data source
-      Image imageStopLimitMarker = TextMarkerImageGenerator.ToSPImage(ImageCache.GetInstance().GetImage(ImageCache.ImageType.RedTriangleUp));
+        if (externalStopLimits != null)
-      for (int index = 0; index < dates.Length; index++)
+            StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(externalStopLimits);
-      {
+        else if (internalStopLimits != null && zeroPrice != null)
-        DateTime date = dates[index];
+            StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(zeroPrice.Date, internalStopLimits);
-        double value = values[index];
-        Coordinates coordinates = new Coordinates(date.ToOADate(), value);
-        ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageStopLimitMarker, SizeFactor.Normal);
-      }
 
-      if(!showTradeLabels)return;
+        (DateTime[] dates, double[] values) = StopLimits.ToXYData();
-      Price latestPrice = prices[0];
 
-      // Add the text marker
+        // Add the image markers
-      if (null != externalStopLimits)
+        Image imageStopLimitMarker = TextMarkerImageGenerator.ToSPImage(
-      {
+            ImageCache.GetInstance().GetImage(ImageCache.ImageType.RedTriangleUp));
-        for (int index = 0; index < externalStopLimits.Count; index++)
+
+        for (int i = 0; i < dates.Length; i++)
         {
-          StopLimit limit = externalStopLimits[index];
+            DateTime date = dates[i];
 
-          StringBuilder sb = new StringBuilder();
+            if (!IsVisible(date))
-          sb.Append(limit.StopType).Append(" ");
+                continue;
-          sb.Append(Utility.FormatCurrency(limit.StopPrice));
-          if (index == externalStopLimits.Count - 1)
-          {
-            double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
-            sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
-          }
-          Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
-          Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), 
-               limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
 
-          coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+            double value = values[i];
-
+            Coordinates coordinates = new Coordinates(date.ToOADate(), value);
-          ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
+            Plotter.Plot.Add.ImageMarker(coordinates, imageStopLimitMarker, SizeFactor.Normal);
-        }
-      }
-      else
-      {
-        if (null == zeroPrice) return;
-        if (null == internalStopLimits || null == zeroPrice) return;
-        for (int index = 0; index < internalStopLimits.Count; index++)
-        {
-          StopLimit limit = internalStopLimits[index];
-
-          StringBuilder sb = new StringBuilder();
-          sb.Append(limit.StopType).Append(" ");
-          sb.Append(Utility.FormatCurrency(limit.StopPrice));
-          if (index == internalStopLimits.Count - 1)
-          {
-            double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
-            sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
-          }
-          Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
-          Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), 
-               limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
-
-          coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
-
-          ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
         }
 
-        // double percentOffsetFromLow = ((latestPrice.Low - stopLimit.StopPrice) / stopLimit.StopPrice);
+        if (!showTradeLabels) return;
 
-        // StringBuilder sb = new StringBuilder();
+        Price latestPrice = prices[0];
-        // 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(), FontFactor.FontSize);
-        // Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), 
-        //     stopLimit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
 
-        // coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+        // Helper to draw text markers
+        void DrawTextMarker(StopLimit limit, bool isLast)
+        {
+            if (!IsVisible(limit.EffectiveDate)) return;
 
-        // ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
+            StringBuilder sb = new StringBuilder();
-      }
+            sb.Append(limit.StopType).Append(" ");
+            sb.Append(Utility.FormatCurrency(limit.StopPrice));
+
+            if (isLast)
+            {
+                double percentOffsetFromLow = (latestPrice.Low - limit.StopPrice) / limit.StopPrice;
+                sb.Append(" (")
+                  .Append(percentOffsetFromLow > 0 ? "+" : "")
+                  .Append(Utility.FormatPercent(percentOffsetFromLow))
+                  .Append(")");
+            }
+
+            Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
+            Coordinates coordinates = new Coordinates(
+                limit.EffectiveDate.ToOADate(),
+                limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+            coordinates = textMarkerManager.GetBestMarkerLocation(
+                coordinates.X, coordinates.Y, offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+            Plotter.Plot.Add.ImageMarker(coordinates, image);
+        }
+
+        // Draw external or internal stop limits
+        if (externalStopLimits != null)
+        {
+            for (int i = 0; i < externalStopLimits.Count; i++)
+                DrawTextMarker(externalStopLimits[i], i == externalStopLimits.Count - 1);
+        }
+        else if (internalStopLimits != null && zeroPrice != null)
+        {
+            for (int i = 0; i < internalStopLimits.Count; i++)
+                DrawTextMarker(internalStopLimits[i], i == internalStopLimits.Count - 1);
+        }
     } 
        
     /// <summary>
@@ -335,39 +329,55 @@ namespace PortfolioManager.Renderers
     /// </summary>
     private void GenerateTradePoints()
     {
-      if (null == portfolioTradesLots || 0 == portfolioTradesLots.Count) return;
+        if (portfolioTradesLots == null || portfolioTradesLots.Count == 0) return;
 
-      // Here we add the image markers     
+        // Add the image markers
-      Image tradePointMarker = TextMarkerImageGenerator.ToSPImage(ImageCache.GetInstance().GetImage(ImageCache.ImageType.YellowTriangleUp));
+        Image tradePointMarker = TextMarkerImageGenerator.ToSPImage(
-      for (int index = 0; index < portfolioTradesLots.Count; index++)
+            ImageCache.GetInstance().GetImage(ImageCache.ImageType.YellowTriangleUp));
-      {
-        PortfolioTrade portfolioTrade = portfolioTradesLots[index];
-        Coordinates coordinates = new Coordinates(portfolioTrade.TradeDate.ToOADate(), portfolioTrade.Price);
-        ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, tradePointMarker, SizeFactor.Normal);
-      }
 
-      if (showTradeLabels)
+        foreach (var portfolioTrade in portfolioTradesLots)
-      {
-        // This adds the text markers      
-        for (int index = 0; index < portfolioTradesLots.Count; index++)
         {
-          PortfolioTrade portfolioTrade = portfolioTradesLots[index];
+            if (!IsVisible(portfolioTrade.TradeDate))
-          StringBuilder sb = new StringBuilder();
+                continue;
-          sb.Append(portfolioTrade.BuySell.Equals("B") ? "Buy " : "Sell ");
-          sb.Append(Utility.FormatNumber(portfolioTrade.Shares));
-          sb.Append("@");
-          sb.Append(Utility.FormatCurrency(portfolioTrade.Price));
-          Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
-          Coordinates coordinates = new Coordinates(portfolioTrade.TradeDate.ToOADate(), 
-             portfolioTrade.Price - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
 
-          coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+            Coordinates coordinates = new Coordinates(
+                portfolioTrade.TradeDate.ToOADate(), 
+                portfolioTrade.Price);
 
-          ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
+            ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, tradePointMarker, SizeFactor.Normal);
+        }
+
+        if (!showTradeLabels) return;
+
+        // Add the text markers
+        foreach (var portfolioTrade in portfolioTradesLots)
+        {
+            if (!IsVisible(portfolioTrade.TradeDate))
+                continue;
+
+            StringBuilder sb = new StringBuilder();
+            sb.Append(portfolioTrade.BuySell.Equals("B") ? "Buy " : "Sell ");
+            sb.Append(Utility.FormatNumber(portfolioTrade.Shares));
+            sb.Append("@");
+            sb.Append(Utility.FormatCurrency(portfolioTrade.Price));
+
+            Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
+
+            Coordinates coordinates = new Coordinates(
+                portfolioTrade.TradeDate.ToOADate(),
+                portfolioTrade.Price - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+            coordinates = textMarkerManager.GetBestMarkerLocation(
+                coordinates.X,
+                coordinates.Y,
+                offsets,
+                offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+            ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
         }
-      }
     }
 
+
     /// <summary>
     /// Generate Insider Transactions
     /// </summary>
@@ -382,8 +392,8 @@ namespace PortfolioManager.Renderers
       // get the maximum date in the bollinger band series
       DateTime maxBollingerDate = (from BollingerBandElement bollingerBandElement in bollingerBands select bollingerBandElement.Date).Max();
       // ensure that the insider transactions are clipped to the bollingerband max date.  There are some items in insider transaction summaries (options dated in the future) that will throw the graphic out of proportion
-      InsiderTransactionSummaries disposedSummaries = new InsiderTransactionSummaries((from InsiderTransactionSummary insiderTransactionSummary in insiderTransactionSummaries where insiderTransactionSummary.NumberOfSharesAcquiredDisposed < 0 && insiderTransactionSummary.TransactionDate.Date <= maxBollingerDate select insiderTransactionSummary).ToList());
+      InsiderTransactionSummaries disposedSummaries = new InsiderTransactionSummaries((from InsiderTransactionSummary insiderTransactionSummary in insiderTransactionSummaries where insiderTransactionSummary.NumberOfSharesAcquiredDisposed < 0 && insiderTransactionSummary.TransactionDate.Date <= maxBollingerDate && IsVisible(insiderTransactionSummary.TransactionDate.Date) select insiderTransactionSummary).ToList());
-      InsiderTransactionSummaries acquiredSummaries = new InsiderTransactionSummaries((from InsiderTransactionSummary insiderTransactionSummary in insiderTransactionSummaries where insiderTransactionSummary.NumberOfSharesAcquiredDisposed > 0 && insiderTransactionSummary.TransactionDate.Date <= maxBollingerDate select insiderTransactionSummary).ToList());
+      InsiderTransactionSummaries acquiredSummaries = new InsiderTransactionSummaries((from InsiderTransactionSummary insiderTransactionSummary in insiderTransactionSummaries where insiderTransactionSummary.NumberOfSharesAcquiredDisposed > 0 && insiderTransactionSummary.TransactionDate.Date <= maxBollingerDate && IsVisible(insiderTransactionSummary.TransactionDate.Date) select insiderTransactionSummary).ToList());
 
       BinCollection<InsiderTransactionSummary> disposedSummariesBin = BinHelper<InsiderTransactionSummary>.CreateBins(new BinItems<InsiderTransactionSummary>(disposedSummaries), 3);
       BinCollection<InsiderTransactionSummary> acquiredSummariesBin = BinHelper<InsiderTransactionSummary>.CreateBins(new BinItems<InsiderTransactionSummary>(acquiredSummaries), 3);

PortfolioManager/saveparams.config

@@ -1,4 +1,6 @@
 Type,PortfolioManager.ViewModels.MGSHMomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\MGSH20250331.TXT
 Type,PortfolioManager.ViewModels.MomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\MG20180131.TXT
 Type,PortfolioManager.ViewModels.CMMomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\CM20191031.TXT
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,ALHC,SelectedWatchList,{ALL},SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
+Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,ALHC,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,True,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
+Type,PortfolioManager.ViewModels.CMTrendViewModel,PathFileName,C:\boneyard\marketdata\bin\Debug\saferun\CMT20200817.TXT
+Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,HWM,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True,StopHistoryCount,5,StopHistory_0,Symbol=HWM|StopPrice=176.71|Shares=0|StopType=Stop Quote|EffectiveDate=11/17/2025,StopHistory_1,Symbol=HWM|StopPrice=186.778498840332|Shares=0|StopType=Stop Quote|EffectiveDate=11/26/2025,StopHistory_2,Symbol=HWM|StopPrice=193.123001594543|Shares=0|StopType=Stop Quote|EffectiveDate=12/26/2025,StopHistory_3,Symbol=HWM|StopPrice=197.56385799408|Shares=0|StopType=Stop Quote|EffectiveDate=1/26/2026,StopHistory_4,Symbol=HWM|StopPrice=235.233001537323|Shares=0|StopType=Stop Quote|EffectiveDate=2/25/2026