Make the RMultiple a numeric value in the Telerik grid.
This commit is contained in:
@@ -71,8 +71,10 @@ namespace TradeBlotter.Model
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base.OnPropertyChanged("ActiveMarketValue");
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base.OnPropertyChanged("GainLoss");
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base.OnPropertyChanged("GainLossPcnt");
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base.OnPropertyChanged("RMultipleAsString");
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// base.OnPropertyChanged("RMultipleAsString");
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base.OnPropertyChanged("RMultiple");
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base.OnPropertyChanged("EdgeRatioAsString");
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base.OnPropertyChanged("CurrentPriceColor");
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base.OnPropertyChanged("TrailingStopLimitColor");
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base.OnPropertyChanged("InitialStopLimitColor");
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@@ -81,6 +83,7 @@ namespace TradeBlotter.Model
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base.OnPropertyChanged("GainLossColor");
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base.OnPropertyChanged("GainLossPcntColor");
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base.OnPropertyChanged("EdgeRatioAsStringColor");
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base.OnPropertyChanged("RMultipleColor");
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}
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public Position Position
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{
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@@ -229,7 +232,13 @@ namespace TradeBlotter.Model
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{
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get{return Utility.FormatNumber((position.CurrentPrice-position.PurchasePrice)/(position.PurchasePrice-position.InitialStopLimit),2,false)+"R";} // always based on original position risk
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}
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public Brush RMultipleAsStringColor
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public double RMultiple
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{
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get{return (position.CurrentPrice-position.PurchasePrice)/(position.PurchasePrice-position.InitialStopLimit);} // always based on original position risk
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}
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public Brush RMultipleColor
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{
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get
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{
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@@ -48,6 +48,7 @@ namespace TradeBlotter.Model
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base.OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Reset,null));
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}
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}
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public class MGSHPositionModel : ModelBase, IPositionModel
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{
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private MGSHPosition position = new MGSHPosition();
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@@ -61,6 +62,7 @@ namespace TradeBlotter.Model
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public MGSHPositionModel()
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{
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}
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public MGSHPositionModel(MGSHPosition position, int slot)
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{
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Slot=slot;
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@@ -84,6 +86,7 @@ namespace TradeBlotter.Model
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InitialStopLimit=position.InitialStopLimit;
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TrailingStopLimit=position.TrailingStopLimit;
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LastStopAdjustment=position.LastStopAdjustment;
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PositionRiskPercentDecimal=position.PositionRiskPercentDecimal;
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Comment=position.Comment;
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}
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public MGSHPositionModel(MGSHPosition position)
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@@ -109,6 +112,7 @@ namespace TradeBlotter.Model
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InitialStopLimit=position.InitialStopLimit;
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TrailingStopLimit=position.TrailingStopLimit;
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LastStopAdjustment=position.LastStopAdjustment;
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PositionRiskPercentDecimal=position.PositionRiskPercentDecimal;
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Comment=position.Comment;
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}
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@@ -138,6 +142,7 @@ namespace TradeBlotter.Model
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InitialStopLimit=position.InitialStopLimit;
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TrailingStopLimit=position.TrailingStopLimit;
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LastStopAdjustment=position.LastStopAdjustment;
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PositionRiskPercentDecimal=position.PositionRiskPercentDecimal;
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Comment=position.Comment;
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this.position.R=position.R;
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}
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@@ -150,13 +155,23 @@ namespace TradeBlotter.Model
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base.OnPropertyChanged("ActiveMarketValue");
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base.OnPropertyChanged("GainLoss");
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base.OnPropertyChanged("GainLossPcnt");
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base.OnPropertyChanged("Comment");
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base.OnPropertyChanged("PositionRiskPercentDecimal");
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base.OnPropertyChanged("R");
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base.OnPropertyChanged("TotalRiskExposure");
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base.OnPropertyChanged("RMultiple");
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base.OnPropertyChanged("CurrentPriceColor");
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base.OnPropertyChanged("TrailingStopLimitColor");
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base.OnPropertyChanged("InitialStopLimitColor");
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base.OnPropertyChanged("ActiveMarketValueColor");
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base.OnPropertyChanged("GainLossColor");
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base.OnPropertyChanged("GainLossPcntColor");
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base.OnPropertyChanged("Comment");
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base.OnPropertyChanged("RColor");
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base.OnPropertyChanged("TotalRiskExposureColor");
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base.OnPropertyChanged("RMultipleColor");
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}
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public String Symbol
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@@ -170,6 +185,7 @@ namespace TradeBlotter.Model
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get{return position.Comment;}
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set{position.Comment=value;base.OnPropertyChanged("Comment");}
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}
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public DateTime PurchaseDate
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{
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get{return position.PurchaseDate;}
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@@ -225,16 +241,99 @@ namespace TradeBlotter.Model
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return Slot.ToString();
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}
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}
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public double PositionRiskPercentDecimal
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{
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get
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{
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return position.PositionRiskPercentDecimal;
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}
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set
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{
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position.PositionRiskPercentDecimal=value;
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base.OnPropertyChanged("PositionRiskPercentDecimal");
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}
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}
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// ************************************************************************************************************************************
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// ******************************************************************** R I S K *******************************************************
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// ************************************************************************************************************************************
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public double R
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{
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get
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{
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if(position.TrailingStopLimit>position.PurchasePrice)return 0.00; // here we are considering the current risk/share which is based on our stop limit
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return position.TrailingStopLimit>position.PurchasePrice?0.00:position.PurchasePrice-position.TrailingStopLimit;
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}
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}
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public Brush RColor
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{
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get
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{
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if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public String RMultipleAsString
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{
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get { return Utility.FormatNumber((position.CurrentPrice - position.PurchasePrice) / (position.PurchasePrice - position.InitialStopLimit), 2, false) + "R"; } // always based on original position risk
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}
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//public Brush RMultipleAsStringColor
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//{
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// get
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// {
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// if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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//}
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public double RMultiple
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{
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get{return (position.CurrentPrice-position.PurchasePrice)/(position.PurchasePrice-position.InitialStopLimit);} // always based on original position risk
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}
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public Brush RMultipleColor
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{
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get
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{
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if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public double TotalRiskExposure
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{
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get{return R*position.Shares;}
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}
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public Brush TotalRiskExposureColor
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{
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get
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{
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if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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// ************************************************************************************************************************************
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public double Shares
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{
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get{return position.Shares;}
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set{position.Shares=value;base.OnPropertyChanged("Shares");base.OnPropertyChanged("Exposure");base.OnPropertyChanged("ActiveExposure");base.OnPropertyChanged("MarketValue");base.OnPropertyChanged("ActiveMarketValue");base.OnPropertyChanged("GainLoss");base.OnPropertyChanged("GainLossPcnt");}
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}
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public double PurchasePrice
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{
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get{return position.PurchasePrice;}
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set{position.PurchasePrice=value;base.OnPropertyChanged("PurchasePrice");base.OnPropertyChanged("Exposure");base.OnPropertyChanged("ActiveExposure");base.OnPropertyChanged("GainLoss");base.OnPropertyChanged("GainLossPcnt");}
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}
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public double CurrentPrice
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{
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get{return position.CurrentPrice;}
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@@ -250,6 +349,7 @@ namespace TradeBlotter.Model
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UpdateProperties();
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}
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}
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public double RSI3
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{
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get{return rsi3;}
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@@ -261,11 +361,13 @@ namespace TradeBlotter.Model
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base.OnPropertyChanged("RSI3Color");
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}
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}
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public DateTime LastUpdated
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{
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get{return lastUpdated;}
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set{lastUpdated=value;base.OnPropertyChanged("LastUpdated");}
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}
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public Brush CurrentPriceColor
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{
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get
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@@ -276,6 +378,7 @@ namespace TradeBlotter.Model
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else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public Brush RSI3Color
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{
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get
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@@ -285,14 +388,17 @@ namespace TradeBlotter.Model
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return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public double Exposure
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{
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get{return Shares*PurchasePrice;}
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}
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public double ActiveExposure
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{
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get{return IsActivePosition?Exposure:0.00;}
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}
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public Brush ActiveExposureColor
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{
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get
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@@ -301,14 +407,17 @@ namespace TradeBlotter.Model
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else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public double MarketValue
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{
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get{return Shares*CurrentPrice;}
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}
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public double ActiveMarketValue
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{
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get{return IsActivePosition?MarketValue:0.00;}
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}
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public Brush ActiveMarketValueColor
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{
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get
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@@ -319,20 +428,24 @@ namespace TradeBlotter.Model
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else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public long Volume
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{
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get{return position.Volume;}
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set{position.Volume=value;base.OnPropertyChanged("Volume");}
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}
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public double Return1D
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{
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get{return position.Return1D;}
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set{position.Return1D=value;base.OnPropertyChanged("Return1D");}
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}
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public double GainLoss
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{
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get{return MarketValue-Exposure;}
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}
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public Brush GainLossColor
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{
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get
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@@ -347,6 +460,7 @@ namespace TradeBlotter.Model
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{
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get{return (MarketValue-Exposure)/Exposure;}
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}
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public Brush GainLossPcntColor
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{
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get
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@@ -357,51 +471,61 @@ namespace TradeBlotter.Model
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else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public double CumReturn252
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{
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get{return position.CumReturn252;}
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set{position.CumReturn252=value;base.OnPropertyChanged("CumReturn252");}
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}
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public double IDIndicator
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{
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get{return position.IDIndicator;}
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set{position.IDIndicator=value;base.OnPropertyChanged("IDIndicator");}
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}
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public double Score
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{
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get { return position.Score; }
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set { position.Score=value; base.OnPropertyChanged("Score"); }
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}
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public double MaxDrawdown
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{
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get{return position.MaxDrawdown;}
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set{position.MaxDrawdown=value;base.OnPropertyChanged("MaxDrawdown");}
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}
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public double MaxUpside
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{
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get{return position.MaxUpside;}
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set{position.MaxUpside=value;base.OnPropertyChanged("MaxUpside");}
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}
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public double Velocity
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{
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get{return position.Velocity;}
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set{position.Velocity=value;base.OnPropertyChanged("Velocity");}
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}
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public double PE
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{
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get{return position.PE;}
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set{position.PE=value;base.OnPropertyChanged("PE");}
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}
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public String ZacksRank
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{
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get {return position.ZacksRank;}
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set{position.ZacksRank=value;base.OnPropertyChanged("ZacksRank");}
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}
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public double Beta
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{
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get{return position.Beta;}
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set{position.Beta=value;base.OnPropertyChanged("Beta");}
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}
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public bool IsActivePosition
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{
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get{return Utility.IsEpoch(SellDate)?true:false;}
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@@ -430,6 +554,7 @@ namespace TradeBlotter.Model
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return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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}
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}
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public double TrailingStopLimit
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{
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get { return position.TrailingStopLimit; }
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@@ -440,6 +565,7 @@ namespace TradeBlotter.Model
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base.OnPropertyChanged("TrailingStopLimitColor");
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}
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}
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public Brush TrailingStopLimitColor
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{
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get
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@@ -457,6 +583,7 @@ namespace TradeBlotter.Model
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get { return position.LastStopAdjustment; }
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set { position.LastStopAdjustment=value; base.OnPropertyChanged("LastStopAdjustment"); }
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}
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public Brush LastStopAdjustmentColor
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{
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get
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