From 3f73fcb7a08a5987ebed7d08aed049f3dd8c4a3f Mon Sep 17 00:00:00 2001
From: Sean <skessler1964@gmail.com>
Date: Thu, 20 Feb 2025 10:36:27 -0500
Subject: [PATCH] Implement new bollinger band for model position.

---
 ViewModels/CMTTrendViewModel.cs | 96 +++++++++++++++++++--------------
 1 file changed, 55 insertions(+), 41 deletions(-)

diff --git a/ViewModels/CMTTrendViewModel.cs b/ViewModels/CMTTrendViewModel.cs
index 0aead12..0fedc03 100644
--- a/ViewModels/CMTTrendViewModel.cs
+++ b/ViewModels/CMTTrendViewModel.cs
@@ -82,6 +82,7 @@ namespace TradeBlotter.ViewModels
     private RelayCommand relativeStrengthCommandPosition;
     private RelayCommand macdCommandPosition;
     private RelayCommand bollingerBandCommandPosition;
+    private RelayCommand bollingerBandCommandPositionAll;
     private RelayCommand priceHistoryCommandPosition;
     private RelayCommand stickerValuationCommandPosition;
     private RelayCommand dcfValuationCommandPosition;
@@ -202,7 +203,8 @@ namespace TradeBlotter.ViewModels
       get
       {
         ObservableCollection<MenuItem> collection=new ObservableCollection<MenuItem>();
-        collection.Add(new MenuItem() { Text="Display Bollinger Band",MenuItemClickedCommand=DisplayBollingerBandPosition,StaysOpenOnClick=false });
+        collection.Add(new MenuItem() { Text="Display Bollinger Band Model Position",MenuItemClickedCommand=DisplayBollingerBandPosition,StaysOpenOnClick=false });
+        collection.Add(new MenuItem() { Text="Display Bollinger Band All",MenuItemClickedCommand=DisplayBollingerBandPositionAll,StaysOpenOnClick=false });
         collection.Add(new MenuItem() { Text="Display Headlines",MenuItemClickedCommand=DisplayHeadlinesPosition,StaysOpenOnClick=false });
         collection.Add(new MenuItem() { Text="Display Dividend History",MenuItemClickedCommand=DisplayDividendHistoryPosition,StaysOpenOnClick=false });
         collection.Add(new MenuItem() { Text="Display Sticker Valuation",MenuItemClickedCommand=DisplayStickerValuationPosition,StaysOpenOnClick=false });
@@ -802,6 +804,17 @@ namespace TradeBlotter.ViewModels
         return bollingerBandCommandPosition;
       }
     }
+    public ICommand DisplayBollingerBandPositionAll
+    {
+      get
+      {
+        if(bollingerBandCommandPositionAll==null)
+        {
+          bollingerBandCommandPositionAll=new RelayCommand(param => this.DisplayBollingerBandCommandPositionAll(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
+        }
+        return bollingerBandCommandPositionAll;
+      }
+    }
     public ICommand AddToWatchListPosition
     {
       get
@@ -952,43 +965,9 @@ namespace TradeBlotter.ViewModels
 // *************************************************************************************************************************************************************
 // ********************************************************************** C O M M A N D  W O R K E R S  P O S I T I O N ****************************************
 // *************************************************************************************************************************************************************
-    //public void DisplayBollingerBandCommandPosition()
-    //{
-    //  String strStopLimits=null;
-    //  MarketData.MarketDataModel.StopLimits stopLimits=GetHistoricalStopLimitsMarketDataModel();
-    //  StringBuilder sb=new StringBuilder();
-    //  if(null!=stopLimits && 0!=stopLimits.Count)
-    //  {
-    //    sb.Append(",");
-    //    NVPCollections nvpCollections=stopLimits.ToNVPCollections();
-    //    sb.Append("StopHistoryCount").Append(",").Append(String.Format("{0}",nvpCollections.Count)).Append(",");
-    //    for(int index=0;index<nvpCollections.Count;index++)
-    //    {
-    //      sb.Append(String.Format("StopHistory_{0}",index)).Append(",").Append(nvpCollections[index].ToString());
-    //      if(index<nvpCollections.Count-1)sb.Append(",");
-    //    }
-    //  }
-    //  strStopLimits=sb.ToString();
-    //  SaveParameters saveParams=null;
-    //  if(null!=strStopLimits)
-    //  {
-    //    sb=new StringBuilder();
-    //    sb.Append("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol,");
-    //    sb.Append(selectedPosition.Symbol).Append(",");
-    //    sb.Append("SelectedWatchList,{All},SelectedDayCount,");
-    //    sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition));
-    //    sb.Append(String.IsNullOrEmpty(strStopLimits)?"":strStopLimits);
-    //    saveParams=SaveParameters.Parse(sb.ToString());
-    //  }
-    //  else
-    //  { 
-    //    saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All},SelectedDayCount,90");
-    //  }
-    //  saveParams.Referer=this;
-    //  WorkspaceInstantiator.Invoke(saveParams);
-    //}
 
-    public void DisplayBollingerBandCommandPosition()
+// Legacy bollinger band
+    public void DisplayBollingerBandCommandPositionAll()
     {
       MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
 
@@ -1002,10 +981,32 @@ namespace TradeBlotter.ViewModels
       saveParams = SaveParameters.Parse(sb.ToString());
       SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
       saveParams.AddRange(stopLimitParams);
+      saveParams.Referer = this;
+      WorkspaceInstantiator.Invoke(saveParams);
+    }
+// Bollinger band for this position
+    public void DisplayBollingerBandCommandPosition()
+    {
+      MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
+
+      StringBuilder sb = new StringBuilder();
+      SaveParameters saveParams = null;
+      sb = new StringBuilder();
+      sb.Append("Type,TradeBlotter.ViewModels.BollingerBandPositionViewModel,SelectedSymbol,");
+      sb.Append(selectedPosition.Symbol).Append(",");
+      sb.Append("SelectedWatchList,{All},SelectedDayCount,");
+      sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition));
+      saveParams = SaveParameters.Parse(sb.ToString());
+      SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
+      saveParams.AddRange(stopLimitParams);
+      SaveParameters portfolioTradesParams = PortfolioTradesExtensions.FromPosition(selectedPosition);
+      saveParams.AddRange(portfolioTradesParams);
       saveParams.Referer=this;
       WorkspaceInstantiator.Invoke(saveParams);
     }
 
+
+
     private int GetDayCountSelectionForBollingerBands(CMTPositionModel selectedPosition)
     {
       DateGenerator dateGenerator=new DateGenerator();
@@ -1561,18 +1562,31 @@ namespace TradeBlotter.ViewModels
       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.Symbol.Equals(selectedPosition.Symbol) 
-          select stopLimit).OrderByDescending(x => x.AnalysisDate).ToList());
+
+      MarketData.Generator.Model.StopLimits stopLimits = default;
+      if(selectedPosition.IsActivePosition)
+      {
+        stopLimits = new MarketData.Generator.Model.StopLimits(
+        (from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
+        stopLimit.AnalysisDate > selectedPosition.PurchaseDate select stopLimit).OrderByDescending(x => x.AnalysisDate).ToList());
+      }
+      else
+      {
+        stopLimits = new MarketData.Generator.Model.StopLimits(
+        (from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
+        stopLimit.AnalysisDate > selectedPosition.PurchaseDate && stopLimit.AnalysisDate <= selectedPosition.SellDate 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=dateGenerator.FindNextBusinessDay(selectedPosition.PurchaseDate);
+      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();