[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag RunSimpleLag.cs, 1.2, 1.3

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv23494/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	RunSimpleLag.cs 
Log Message:
Minor changes, to do some debugging

Index: RunSimpleLag.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/RunSimpleLag.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunSimpleLag.cs	8 Nov 2007 17:48:36 -0000	1.2
--- RunSimpleLag.cs	19 Jan 2008 19:23:42 -0000	1.3
***************
*** 71,75 ****
  		public void Run()
  		{
! 			// optimal driving positions
  //			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 , -0.16220520521007 , 0.11494421386237 };
  //			string[] drivingTickers = { "^OEX" , "BDH" , "HHH" , "IIH" };
--- 71,75 ----
  		public void Run()
  		{
! 			// 4 optimal driving positions
  //			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 , -0.16220520521007 , 0.11494421386237 };
  //			string[] drivingTickers = { "^OEX" , "BDH" , "HHH" , "IIH" };
***************
*** 80,99 ****
  //			Description	"^DJT;-0.272826060576681--^OEX;0.304736475342285--BDH;-0.0953627582891244--EWJ;0.32707470579191--"	string
  
! 			// two optimal driving positions
! 			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 };
! 			string[] drivingTickers = { "^OEX" , "BDH" };
  
! 			// three optimal driving positions
  //			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 , -0.16220520521007 };
  //			string[] drivingTickers = { "^OEX" , "BDH" , "HHH" };
  
! 			// two optimal driving with similar weights
  //			double[] drivingWeights = { 0.304736475342285 , -0.0953627582891244 };
  //			string[] drivingTickers = { "^OEX" , "BDH" };
  			
! 			// single optimal driving
  //			double[] drivingWeights = { 1 };
  //			string[] drivingTickers = { "IIH" };
! 			
  
  
--- 80,114 ----
  //			Description	"^DJT;-0.272826060576681--^OEX;0.304736475342285--BDH;-0.0953627582891244--EWJ;0.32707470579191--"	string
  
! 			// subset of 2 optimal driving positions
! //			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 };
! //			string[] drivingTickers = { "^OEX" , "BDH" };
  
! 			// subset of three optimal driving positions
  //			double[] drivingWeights = { 0.550560760218599 , -0.172289820708961 , -0.16220520521007 };
  //			string[] drivingTickers = { "^OEX" , "BDH" , "HHH" };
  
! 			// subseto of two optimal driving with similar weights
  //			double[] drivingWeights = { 0.304736475342285 , -0.0953627582891244 };
  //			string[] drivingTickers = { "^OEX" , "BDH" };
  			
! 			// subset of single optimal driving from the 4 optimal driving
  //			double[] drivingWeights = { 1 };
  //			string[] drivingTickers = { "IIH" };
! 
! 
! 
! 			// 2 optimal driving positions
! //			double[] drivingWeights = { 0.74152744108066 , -0.25847255891934 };
! //			string[] drivingTickers = { "^NYA" , "^PSE" };
! 
! 			// subset of single driving positions out of 2 optimal driving
! 						double[] drivingWeights = { 1 };
! 						string[] drivingTickers = { "^NYA" };
! //						double[] drivingWeights = { -1 };
! //						string[] drivingTickers = { "^PSE" };
! 
! 			// 2 optimal driving positions, but with weights slightly changed
! //			double[] drivingWeights = { 0.7 , -0.3 };
! //			string[] drivingTickers = { "^NYA" , "^PSE" };