[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.15, 1.16

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv26438/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
Minor changes to test a slightly different strategy

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.15
retrieving revision 1.16
diff -C2 -d -r1.15 -r1.16
*** WFLagMain.cs	4 Nov 2007 19:00:14 -0000	1.15
--- WFLagMain.cs	19 Jan 2008 19:30:38 -0000	1.16
***************
*** 148,160 ****
  //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
  //				1000 , 20 );
- 			wFLagWeightedPositionsChooser =
- 				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
- 				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
- 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
- 				10000 , 30 );
  //			wFLagWeightedPositionsChooser =
! //				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
  //				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
  //			new RunWalkForwardLag( "DrvPstns" , 200 ,
  //				wFLagWeightedPositionsChooser ,	7 ,
--- 148,160 ----
  //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
  //				1000 , 20 );
  //			wFLagWeightedPositionsChooser =
! //				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  //				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! //				10000 , 30 );
! 			wFLagWeightedPositionsChooser =
! 				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
! 				2 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
  //			new RunWalkForwardLag( "DrvPstns" , 200 ,
  //				wFLagWeightedPositionsChooser ,	7 ,