[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVOMain.cs, 1.3, 1.4

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12713/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVOMain.cs 
Log Message:
no message

Index: PVOMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVOMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** PVOMain.cs	1 Apr 2008 21:34:52 -0000	1.3
--- PVOMain.cs	8 Apr 2008 22:00:01 -0000	1.4
***************
*** 188,195 ****
  //				maxLevelForOverboughtThreshold , divisorForThresholdComputation , 
  //				symmetricalThresholds , overboughtMoreThanOversoldForFixedPortfolio );
! 			
  			IInSampleChooser inSampleChooser =
  				new PVO_CTCCorrelationChooser(numberOfBestTestingPositionsToBeReturnedInSample,
! 				                              numDaysForOscillatingPeriodForChooser);
  			//parameters for eligiblesSelector
  			bool temporizedGroup = true;
--- 188,197 ----
  //				maxLevelForOverboughtThreshold , divisorForThresholdComputation , 
  //				symmetricalThresholds , overboughtMoreThanOversoldForFixedPortfolio );
! 			double maxCorrelationValue = 0.96;
! 			bool balancedWeights = false;		
  			IInSampleChooser inSampleChooser =
  				new PVO_CTCCorrelationChooser(numberOfBestTestingPositionsToBeReturnedInSample,
! 				                              numDaysForOscillatingPeriodForChooser,
! 																			maxCorrelationValue, balancedWeights);
  			//parameters for eligiblesSelector
  			bool temporizedGroup = true;