[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain
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From: Glauco S. <gla...@us...> - 2008-04-10 23:18:27
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv24074/b7_Scripts/WalkForwardTesting/PairsTrading Modified Files: PairsTradingMain.cs Log Message: Some minor changes. The most significant, is aimed at filtering eligibles above 30$ Index: PairsTradingMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** PairsTradingMain.cs 7 Apr 2008 21:01:43 -0000 1.8 --- PairsTradingMain.cs 10 Apr 2008 23:18:23 -0000 1.9 *************** *** 91,95 **** true , maxNumberOfEligiblesToBeChosen , ! 10 , 0 , 99999 ); } --- 91,95 ---- true , maxNumberOfEligiblesToBeChosen , ! 10 , 30 , 99999 ); } *************** *** 154,160 **** double cashToStart = 30000; ! DateTime firstDateTime = new DateTime( 2001 , 1 , 4 ); DateTime lastDateTime = new DateTime( 2004 , 12 , 31 ); ! double maxRunningHours = 7.5; this.endOfDayStrategyBackTester = --- 154,160 ---- double cashToStart = 30000; ! DateTime firstDateTime = new DateTime( 2001 , 1 , 1 ); DateTime lastDateTime = new DateTime( 2004 , 12 , 31 ); ! double maxRunningHours = 8; this.endOfDayStrategyBackTester = |