[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers OutOfSampleChooserForExactNumberOfBestLongPositions.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv18367/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers

Modified Files:
	OutOfSampleChooserForExactNumberOfBestLongPositions.cs 
Log Message:
Some commented code has been added: comment it out in order to test a strategy where only the second best long position is chosen

Index: OutOfSampleChooserForExactNumberOfBestLongPositions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/OutOfSampleChoosers/OutOfSampleChooserForExactNumberOfBestLongPositions.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** OutOfSampleChooserForExactNumberOfBestLongPositions.cs	27 Apr 2008 17:43:58 -0000	1.1
--- OutOfSampleChooserForExactNumberOfBestLongPositions.cs	11 May 2008 16:39:28 -0000	1.2
***************
*** 100,103 ****
--- 100,109 ----
  			string[] tickers = StringArrayManager.SubArray(
  				longPositionTickers , 0 , this.exactNumberOfBestLongPositionsToBeReturned );
+ 
+ 			// comment out the following three lines to select only the second best long ticker
+ //			weights = new double[ 1 ]; weights[ 0 ] = 1;
+ //			tickers = new String[ 1 ];
+ //			Array.Copy( longPositionTickers , 1 , tickers , 0 , 1 );
+ 
  			WeightedPositions weightedPositionsToOpened =
  				new WeightedPositions( weights , tickers );