[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWo

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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWorst
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv2916/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWorst

Modified Files:
	EndOfDayTimerHandlerBWFollower.cs 
Log Message:
- the code has been cleaned up to avoid warnings
- standard indentation has been applied

Index: EndOfDayTimerHandlerBWFollower.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWorst/EndOfDayTimerHandlerBWFollower.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** EndOfDayTimerHandlerBWFollower.cs	29 Aug 2007 09:32:57 -0000	1.1
--- EndOfDayTimerHandlerBWFollower.cs	19 Aug 2008 17:11:26 -0000	1.2
***************
*** 3,7 ****

  EndOfDayTimerHandlerBWFollower.cs
! Copyright (C) 2007 
  Marco Milletti

--- 3,7 ----

  EndOfDayTimerHandlerBWFollower.cs
! Copyright (C) 2007
  Marco Milletti

***************
*** 19,23 ****
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
! */
  using System;
  using System.Data;
--- 19,23 ----
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
!  */
  using System;
  using System.Data;
***************
*** 37,147 ****
  {
  	/// <summary>
!   /// Implements MarketOpenEventHandler and MarketCloseEventHandler
!   /// These handlers contain the core strategy for the Best and Worst follower,
!   /// based on the assumption that largest moves are confirmed 
!   /// the next days
!   /// </summary>
!   [Serializable]
!   public class EndOfDayTimerHandlerBWFollower
!   {
!     private string tickerGroupID;
!     private int numberOfEligibleTickers;
  		private int lengthInDaysForPerformance;
!     private string benchmark;
!     private Account account;
!     private int numOfWorstTickers;
!     private int numOfBestTickers;
!     private int numOfTickersForBuying;
!     private int numOfTickersForShortSelling;
!     private string[] bestTickers;
!     private string[] worstTickers;
!     private string[] chosenTickers;
!     private string[] lastOrderedTickers;
!     private ArrayList orders;
  		private bool thereAreEnoughBestTickers;
  		private bool thereAreEnoughWorstTickers;
  		private int closesElapsedWithSomeOpenPosition;

!     
!     public EndOfDayTimerHandlerBWFollower(string tickerGroupID, int numberOfEligibleTickers,
! 																						int lengthInDaysForPerformance,
!                                             int numOfBestTickers, 
! 																			      int numOfWorstTickers, int numOfTickersForBuying,
! 																			      int numOfTickersForShortSelling,
! 																			      Account account, string benchmark)
!     {
!       this.tickerGroupID = tickerGroupID;
!       this.numberOfEligibleTickers = numberOfEligibleTickers;
  			this.lengthInDaysForPerformance = lengthInDaysForPerformance;
!       this.account = account;
!       this.benchmark = benchmark;
!       this.numOfBestTickers = numOfBestTickers;
!       this.bestTickers = new string[this.numOfBestTickers];
!       this.numOfWorstTickers = numOfWorstTickers;
!       this.worstTickers = new string[this.numOfWorstTickers];
!       this.numOfTickersForBuying = numOfTickersForBuying;
!       this.numOfTickersForShortSelling = numOfTickersForShortSelling;
!       this.chosenTickers = new string[this.numOfTickersForBuying + this.numOfTickersForShortSelling];
!       this.lastOrderedTickers = new string[this.chosenTickers.Length];
!       this.orders = new ArrayList();
!     }
!     
!     #region MarketOpenEventHandler

!     private void addOrderForTicker(string[] tickers, 
!                                    int tickerPosition )
!     {
!       SignedTickers signedTickers = new SignedTickers(tickers);
! 			string ticker = 
!         SignedTicker.GetTicker(tickers[tickerPosition]);
!       double cashForSinglePosition = 
!         this.account.CashAmount / this.chosenTickers.Length;
!       long quantity =
!         Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
!       Order order = 
!         new Order( 
!         signedTickers[tickerPosition].MarketOrderType,
!         new Instrument( ticker ) , quantity );
!       this.orders.Add(order);
!     }	

!     private void addChosenTickersToOrderList(string[] tickers)
!     {
!       for( int i = 0; i<tickers.Length; i++)
!       {
!         if(tickers[i] != null)
!         {  
!           this.addOrderForTicker( tickers, i );
!           this.lastOrderedTickers[i] = 
!             SignedTicker.GetTicker(tickers[i]);
!         }
!       }
!     }

!     private void openPositions(string[] tickers)
!     {
!       this.addChosenTickersToOrderList(tickers);
!       //execute orders actually
!       foreach(object item in this.orders)
!         this.account.AddOrder((Order)item);
!     }

!     private void setChosenTickers_addTickersForShorting()
!     {
!       for( int i = 0;i<this.numOfTickersForShortSelling; i++)
!             this.chosenTickers[this.numOfTickersForBuying + i] = "-" + this.worstTickers[i];
!     }
!       
!     private void setChosenTickers_addTickersForBuying()
!     {
!       for( int i = 0; i<this.numOfTickersForBuying; i++ )
!             this.chosenTickers[i] = this.bestTickers[i];
!     }

!     private void setChosenTickersBothForLongAndShort()
!     {
! 			if( this.thereAreEnoughBestTickers && 
! 					this.thereAreEnoughWorstTickers )
!       {
  				try
  				{
--- 37,147 ----
  {
  	/// <summary>
! 	/// Implements MarketOpenEventHandler and MarketCloseEventHandler
! 	/// These handlers contain the core strategy for the Best and Worst follower,
! 	/// based on the assumption that largest moves are confirmed
! 	/// the next days
! 	/// </summary>
! 	[Serializable]
! 	public class EndOfDayTimerHandlerBWFollower
! 	{
! 		private string tickerGroupID;
! 		private int numberOfEligibleTickers;
  		private int lengthInDaysForPerformance;
! 		private string benchmark;
! 		private Account account;
! 		private int numOfWorstTickers;
! 		private int numOfBestTickers;
! 		private int numOfTickersForBuying;
! 		private int numOfTickersForShortSelling;
! 		private string[] bestTickers;
! 		private string[] worstTickers;
! 		private string[] chosenTickers;
! 		private string[] lastOrderedTickers;
! 		private ArrayList orders;
  		private bool thereAreEnoughBestTickers;
  		private bool thereAreEnoughWorstTickers;
  		private int closesElapsedWithSomeOpenPosition;

! 		
! 		public EndOfDayTimerHandlerBWFollower(string tickerGroupID, int numberOfEligibleTickers,
! 		                                      int lengthInDaysForPerformance,
! 		                                      int numOfBestTickers,
! 		                                      int numOfWorstTickers, int numOfTickersForBuying,
! 		                                      int numOfTickersForShortSelling,
! 		                                      Account account, string benchmark)
! 		{
! 			this.tickerGroupID = tickerGroupID;
! 			this.numberOfEligibleTickers = numberOfEligibleTickers;
  			this.lengthInDaysForPerformance = lengthInDaysForPerformance;
! 			this.account = account;
! 			this.benchmark = benchmark;
! 			this.numOfBestTickers = numOfBestTickers;
! 			this.bestTickers = new string[this.numOfBestTickers];
! 			this.numOfWorstTickers = numOfWorstTickers;
! 			this.worstTickers = new string[this.numOfWorstTickers];
! 			this.numOfTickersForBuying = numOfTickersForBuying;
! 			this.numOfTickersForShortSelling = numOfTickersForShortSelling;
! 			this.chosenTickers = new string[this.numOfTickersForBuying + this.numOfTickersForShortSelling];
! 			this.lastOrderedTickers = new string[this.chosenTickers.Length];
! 			this.orders = new ArrayList();
! 		}
! 		
! 		#region MarketOpenEventHandler

! 		private void addOrderForTicker(string[] tickers,
! 		                               int tickerPosition )
! 		{
! 			SignedTickers signedTickers = new SignedTickers(tickers);
! 			string ticker =
! 				SignedTicker.GetTicker(tickers[tickerPosition]);
! 			double cashForSinglePosition =
! 				this.account.CashAmount / this.chosenTickers.Length;
! 			long quantity =
! 				Convert.ToInt64( Math.Floor( cashForSinglePosition / this.account.DataStreamer.GetCurrentBid( ticker ) ) );
! 			Order order =
! 				new Order(
! 					signedTickers[tickerPosition].MarketOrderType,
! 					new Instrument( ticker ) , quantity );
! 			this.orders.Add(order);
! 		}

! 		private void addChosenTickersToOrderList(string[] tickers)
! 		{
! 			for( int i = 0; i<tickers.Length; i++)
! 			{
! 				if(tickers[i] != null)
! 				{
! 					this.addOrderForTicker( tickers, i );
! 					this.lastOrderedTickers[i] =
! 						SignedTicker.GetTicker(tickers[i]);
! 				}
! 			}
! 		}

! 		private void openPositions(string[] tickers)
! 		{
! 			this.addChosenTickersToOrderList(tickers);
! 			//execute orders actually
! 			foreach(object item in this.orders)
! 				this.account.AddOrder((Order)item);
! 		}

! 		private void setChosenTickers_addTickersForShorting()
! 		{
! 			for( int i = 0;i<this.numOfTickersForShortSelling; i++)
! 				this.chosenTickers[this.numOfTickersForBuying + i] = "-" + this.worstTickers[i];
! 		}
! 		
! 		private void setChosenTickers_addTickersForBuying()
! 		{
! 			for( int i = 0; i<this.numOfTickersForBuying; i++ )
! 				this.chosenTickers[i] = this.bestTickers[i];
! 		}

! 		private void setChosenTickersBothForLongAndShort()
! 		{
! 			if( this.thereAreEnoughBestTickers &&
! 			   this.thereAreEnoughWorstTickers )
! 			{
  				try
  				{
***************
*** 150,165 ****
  				}
  				catch(Exception ex)
! 				{ex = ex;}
!       }
!     }

!     /// <summary>
!     /// Handles a "Market Open" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public void MarketOpenEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
  			if(this.orders.Count == 0 && this.account.Transactions.Count == 0)
  				this.account.AddCash(30000);
--- 150,167 ----
  				}
  				catch(Exception ex)
! 				{
! 					string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + "";
! 				}
! 			}
! 		}

! 		/// <summary>
! 		/// Handles a "Market Open" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public void MarketOpenEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
  			if(this.orders.Count == 0 && this.account.Transactions.Count == 0)
  				this.account.AddCash(30000);
***************
*** 173,200 ****
  			if(allTickersHasBeenChosenForLongAndShort)
  				this.openPositions(this.chosenTickers);
!     }

!     #endregion

!     #region MarketCloseEventHandler

!     private void closePosition( string ticker )
!     {
!       this.account.ClosePosition( ticker );
!     }
!     
!     private void closePositions()
!     {
!       if(this.lastOrderedTickers != null)
!         foreach( string ticker in this.lastOrderedTickers )
!                 for( int i = 0; i<this.account.Portfolio.Keys.Count; i++ )
!                     if( this.account.Portfolio[ticker]!=null )
!                        closePosition( ticker );
!     }
!     
!     public void MarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
!      	if(this.account.Portfolio.Count > 0)
  			{
  				this.closesElapsedWithSomeOpenPosition++;
--- 175,202 ----
  			if(allTickersHasBeenChosenForLongAndShort)
  				this.openPositions(this.chosenTickers);
! 		}

! 		#endregion

! 		#region MarketCloseEventHandler

! 		private void closePosition( string ticker )
! 		{
! 			this.account.ClosePosition( ticker );
! 		}
! 		
! 		private void closePositions()
! 		{
! 			if(this.lastOrderedTickers != null)
! 				foreach( string ticker in this.lastOrderedTickers )
! 				for( int i = 0; i<this.account.Portfolio.Keys.Count; i++ )
! 				if( this.account.Portfolio[ticker]!=null )
! 				closePosition( ticker );
! 		}
! 		
! 		public void MarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			if(this.account.Portfolio.Count > 0)
  			{
  				this.closesElapsedWithSomeOpenPosition++;
***************
*** 207,211 ****
  				}
  			}
! 			else//this.account.Portfolio.Count == 0 
  			{
  				if( ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition >= this.lengthInDaysForPerformance )
--- 209,213 ----
  				}
  			}
! 			else//this.account.Portfolio.Count == 0
  			{
  				if( ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition >= this.lengthInDaysForPerformance )
***************
*** 215,224 ****
  				}
  			}
!     }

!     #endregion

!     #region OneHourAfterMarketCloseEventHandler
!     
  		private void oneHourAfterMarketCloseEventHandler_clear()
  		{
--- 217,226 ----
  				}
  			}
! 		}

! 		#endregion

! 		#region OneHourAfterMarketCloseEventHandler
! 		
  		private void oneHourAfterMarketCloseEventHandler_clear()
  		{
***************
*** 230,244 ****
  				this.chosenTickers[i] = null;
  		}
!  

!     /// <summary>
!     /// Handles a "One hour after market close" event.
!     /// </summary>
!     /// <param name="sender"></param>
!     /// <param name="eventArgs"></param>
!     public void OneHourAfterMarketCloseEventHandler(
!       Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
!     {
! 			this.oneHourAfterMarketCloseEventHandler_clear(); 
  			DateTime currentDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  			int currentDateArrayPositionInTimer = ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition;
--- 232,246 ----
  				this.chosenTickers[i] = null;
  		}
! 		

! 		/// <summary>
! 		/// Handles a "One hour after market close" event.
! 		/// </summary>
! 		/// <param name="sender"></param>
! 		/// <param name="eventArgs"></param>
! 		public void OneHourAfterMarketCloseEventHandler(
! 			Object sender , EndOfDayTimingEventArgs endOfDayTimingEventArgs )
! 		{
! 			this.oneHourAfterMarketCloseEventHandler_clear();
  			DateTime currentDate = endOfDayTimingEventArgs.EndOfDayDateTime.DateTime;
  			int currentDateArrayPositionInTimer = ((IndexBasedEndOfDayTimer)sender).CurrentDateArrayPosition;
***************
*** 246,284 ****
  				(DateTime)((IndexBasedEndOfDayTimer)sender).IndexQuotes.Rows[currentDateArrayPositionInTimer - this.lengthInDaysForPerformance]["quDate"];
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 				currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			//remark from here for DEBUG
!       
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromGroup = 
  				new SelectorByQuotationAtEachMarketDay(tickersFromGroup,
! 				false, currentDate.AddDays(-30), currentDate,
! 				tickersFromGroup.Rows.Count, this.benchmark);

! 			SelectorByAverageRawOpenPrice byPrice = 
  				new SelectorByAverageRawOpenPrice( quotedAtEachMarketDayFromGroup.GetTableOfSelectedTickers(),
! 				false, currentDate.AddDays(-10), currentDate,
! 				tickersFromGroup.Rows.Count, 25 );
!       
  			SelectorByLiquidity mostLiquidSelector =
  				new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(),
! 				false,currentDate.AddDays(-30), currentDate,
! 				this.numberOfEligibleTickers);
!       
! 			SelectorByCloseToCloseVolatility lessVolatile = 
  				new SelectorByCloseToCloseVolatility(mostLiquidSelector.GetTableOfSelectedTickers(),
! 				true,currentDate.AddDays(-30), currentDate,
! 				this.numberOfEligibleTickers/2);
!  
  			SelectorByAbsolutePerformance bestTickersFromLessVolatile =
  				new SelectorByAbsolutePerformance(lessVolatile.GetTableOfSelectedTickers(),
! 				false,firstDateForPerformanceComputation,currentDate,this.bestTickers.Length);

  			SelectorByAbsolutePerformance worstTickersFromLessVolatile =
  				new SelectorByAbsolutePerformance(lessVolatile.GetTableOfSelectedTickers(),
! 				true,firstDateForPerformanceComputation,currentDate,this.bestTickers.Length);

  			DataTable tableOfBestTickers = bestTickersFromLessVolatile.GetTableOfSelectedTickers();
  			if(tableOfBestTickers.Rows.Count >= this.bestTickers.Length)
! 			{	
  				this.thereAreEnoughBestTickers = true;
  				for(int i = 0;i<this.bestTickers.Length;i++)
--- 248,286 ----
  				(DateTime)((IndexBasedEndOfDayTimer)sender).IndexQuotes.Rows[currentDateArrayPositionInTimer - this.lengthInDaysForPerformance]["quDate"];
  			SelectorByGroup temporizedGroup = new SelectorByGroup(this.tickerGroupID,
! 			                                                      currentDate);
  			DataTable tickersFromGroup = temporizedGroup.GetTableOfSelectedTickers();
  			//remark from here for DEBUG
! 			
! 			SelectorByQuotationAtEachMarketDay quotedAtEachMarketDayFromGroup =
  				new SelectorByQuotationAtEachMarketDay(tickersFromGroup,
! 				                                       false, currentDate.AddDays(-30), currentDate,
! 				                                       tickersFromGroup.Rows.Count, this.benchmark);

! 			SelectorByAverageRawOpenPrice byPrice =
  				new SelectorByAverageRawOpenPrice( quotedAtEachMarketDayFromGroup.GetTableOfSelectedTickers(),
! 				                                  false, currentDate.AddDays(-10), currentDate,
! 				                                  tickersFromGroup.Rows.Count, 25 );
! 			
  			SelectorByLiquidity mostLiquidSelector =
  				new SelectorByLiquidity(byPrice.GetTableOfSelectedTickers(),
! 				                        false,currentDate.AddDays(-30), currentDate,
! 				                        this.numberOfEligibleTickers);
! 			
! 			SelectorByCloseToCloseVolatility lessVolatile =
  				new SelectorByCloseToCloseVolatility(mostLiquidSelector.GetTableOfSelectedTickers(),
! 				                                     true,currentDate.AddDays(-30), currentDate,
! 				                                     this.numberOfEligibleTickers/2);
! 			
  			SelectorByAbsolutePerformance bestTickersFromLessVolatile =
  				new SelectorByAbsolutePerformance(lessVolatile.GetTableOfSelectedTickers(),
! 				                                  false,firstDateForPerformanceComputation,currentDate,this.bestTickers.Length);

  			SelectorByAbsolutePerformance worstTickersFromLessVolatile =
  				new SelectorByAbsolutePerformance(lessVolatile.GetTableOfSelectedTickers(),
! 				                                  true,firstDateForPerformanceComputation,currentDate,this.bestTickers.Length);

  			DataTable tableOfBestTickers = bestTickersFromLessVolatile.GetTableOfSelectedTickers();
  			if(tableOfBestTickers.Rows.Count >= this.bestTickers.Length)
! 			{
  				this.thereAreEnoughBestTickers = true;
  				for(int i = 0;i<this.bestTickers.Length;i++)
***************
*** 293,297 ****
  			DataTable tableOfWorstTickers = worstTickersFromLessVolatile.GetTableOfSelectedTickers();
  			if(tableOfWorstTickers.Rows.Count >= this.worstTickers.Length)
! 			{	
  				this.thereAreEnoughWorstTickers = true;
  				for(int i = 0;i<this.worstTickers.Length;i++)
--- 295,299 ----
  			DataTable tableOfWorstTickers = worstTickersFromLessVolatile.GetTableOfSelectedTickers();
  			if(tableOfWorstTickers.Rows.Count >= this.worstTickers.Length)
! 			{
  				this.thereAreEnoughWorstTickers = true;
  				for(int i = 0;i<this.worstTickers.Length;i++)
***************
*** 303,332 ****
  				}
  			}
! //     //for DEBUG
! //     //remark from here for real running
! //       SelectorByLiquidity mostLiquidSelector =
! //        new SelectorByLiquidity(tickersFromGroup,
! //        false,currentDate.AddDays(-30), currentDate,
! //        this.numberOfEligibleTickers);
  //
! //      SelectorByAverageCloseToClosePerformance bestTickersFromMostLiquid =
! //        new SelectorByAverageCloseToClosePerformance(mostLiquidSelector.GetTableOfSelectedTickers(),
! //        false,currentDate,currentDate,this.bestTickers.Length);
  //
! //      SelectorByAverageCloseToClosePerformance worstTickersFromMostLiquid =
! //        new SelectorByAverageCloseToClosePerformance(mostLiquidSelector.GetTableOfSelectedTickers(),
! //        true,currentDate,currentDate,this.worstTickers.Length);
  //
! //      DataTable tableOfBestTickers = bestTickersFromMostLiquid.GetTableOfSelectedTickers();
! //      for(int i = 0;i<this.bestTickers.Length;i++)
! //        if(tableOfBestTickers.Rows[i][0] != null)
! //           this.bestTickers[i] = (string)tableOfBestTickers.Rows[i][0];
  //
! //      DataTable tableOfWorstTickers = worstTickersFromMostLiquid.GetTableOfSelectedTickers();
! //      for(int i = 0;i<this.worstTickers.Length;i++)
! //        if(tableOfWorstTickers.Rows[i][0] != null)
! //          this.worstTickers[i] = (string)tableOfWorstTickers.Rows[i][0];
!     }
!     #endregion
!   }
  }
--- 305,334 ----
  				}
  			}
! 			//     //for DEBUG
! 			//     //remark from here for real running
! 			//       SelectorByLiquidity mostLiquidSelector =
! 			//        new SelectorByLiquidity(tickersFromGroup,
! 			//        false,currentDate.AddDays(-30), currentDate,
! 			//        this.numberOfEligibleTickers);
  //
! 			//      SelectorByAverageCloseToClosePerformance bestTickersFromMostLiquid =
! 			//        new SelectorByAverageCloseToClosePerformance(mostLiquidSelector.GetTableOfSelectedTickers(),
! 			//        false,currentDate,currentDate,this.bestTickers.Length);
  //
! 			//      SelectorByAverageCloseToClosePerformance worstTickersFromMostLiquid =
! 			//        new SelectorByAverageCloseToClosePerformance(mostLiquidSelector.GetTableOfSelectedTickers(),
! 			//        true,currentDate,currentDate,this.worstTickers.Length);
  //
! 			//      DataTable tableOfBestTickers = bestTickersFromMostLiquid.GetTableOfSelectedTickers();
! 			//      for(int i = 0;i<this.bestTickers.Length;i++)
! 			//        if(tableOfBestTickers.Rows[i][0] != null)
! 			//           this.bestTickers[i] = (string)tableOfBestTickers.Rows[i][0];
  //
! 			//      DataTable tableOfWorstTickers = worstTickersFromMostLiquid.GetTableOfSelectedTickers();
! 			//      for(int i = 0;i<this.worstTickers.Length;i++)
! 			//        if(tableOfWorstTickers.Rows[i][0] != null)
! 			//          this.worstTickers[i] = (string)tableOfWorstTickers.Rows[i][0];
! 		}
! 		#endregion
! 	}
  }

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWo

[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/TrendFollowing/BestAndWorst EndOfDayTimerHandlerBWFollower.cs, 1.1, 1.2