[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies PairsTradingIntradayStrategy.cs, 1.1, 1.2

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv341/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies

Modified Files:
	PairsTradingIntradayStrategy.cs 
Log Message:
bug fixed: positions can be open only if optimal in sample positions are available

Index: PairsTradingIntradayStrategy.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingIntradayStrategy.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** PairsTradingIntradayStrategy.cs	17 Nov 2008 19:47:26 -0000	1.1
--- PairsTradingIntradayStrategy.cs	20 Nov 2008 20:57:53 -0000	1.2
***************
*** 36,39 ****
--- 36,40 ----
  	/// Pairs trading strategy with intraday bars
  	/// </summary>
+ 	[Serializable]
  	public class PairsTradingIntradayStrategy : BasicStrategyForBacktester
  	{
***************
*** 104,107 ****
--- 105,111 ----
  		{
  			bool areToBeOpened = ( this.time() == this.lastTimeToTestInefficiency );
+ 			areToBeOpened =
+ 				( areToBeOpened &&
+ 				 ( this.bestTestingPositionsInSample != null ) );
  			return ( areToBeOpened );
  		}