[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator PVO_OTCMain.cs, 1.9, 1.10

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv16130/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	PVO_OTCMain.cs 
Log Message:
Updated parameters for the PVO_OTCMain (minor changes)

Index: PVO_OTCMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/PVO_OTCMain.cs,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** PVO_OTCMain.cs	12 Nov 2008 20:42:39 -0000	1.9
--- PVO_OTCMain.cs	23 Nov 2008 17:18:36 -0000	1.10
***************
*** 63,68 ****
  		public PVO_OTCMain()
  		{
! 			this.benchmark = new Benchmark( "^GSPC" );
! 
  			this.historicalQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
--- 63,68 ----
  		public PVO_OTCMain()
  		{
! 			//this.benchmark = new Benchmark( "^GSPC" );
! 			this.benchmark = new Benchmark( "MSFTHour" );
  			this.historicalQuoteProvider =
  				new HistoricalAdjustedQuoteProvider();
***************
*** 86,89 ****
--- 86,97 ----
  			int maxNumberOfMostLiquidTickersToBeChosen = 150;
  			int numDaysForVolatility = 10;
+ 			
+ //			IEligiblesSelector eligiblesSelector =
+ //				new ByPriceMostLiquidQuotedAtEachDateTime(
+ //				tickersGroupId , temporizedGroup ,
+ //				maxNumberOfEligiblesToBeChosen ,
+ //			  numDaysForAverageRawOpenPriceComputation ,
+ //			 	minPrice , maxPrice, this.benchmark.Ticker );
+ //			
  			IEligiblesSelector eligiblesSelector =
  				new ByPriceMostLiquidLessVolatileOTCAlwaysQuoted(
***************
*** 157,170 ****
  		protected override IStrategyForBacktester getStrategyForBacktester()
  		{
! 			int inSampleDays = 25;
  			// uncomment the following line for a faster script
  			//inSampleDays = 50;
! 			int numDaysBetweenEachOptimization = 1;
  			int numOfClosingsBeforeExit = 0;
  			int minNumOfEligiblesForValidOptimization = 20;
! 			double oversoldThreshold = 0.0025;
! 			double overboughtThreshold = 0.0025;
! 			double oversoldThresholdMAX = 0.05;
! 			double overboughtThresholdMAX = 0.05;
  			IStrategyForBacktester strategyForBacktester
  //				 = new PVO_OTCStrategyLessCorrelated(eligiblesSelector ,inSampleChooser ,
--- 165,179 ----
  		protected override IStrategyForBacktester getStrategyForBacktester()
  		{
! 			//int inSampleDays = 90;
! 			int inSampleDays = 6;
  			// uncomment the following line for a faster script
  			//inSampleDays = 50;
! 			int numDaysBetweenEachOptimization = 5;
  			int numOfClosingsBeforeExit = 0;
  			int minNumOfEligiblesForValidOptimization = 20;
! 			double oversoldThreshold = 0.0075;
! 			double overboughtThreshold = 0.0075;
! 			double oversoldThresholdMAX = 0.02;
! 			double overboughtThresholdMAX = 0.02;
  			IStrategyForBacktester strategyForBacktester
  //				 = new PVO_OTCStrategyLessCorrelated(eligiblesSelector ,inSampleChooser ,
***************
*** 189,195 ****
  			double cashToStart = 25000;
  
! 			DateTime firstDateTime = new DateTime( 2004 , 1 , 1 );
! 			DateTime lastDateTime = new DateTime( 2008 , 4, 28 );
! 			double maxRunningHours = 10;
  			HistoricalMarketValueProvider quoteProviderForBackTester =
  				this.historicalQuoteProvider;
--- 198,204 ----
  			double cashToStart = 25000;
  
! 			DateTime firstDateTime = new DateTime( 2007 , 1 , 1 );
! 			DateTime lastDateTime = new DateTime( 2007 , 1, 31 );
! 			double maxRunningHours = 0.40;
  			HistoricalMarketValueProvider quoteProviderForBackTester =
  				this.historicalQuoteProvider;