[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading PairsTradingMain.cs, 1.25, 1.26

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv17345/b7_Scripts/WalkForwardTesting/PairsTrading

Modified Files:
	PairsTradingMain.cs 
Log Message:
Minor changes to the strategy parameters

Index: PairsTradingMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/PairsTradingMain.cs,v
retrieving revision 1.25
retrieving revision 1.26
diff -C2 -d -r1.25 -r1.26
*** PairsTradingMain.cs	18 Dec 2008 20:08:16 -0000	1.25
--- PairsTradingMain.cs	30 Dec 2008 00:16:05 -0000	1.26
***************
*** 134,138 ****
  			string tickersGroupId = "SP500";
  			// uncomment the following line for a faster script
! //			tickersGroupId = "fastTest";
  
  //			IEligiblesSelector eligiblesSelector =
--- 134,138 ----
  			string tickersGroupId = "SP500";
  			// uncomment the following line for a faster script
! 			tickersGroupId = "fastTest";
  
  //			IEligiblesSelector eligiblesSelector =
***************
*** 215,219 ****
  			// uncomment the following line for a faster script
  //			inSampleDays = 5;
! //			inSampleDays = 60;
  			
  			IIntervalsSelector intervalsSelectorForOutOfSample =
--- 215,219 ----
  			// uncomment the following line for a faster script
  //			inSampleDays = 5;
! 			inSampleDays = 60;
  			
  			IIntervalsSelector intervalsSelectorForOutOfSample =
***************
*** 286,292 ****
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 1 , 2 );
! 			lastDateTime = new DateTime( 2007 , 12 , 31 );
  
! 			double maxRunningHours = 5;
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =
--- 286,292 ----
  			// uncomment the following two lines for a faster script
  			firstDateTime = new DateTime( 2006 , 1 , 2 );
! 			lastDateTime = new DateTime( 2006 , 1 , 31 );
  
! 			double maxRunningHours = .3;
  			
  			EndOfDayStrategyBackTester endOfDayStrategyBackTester =