[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ExtremeCoun
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From: Glauco S. <gla...@us...> - 2010-03-28 15:14:53
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv7145/WalkForwardTesting/LinearCombination Modified Files: ExtremeCounterTrendStrategy.cs Log Message: Code changed because WeightedPositions.Reverse() has now become WeightedPositions.ReverseSigns() Index: ExtremeCounterTrendStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ExtremeCounterTrendStrategy.cs,v retrieving revision 1.7 retrieving revision 1.8 diff -C2 -d -r1.7 -r1.8 *** ExtremeCounterTrendStrategy.cs 29 Sep 2008 21:18:42 -0000 1.7 --- ExtremeCounterTrendStrategy.cs 28 Mar 2010 15:14:45 -0000 1.8 *************** *** 105,109 **** //if gain of the last half period is positive { ! this.weightedPositions.Reverse(); //short the portfolio (short --> long; long --> short) try{ --- 105,109 ---- //if gain of the last half period is positive { ! this.weightedPositions.ReverseSigns(); //short the portfolio (short --> long; long --> short) try{ *************** *** 115,119 **** } finally{ ! this.weightedPositions.Reverse(); } } --- 115,119 ---- } finally{ ! this.weightedPositions.ReverseSigns(); } } |