[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination ImmediateTr
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From: Glauco S. <gla...@us...> - 2010-03-28 15:16:14
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv7733/WalkForwardTesting/LinearCombination Modified Files: ImmediateTrendFollowerStrategy.cs Log Message: Code changed because WeightedPositions.Reverse() has now become WeightedPositions.ReverseSigns() Index: ImmediateTrendFollowerStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/ImmediateTrendFollowerStrategy.cs,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** ImmediateTrendFollowerStrategy.cs 29 Sep 2008 21:19:30 -0000 1.4 --- ImmediateTrendFollowerStrategy.cs 28 Mar 2010 15:16:06 -0000 1.5 *************** *** 103,107 **** else//the portfolio had a loss for the last half period { ! this.chosenWeightedPositions.Reverse(); //short the portfolio try{this.openPositions();} --- 103,107 ---- else//the portfolio had a loss for the last half period { ! this.chosenWeightedPositions.ReverseSigns(); //short the portfolio try{this.openPositions();} *************** *** 110,114 **** string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + ""; } ! finally{this.chosenWeightedPositions.Reverse();} } } --- 110,114 ---- string forBreakpoint = ex.Message; forBreakpoint = forBreakpoint + ""; } ! finally{this.chosenWeightedPositions.ReverseSigns();} } } |