[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies Pairs
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From: Glauco S. <gla...@us...> - 2010-03-28 15:24:04
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies In directory sfp-cvsdas-2.v30.ch3.sourceforge.com:/tmp/cvs-serv11026/WalkForwardTesting/PairsTrading/Strategies Modified Files: PairsTradingIntradayStrategy.cs Log Message: An unused interval selector is handed on to the base class as intervalsSelectorForOutOfSample parameter Index: PairsTradingIntradayStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/PairsTrading/Strategies/PairsTradingIntradayStrategy.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** PairsTradingIntradayStrategy.cs 28 Feb 2009 18:41:30 -0000 1.5 --- PairsTradingIntradayStrategy.cs 28 Mar 2010 15:23:56 -0000 1.6 *************** *** 71,75 **** numDaysForInSampleOptimization , intervalsSelectorForInSample , ! // intervalsSelectorForOutOfSample , eligiblesSelector , inSampleChooser , --- 71,75 ---- numDaysForInSampleOptimization , intervalsSelectorForInSample , ! intervalsSelectorForInSample , // this parameter should be intervalsSelectorForOutOfSample, but it is not going to be used by this strategy eligiblesSelector , inSampleChooser , |