[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank EndOfDayTime
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From: Glauco S. <gla...@us...> - 2004-12-29 17:10:26
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv18983/b7_Scripts/WalkForwardTesting/WalkForwardOneRank Modified Files: EndOfDayTimerHandler.cs Log Message: - strategy fixed: the maxPositionValue is computed with respect to the account value now (it was computed with respect to the cash amount, before) Index: EndOfDayTimerHandler.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/EndOfDayTimerHandler.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** EndOfDayTimerHandler.cs 26 Dec 2004 17:42:08 -0000 1.3 --- EndOfDayTimerHandler.cs 29 Dec 2004 17:10:00 -0000 1.4 *************** *** 174,178 **** string ticker ) { ! double maxPositionValue = this.account.CashAmount / this.numberOfTickersToBeChosen; long sharesToBeBought = OneRank.MaxBuyableShares( ticker , maxPositionValue , this.account.DataStreamer ); --- 174,178 ---- string ticker ) { ! double maxPositionValue = this.account.GetMarketValue() / this.numberOfTickersToBeChosen; long sharesToBeBought = OneRank.MaxBuyableShares( ticker , maxPositionValue , this.account.DataStreamer ); |