[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank ComparableAccount.cs,1.4,1.5

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv3810/b7_Scripts/WalkForwardTesting/WalkForwardOneRank

Modified Files:
	ComparableAccount.cs 
Log Message:
- bug fixed: proper max acceptable drop down is used now
- bug fixed: proper fitness value is computed now

Index: ComparableAccount.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardOneRank/ComparableAccount.cs,v
retrieving revision 1.4
retrieving revision 1.5
diff -C2 -d -r1.4 -r1.5
*** ComparableAccount.cs	9 Jan 2005 22:17:19 -0000	1.4
--- ComparableAccount.cs	20 Jan 2005 01:19:24 -0000	1.5
***************
*** 36,40 ****
  	public class ComparableAccount : Account
  	{
!     private double maxAcceptableDrawDown = 0.3;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider =
--- 36,40 ----
  	public class ComparableAccount : Account
  	{
!     private double maxAcceptableDrawDown = 30;
  
  		private IHistoricalQuoteProvider historicalQuoteProvider =
***************
*** 70,74 ****
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
! 				returnValue = this.accountReport.Summary.TotalPnl -
  					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;
--- 70,74 ----
  			else
  				// max draw down is acceptable and the strategy is better than buy and hold
! 				returnValue = this.accountReport.Summary.ReturnOnAccount -
  					this.accountReport.Summary.BuyAndHoldPercentageReturn;
  			return returnValue;