[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,1.3
Brought to you by:
glauco_1
|
From: Glauco S. <gla...@us...> - 2006-05-31 14:16:45
|
Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5200/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: EWQ is used as benchmark, instead of MSFT, for ETF's group. Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.3 retrieving revision 1.4 diff -C2 -d -r1.3 -r1.4 *** WFLagMain.cs 14 May 2006 22:58:27 -0000 1.3 --- WFLagMain.cs 31 May 2006 14:16:32 -0000 1.4 *************** *** 117,129 **** { // new RunWalkForwardLag( "millo" , 500 , ! // 3 , 3 , 90 , 7 , 1 , 5000 , "MSFT" , // new DateTime( 2002 , 1 , 1 ) , // new DateTime( 2002 , 1 , 8 ) , // 0.01 ).Run(); new RunWalkForwardLag( "ib_etf" , 500 , ! 3 , 1 , 200 , 15 , 50 , 90000 , "EWQ" , ! new DateTime( 2003 , 1 , 1 ) , new DateTime( 2003 , 12 , 31 ) , ! 13 ).Run(); // new RunWalkForwardLag( "ib_etf" , 500 , // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" , --- 117,129 ---- { // new RunWalkForwardLag( "millo" , 500 , ! // 3 , 3 , 90 , 4 , 1 , 5000 , "MSFT" , // new DateTime( 2002 , 1 , 1 ) , // new DateTime( 2002 , 1 , 8 ) , // 0.01 ).Run(); new RunWalkForwardLag( "ib_etf" , 500 , ! 4 , 4 , 200 , 15 , 50 , 90000 , "EWQ" , ! new DateTime( 2003 , 8 , 13 ) , new DateTime( 2003 , 12 , 31 ) , ! 7 ).Run(); // new RunWalkForwardLag( "ib_etf" , 500 , // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" , |