[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination FixedLevelO
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From: Marco M. <mi...@us...> - 2006-10-22 18:50:13
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22156/b7_Scripts/WalkForwardTesting/LinearCombination Modified Files: FixedLevelOscillatorPVOStrategy.cs Log Message: Added symmetricalThresholds parameter, in order to fix a unique threshold for overbought / oversold. Index: FixedLevelOscillatorPVOStrategy.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/LinearCombination/FixedLevelOscillatorPVOStrategy.cs,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** FixedLevelOscillatorPVOStrategy.cs 17 Sep 2006 21:24:53 -0000 1.1 --- FixedLevelOscillatorPVOStrategy.cs 22 Oct 2006 18:50:10 -0000 1.2 *************** *** 52,56 **** 0,0, "^GSPC", ! 0, 0, 0, 0, 0, 0, 0, PortfolioType.ShortAndLong, 0.5) { --- 52,56 ---- 0,0, "^GSPC", ! 0, 0, 0, 0, 0, 0, false, 0, PortfolioType.ShortAndLong, 0.5) { |