[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,
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From: Glauco S. <gla...@us...> - 2006-11-03 16:32:57
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv17170/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: The script structure has been improved: an IEquityEvaluator parameter has been added to the RunWalkForwardLag constructor Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** WFLagMain.cs 24 Jun 2006 14:33:44 -0000 1.5 --- WFLagMain.cs 3 Nov 2006 16:32:53 -0000 1.6 *************** *** 117,131 **** private void NewBacktest_Click(object sender, System.EventArgs e) { - new RunWalkForwardLag( "millo" , 500 , - 3 , 3 , 90 , 20 , 3 , 5000 , "MSFT" , - new DateTime( 2003 , 1 , 1 ) , - new DateTime( 2003 , 1 , 8 ) , - 1 ).Run(); // new RunWalkForwardLag( "ib_etf" , 500 , ! // 4 , 4 , 200 , 14 , 50 , 90000 , "EWQ" , // new DateTime( 2003 , 8 , 13 ) , // new DateTime( 2003 , 12 , 31 ) , ! // 7.4 ).Run(); ! // new RunWalkForwardLag( "ib_etf" , 500 , // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" , // new DateTime( 2003 , 1 , 1 ) , --- 117,147 ---- private void NewBacktest_Click(object sender, System.EventArgs e) { // new RunWalkForwardLag( "ib_etf" , 500 , ! // 4 , 2 , 200 , 3 , 4500 , 1000 , "EWQ" , // new DateTime( 2003 , 8 , 13 ) , // new DateTime( 2003 , 12 , 31 ) , ! // 8 ).Run(); ! // new RunWalkForwardLag( "millo" , 500 , ! // 3 , 2 , 90 , 20 , 3 , 5000 , "MSFT" , ! // new DateTime( 2003 , 1 , 1 ) , ! // new DateTime( 2003 , 1 , 8 ) , ! // 1 ).Run(); ! ! // fixed portfolio ! // new RunWalkForwardLag( "DrvPstns" , 500 , ! // 4 , 4 , 100 , 13 , 9 , 100 , "EWQ" , ! // new DateTime( 2001 , 1 , 1 ) , ! // new DateTime( 2003 , 12 , 31 ) , ! // 7 ).Run(); ! // XLF vs SMH ! // QQQQ vs SPY ! new RunWalkForwardLag( "DrvPstns" , 500 , ! 4 , 2 , 200 , 13 , 9 , 100 , "EWQ" , ! new DateTime( 2002 , 1 , 1 ) , ! new DateTime( 2003 , 12 , 31 ) , ! new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() , ! 8.5 ).Run(); ! ! // new RunWalkForwardLag( "ib_etf" , 500 , // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" , // new DateTime( 2003 , 1 , 1 ) , |