[Quantproject-developers] QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator RunPVO.cs, 1.2, 1.3

[Marco M. <mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv6724/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator

Modified Files:
	RunPVO.cs 
Log Message:
Updated RunPVO file

Index: RunPVO.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/TechnicalAnalysisTesting/Oscillators/FixedLevelOscillators/PortfolioValueOscillator/RunPVO.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** RunPVO.cs	22 Oct 2006 18:49:20 -0000	1.2
--- RunPVO.cs	19 Jan 2007 16:47:55 -0000	1.3
***************
*** 63,67 ****
      protected int numDaysForOscillatingPeriod;
      protected bool symmetricalThresholds = false;
!     
      public RunPVO(string tickerGroupID, int maxNumOfEligibleTickersForOptimization, 
                                      int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, 
--- 63,68 ----
      protected int numDaysForOscillatingPeriod;
      protected bool symmetricalThresholds = false;
!     protected bool overboughtMoreThanOversoldForFixedPortfolio = false;
!         
      public RunPVO(string tickerGroupID, int maxNumOfEligibleTickersForOptimization, 
                                      int numberOfTickersToBeChosen, int numDaysForOptimizationPeriod, 
***************
*** 76,79 ****
--- 77,81 ----
                                      int divisorForThresholdComputation,
                                      bool symmetricalThresholds,
+                                     bool overboughtMoreThanOversoldForFixedPortfolio,
                                     	int numDaysBetweenEachOptimization,
                                      PortfolioType inSamplePortfolioType, double maxAcceptableCloseToCloseDrawdown, 
***************
*** 93,96 ****
--- 95,99 ----
        this.divisorForThresholdComputation = divisorForThresholdComputation;
        this.symmetricalThresholds = symmetricalThresholds;
+       this.overboughtMoreThanOversoldForFixedPortfolio = overboughtMoreThanOversoldForFixedPortfolio;
        this.maxAcceptableCloseToCloseDrawdown = maxAcceptableCloseToCloseDrawdown;
        this.numDaysForOscillatingPeriod = numDaysForOscillatingPeriod;
***************
*** 114,117 ****
--- 117,121 ----
                                                                this.divisorForThresholdComputation,
                                                                this.symmetricalThresholds,
+                                                               this.overboughtMoreThanOversoldForFixedPortfolio,
      	                                                        this.numDaysBetweenEachOptimization,
                                                                this.portfolioType, this.maxAcceptableCloseToCloseDrawdown);