[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,
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From: Glauco S. <gla...@us...> - 2007-06-24 21:37:04
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv29788/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: The signed ticker for the second portfolio position has been fixed (short now). Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.8 retrieving revision 1.9 diff -C2 -d -r1.8 -r1.9 *** WFLagMain.cs 11 Jun 2007 17:53:29 -0000 1.8 --- WFLagMain.cs 24 Jun 2007 21:36:59 -0000 1.9 *************** *** 139,147 **** IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser = new WFLagBruteForceFixedPortfolioWeightedPositionsChooser( ! 4 , new string[]{ "IWM" , "SPY" } , 100 , "EWQ" , new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ); wFLagWeightedPositionsChooser = new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( ! 4 , new string[]{ "IWM" , "SPY" } , 100 , "EWQ" , new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() , 1000 , 15 ); --- 139,147 ---- IWFLagWeightedPositionsChooser wFLagWeightedPositionsChooser = new WFLagBruteForceFixedPortfolioWeightedPositionsChooser( ! 4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" , new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ); wFLagWeightedPositionsChooser = new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( ! 4 , new string[]{ "IWM" , "-SPY" } , 100 , "EWQ" , new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() , 1000 , 15 ); |