[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs,
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From: Glauco S. <gla...@us...> - 2007-08-14 14:52:53
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Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv12871/b7_Scripts/WalkForwardTesting/WalkForwardLag Modified Files: WFLagMain.cs Log Message: The ExpectancyScore equity evaluator is invoked, in this revision Index: WFLagMain.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v retrieving revision 1.11 retrieving revision 1.12 diff -C2 -d -r1.11 -r1.12 *** WFLagMain.cs 11 Aug 2007 20:00:46 -0000 1.11 --- WFLagMain.cs 14 Aug 2007 14:52:49 -0000 1.12 *************** *** 152,155 **** --- 152,160 ---- new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() , 10000 , 30 ); + wFLagWeightedPositionsChooser = + new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio( + 4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" , + new QuantProject.Business.Strategies.EquityEvaluation.ExpectancyScore() , + 10000 , 30 ); new RunWalkForwardLag( "DrvPstns" , 200 , wFLagWeightedPositionsChooser , 7 , |