[Quantproject-developers] QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag WFLagMain.cs, 1.13, 1.14

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs16.sourceforge.net:/tmp/cvs-serv9925/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
Minor change: a new backtest is invoked, but I commit it to be sure the checkout can be built

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.13
retrieving revision 1.14
diff -C2 -d -r1.13 -r1.14
*** WFLagMain.cs	7 Oct 2007 13:32:01 -0000	1.13
--- WFLagMain.cs	28 Oct 2007 22:23:02 -0000	1.14
***************
*** 144,160 ****
  //				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
  //			wFLagWeightedPositionsChooser =
  				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() ,
! 				10000 , 30 );
  //			wFLagWeightedPositionsChooser =
! //				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  //				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! //				10000 , 30 );
! 			wFLagWeightedPositionsChooser =
! 				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
! 				3 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
  //			new RunWalkForwardLag( "DrvPstns" , 200 ,
  //				wFLagWeightedPositionsChooser ,	7 ,
--- 144,160 ----
  //				new QuantProject.Business.Strategies.EquityEvaluation.WinningPeriods() );
  //			wFLagWeightedPositionsChooser =
+ //				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
+ //				3 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
+ //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
+ //				1000 , 20 );
+ 			wFLagWeightedPositionsChooser =
  				new WFLagGeneticFixedPortfolioWithNormalDrivingAndPortfolio(
  				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! 				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() ,
! 				1000 , 3 );
  //			wFLagWeightedPositionsChooser =
! //				new WFLagBruteForceWeightedPositionsChooserForBalancedFixedPortfolioAndBalancedDriving(
  //				4 , new SignedTickers( "IWM;-SPY" ) , 100 , "EWQ" ,
! //				new QuantProject.Business.Strategies.EquityEvaluation.SharpeRatio() );
  //			new RunWalkForwardLag( "DrvPstns" , 200 ,
  //				wFLagWeightedPositionsChooser ,	7 ,