Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26364/b7_Scripts/WalkForwardTesting/WalkForwardLag
Modified Files:
WFLagMain.cs
Log Message:
- the default file name for the log has been improved
Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** WFLagMain.cs 8 Apr 2006 18:42:29 -0000 1.2
--- WFLagMain.cs 14 May 2006 22:58:27 -0000 1.3
***************
*** 117,129 ****
{
// new RunWalkForwardLag( "millo" , 500 ,
! // 3 , 3 , 90 , 7 , 15 , 30000 , "MSFT" ,
// new DateTime( 2002 , 1 , 1 ) ,
! // new DateTime( 2002 , 3 , 31 ) ,
! // 7 ).Run();
! new RunWalkForwardLag( "SP500" , 500 ,
! 3 , 3 , 90 , 7 , 1 , 30000 , "MSFT" ,
! new DateTime( 2002 , 1 , 30 ) ,
! new DateTime( 2002 , 2 , 3 ) ,
! 1 ).Run();
}
--- 117,144 ----
{
// new RunWalkForwardLag( "millo" , 500 ,
! // 3 , 3 , 90 , 7 , 1 , 5000 , "MSFT" ,
// new DateTime( 2002 , 1 , 1 ) ,
! // new DateTime( 2002 , 1 , 8 ) ,
! // 0.01 ).Run();
! new RunWalkForwardLag( "ib_etf" , 500 ,
! 3 , 1 , 200 , 15 , 50 , 90000 , "EWQ" ,
! new DateTime( 2003 , 1 , 1 ) ,
! new DateTime( 2003 , 12 , 31 ) ,
! 13 ).Run();
! // new RunWalkForwardLag( "ib_etf" , 500 ,
! // 4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" ,
! // new DateTime( 2003 , 1 , 1 ) ,
! // new DateTime( 2003 , 12 , 31 ) ,
! // 13 ).Run();
! // new RunWalkForwardLag( "SP500" , 500 ,
! // 4 , 4 , 400 , 2 , 15 , 30000 , "MSFT" ,
! // new DateTime( 2002 , 6 , 30 ) ,
! // new DateTime( 2003 , 6 , 30 ) ,
! // 8 ).Run();
! // new RunWalkForwardLag( "SP500" , 500 ,
! // 1 , 1 , 400 , 2 , 5 , 5000 , "MSFT" ,
! // new DateTime( 2002 , 6 , 30 ) ,
! // new DateTime( 2003 , 6 , 30 ) ,
! // 3 ).Run();
}
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