quantproject-developers

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

Update of /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5200/b7_Scripts/WalkForwardTesting/WalkForwardLag

Modified Files:
	WFLagMain.cs 
Log Message:
EWQ is used as benchmark, instead of MSFT, for ETF's group.

Index: WFLagMain.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b7_Scripts/WalkForwardTesting/WalkForwardLag/WFLagMain.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** WFLagMain.cs	14 May 2006 22:58:27 -0000	1.3
--- WFLagMain.cs	31 May 2006 14:16:32 -0000	1.4
***************
*** 117,129 ****
  		{
  //			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" ,
--- 117,129 ----
  		{
  //			new RunWalkForwardLag( "millo" , 500 ,
! //				3 , 3 , 90 , 4 , 1 , 5000 , "MSFT" ,
  //				new DateTime( 2002 , 1 , 1 ) ,
  //				new DateTime( 2002 , 1 , 8 ) ,
  //				0.01 ).Run();
  			new RunWalkForwardLag( "ib_etf" , 500 ,
! 				4 , 4 , 200 , 15 , 50 , 90000 , "EWQ" ,
! 				new DateTime( 2003 , 8 , 13 ) ,
  				new DateTime( 2003 , 12 , 31 ) ,
! 				7 ).Run();
  //			new RunWalkForwardLag( "ib_etf" , 500 ,
  //				4 , 4 , 250 , 2 , 15 , 30000 , "EWQ" ,