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 ,
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