Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

Add BetaCalc36 to MGMomentum

Browse Source
This commit is contained in:
Sean
2025-05-09 13:40:13 -04:00
parent 3d58fa94e2
commit 316173b711
4 changed files with 16 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
MarketData/MarketData/ModelHelper/MGMomentumHelper.cs
View File

@@ -54,6 +54,11 @@ namespace MarketData.ModelHelper
mgParams.UseStochastics=commandArgs.Coalesce<bool>("USESTOCHASTICS",true);
}
if(commandArgs.Has("USECALCBETA"))
{
mgParams.UseCalcBeta=commandArgs.Coalesce<bool>("USECALCBETA",true);
}
// ** M A C D
if(commandArgs.Has("USEMACD"))
{

10
MarketData/MarketData/Models/runbacktest.sh
View File

@@ -1,9 +1,7 @@
#!/bin/bash
# RUN THE BASLINE AND THEN SUBSTITUTE BETACALC36 FOR BETA IN THE MG MODEL AND RERUN THE TEST AND THEN COMPARE THE RESULTS
export DOTNET_ROOT=/opt/dotnet
RUNDATE="$1"
#PATHMODEL="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA.TXT"
PATHMODEL="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA_CALC36.TXT"
/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNBACKTEST /USELOWSLOPEBETACHECK:FALSE /STARTDATE:12/31/2018 /ENDDATE:03/31/2025 /INITIALCASH:10000 /MAXPOSITIONS:3 /HOLDINGPERIOD:3 /SESSIONFILE:$PATHMODEL /QUALITYINDICATORTYPE:SCOREINDICATOR
PATHMODELBETA="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA.TXT"
/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNBACKTEST /USECALCBETA:FALSE /STARTDATE:12/31/2018 /ENDDATE:04/30/2025 /INITIALCASH:10000 /MAXPOSITIONS:3 /HOLDINGPERIOD:3 /SESSIONFILE:$PATHMODELBETA /QUALITYINDICATORTYPE:SCOREINDICATOR
#PATHMODELCALCBETA="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA_CALC36.TXT"
#/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNBACKTEST /USECALCBETA:TRUE /STARTDATE:12/31/2018 /ENDDATE:04/30/2025 /INITIALCASH:10000 /MAXPOSITIONS:3 /HOLDINGPERIOD:3 /SESSIONFILE:$PATHMODELCALCBETA /QUALITYINDICATORTYPE:SCOREINDICATOR