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Fix Cycle calculation in MGSHBacktest

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Sean
2025-05-01 07:24:59 -04:00
parent 919e4655a4
commit f9bf29ed53
2 changed files with 2 additions and 0 deletions
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1
MarketData/.vscode/launch.json vendored
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@@ -12,6 +12,7 @@
"preLaunchTask": "build",
"program": "${workspaceFolder}/MarketData/bin/Debug/net8.0/mk.dll",
// "args": ["MGSHRUNBACKTEST","/STARTDATE:03-31-2025","/KEEPSLOTPOSITIONS:TRUE","/STOPLIMITRISKPERCENTDECIMAL:.20","/USESTOPLIMITS:TRUE","/INITIALHEDGECASH:3000","/USEHEDGING:TRUE","/USELOWSLOPEBETACHECK:TRUE","/INCLUDETRADEMASTERFORSYMBOLSHELD:TRUE","/MACDREJECTSTRONGSELLSIGNALS:FALSE","/MACDREJECTWEAKSELLSIGNALS:TRUE","/MAXPOSITIONS:3","/INITIALCASH:10000","/HOLDINGPERIOD:3","/SESSIONFILE:/home/pi/ARM64/MarketData/MarketData/Models/MGSH20250331.TXT"],
// "args": ["MGSHRUNBACKTEST","/STARTDATE:03-31-2025","/ENDDATE:03-31-2025","/KEEPSLOTPOSITIONS:TRUE","/STOPLIMITRISKPERCENTDECIMAL:.20","/USESTOPLIMITS:TRUE","/INITIALHEDGECASH:3000","/USEHEDGING:TRUE","/USELOWSLOPEBETACHECK:TRUE","/INCLUDETRADEMASTERFORSYMBOLSHELD:TRUE","/MACDREJECTSTRONGSELLSIGNALS:FALSE","/MACDREJECTWEAKSELLSIGNALS:TRUE","/MAXPOSITIONS:3","/INITIALCASH:10000","/HOLDINGPERIOD:3","/SESSIONFILE:/home/pi/ARM64/MarketData/MarketData/Models/MGSHCYCLETEST.TXT"],
"args": [],
"cwd": "${workspaceFolder}/MarketData",
"console": "internalConsole",

1
MarketData/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
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@@ -412,6 +412,7 @@ namespace MarketData.Generator.MGSHMomentum
if(TradeDate.Equals(AnalysisDate))
{
TradeDate = nextBusinessDay;
Cycle++; // advance the cycle so that the next monthly run calculates the correct slot
break;
}