diff --git a/MarketDataLib/Generator/Momentum/Backtest.cs b/MarketDataLib/Generator/Momentum/Backtest.cs index 20425ae..f0d04b9 100644 --- a/MarketDataLib/Generator/Momentum/Backtest.cs +++ b/MarketDataLib/Generator/Momentum/Backtest.cs @@ -106,7 +106,7 @@ namespace MarketData.Generator.Momentum return null; } } -// Calcualtes the expectation for the model ( Percent of Winning Trades * Average Gain)/(Percent Losing Trades * Average Loss) +// Calculates the expectation for the model ( Percent of Winning Trades * Average Gain)/(Percent Losing Trades * Average Loss) // The expectation should be above zero public static ModelStatistics GetModelStatistics(MGSessionParams sessionParams) { diff --git a/MarketDataLib/MarketDataLib.csproj b/MarketDataLib/MarketDataLib.csproj index 1bfed85..c779179 100644 --- a/MarketDataLib/MarketDataLib.csproj +++ b/MarketDataLib/MarketDataLib.csproj @@ -162,7 +162,6 @@ - diff --git a/Program.cs b/Program.cs index 4cdb7c9..31ea698 100644 --- a/Program.cs +++ b/Program.cs @@ -187,7 +187,7 @@ namespace MarketData MDTrace.WriteLine(LogLevel.DEBUG," MGLIQUIDATE /SESSIONFILE: /TRADEDATE: sells all positions in the session file with either the supplied tradedate or latestpricingdate if trade date omitted."); MDTrace.WriteLine(LogLevel.DEBUG," MGCLOSEPOSITION /SESSIONFILE: /SYMBOL: /PURCHASEDATE: /SELLPRICE: /SELLDATE: sells the specified position in the session file with either the supplied sell date and sell price."); MDTrace.WriteLine(LogLevel.DEBUG," MGUPDATEPRICE /SYMBOL: /TRADEDATE: /PRICE: /SESSIONFILE:"); - MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE: {/RISKALLOCATION:NONE/SHARPERATIO}"); + MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE:"); MDTrace.WriteLine(LogLevel.DEBUG, "*********** C L E N O W M O M E N T U M (C M M O M E N T U M )************"); MDTrace.WriteLine(LogLevel.DEBUG, " RUNCMBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{USEBINBASEDPOSITIONSIZING}: /{USEBINBASEDPOSITIONSIZINGNUMBINS}: /{TARGETBETA}: /{ENDDATE}: /SESSIONFILE: /{USECNN}: /{USECNNHOST}: /{USECNNDAYCOUNT}:"); MDTrace.WriteLine(LogLevel.DEBUG, " CMSESSION /SESSIONFILE:");