diff --git a/MarketData.csproj.user b/MarketData.csproj.user index 00a6cc3..b5709ed 100644 --- a/MarketData.csproj.user +++ b/MarketData.csproj.user @@ -1,6 +1,6 @@  - RUNCMBACKTEST /STARTDATE:10-31-2019 /MAXPOSITIONS:3 /INITIALCASH:5000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:CM20191031.TXT + 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:C:\boneyard\marketdata\bin\Debug\MGSH20250331.TXT \ No newline at end of file diff --git a/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs b/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs index bde2579..0714010 100644 --- a/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs +++ b/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs @@ -413,6 +413,7 @@ namespace MarketData.Generator.MGSHMomentum if(TradeDate.Equals(AnalysisDate)) { TradeDate = nextBusinessDay; + Cycle++; // advance the cycle so the next monthly run calculates the correct slot break; } diff --git a/TradeBook/CMTradeBook.xlsx b/TradeBook/CMTradeBook.xlsx index 6c55268..7185abb 100644 Binary files a/TradeBook/CMTradeBook.xlsx and b/TradeBook/CMTradeBook.xlsx differ diff --git a/TradeBook/MGTradeBook.xlsx b/TradeBook/MGTradeBook.xlsx index f108452..b5f7007 100644 Binary files a/TradeBook/MGTradeBook.xlsx and b/TradeBook/MGTradeBook.xlsx differ