git-svn-id: svn://192.168.1.132/autoStock/autoStock@713 33c8eb2e-3fb0-4f7a-9790-3894f54e5fb4

Author: Kevin

client.jar

@@ -20,8 +20,12 @@ public AdjustmentSeriesForAlgorithm(AlgorithmBase algorithmBase){
 	@Override
 	protected void initializeAdjustmentCampaign() {
 
-		addTypicalSignalRange(algorithmBase.signalGroup.signalOfRSI);
-     	listOfAdjustmentBase.add(new AdjustmentOfBasicInteger("RSI Period", algorithmBase.signalGroup.signalOfRSI.signalParameters.periodLength, new IterableOfInteger(20, 40, 2, true)));
+		
+		addTypicalSignalRange(algorithmBase.signalGroup.signalOfUO);
+     	listOfAdjustmentBase.add(new AdjustmentOfBasicInteger("UO Period", algorithmBase.signalGroup.signalOfUO.signalParameters.periodLength, new IterableOfInteger(20, 30, 2, true)));
+		
+//		addTypicalSignalRange(algorithmBase.signalGroup.signalOfARUp);
+//		addTypicalSignalRange(algorithmBase.signalGroup.signalOfARDown);
 
 //		listOfAdjustmentBase.add(new AdjustmentOfSignalMetric(algorithmBase.signalGroup.signalOfCCI, AdjustmentType.signal_metric_long_entry, new IterableOfInteger(-30, 30, 3, false)));
 //		listOfAdjustmentBase.add(new AdjustmentOfSignalMetric(algorithmBase.signalGroup.signalOfCCI, AdjustmentType.signal_metric_long_exit, new IterableOfInteger(-30, 30, 3, false)));

src/com/autoStock/adjust/AdjustmentSeriesForAlgorithm.java

@@ -37,7 +37,7 @@
  * 
  */
 public class BacktestContainer implements ReceiverOfQuoteSlice {
-	private final boolean usePrecomputedEvaluation = false;
+	private final boolean usePrecomputedEvaluation = true;
 	public final Symbol symbol;
 	public final Exchange exchange;
 	public HistoricalData historicalData;

src/com/autoStock/backtest/BacktestContainer.java

@@ -157,7 +157,7 @@ public SignalParametersForDI(){
 
 	public static class SignalParametersForCCI extends SignalParameters {
 		public SignalParametersForCCI() {
-			super(new NormalizeInterface(){@Override public int normalize(double input) {return (int) (input / 8) + 5;}}, 
+			super(new NormalizeInterface(){@Override public int normalize(double input) {return (int) (input / 8);}}, 
 			new MutableInteger(30), new MutableInteger(10),
 			new SignalGuage[]{new SignalGuage(new MutableEnum<SignalGuageType>(SignalGuageType.guage_threshold_left), SignalBounds.bounds_lower, -30)},
 			new SignalGuage[]{new SignalGuage(new MutableEnum<SignalGuageType>(SignalGuageType.guage_threshold_left), SignalBounds.bounds_upper, 0)},
@@ -245,7 +245,7 @@ public SignalParametersForSTORSI() {
 
 	public static class SignalParametersForUO extends SignalParameters {
 		public SignalParametersForUO() {
-			super(new NormalizeInterface(){@Override public int normalize(double input) {return (int) (MathTools.pow(input, 1.04) - 55);}}, 
+			super(new NormalizeInterface(){@Override public int normalize(double input) {return (int) ((double)input / 1.2 - 45);}}, 
 			new MutableInteger(30), new MutableInteger(10),
 			new SignalGuage[]{new SignalGuage(new MutableEnum<SignalGuageType>(SignalGuageType.guage_threshold_left), SignalBounds.bounds_lower, -10)},
 			new SignalGuage[]{new SignalGuage(new MutableEnum<SignalGuageType>(SignalGuageType.guage_threshold_left), SignalBounds.bounds_upper, 13)},

src/com/autoStock/signal/SignalDefinitions.java

@@ -31,14 +31,14 @@ public StrategyOfTest(AlgorithmBase algorithmBase) {
 
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_adx);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_di);
-		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_rsi);
+//		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_rsi);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_macd);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_trix);
 
 //		strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_cci);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_mfi);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_roc);
-//		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_uo);
+		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_uo);
 //		strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_storsi);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_ar_up);
 //		 strategyOptions.listOfSignalMetricType.add(SignalMetricType.metric_ar_down);