Forum Replies Created

  • bl

    Member
    October 16, 2023 at 12:00 am in reply to: error: "test.testTab" (FP.Functions.test/classifyTrades.quke:3)

    I logged in again to test the suggested solution. Now I cannot reproduce the error, no matter if I define the function name or not

  • bl

    Member
    September 12, 2023 at 12:00 am in reply to: error: "test.testTab" (FP.Functions.test/classifyTrades.quke:3)

    Hi Megan,

     

    {[tab]
        //Pseudocode:
        //Performing an update will keep the original table
        //When classifying, need to first check the side
        //If side is Buy, then a good trade was bought for less than what the market was asking for
        //If side is Sell, then a good trade sold for more than what the market was bidding for
        //The vector conditional might prove useful   
        s: exec side from select side from tab;
        b: exec bid from select bid from tab;
        a: exec ask from select ask from tab;
        p: exec price from select price from tab;
        exQuality: ?[s=`B;?[p<a;1b;0b];?[p>b;1b;0b]];
        new: update exQuality from tab
        }
    
    
    
  • bl

    Member
    September 11, 2023 at 12:00 am in reply to: Fundamentals Capstone 4.4

    Mine is the same

    minute| edge qty numTrds
    ------| ---------------------
    15:30 | 1134.574 1180 26 
    15:00 | 1205.548 802 15 
    13:45 | 1384.106 864 14 
    15:45 | 1514.772 2503 50 
    09:30 | 2946.818 3193 58