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Joined Feb 2024 •
Active 10 months ago
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MemberOctober 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
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MemberSeptember 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 }
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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