Dear all kdb masters, I tried to load a data base, which save the table
as seperate columns and h= ave a .d file within the folder. I guess the
.d fill is compression infor f= ile of kdb, because when I tried to load
the database by using "\l c:/q/DB...
Dear All KDB+ guru, Hope everything great for you so far this week. I
had little but complete experiences on writting backtesting strategy
based on 1minute or 2minute candlestick bar. All these strategies
creates entry, and exit signal based on close...
Dear all guru,I am trying to handle the Stock Closeprice data and
unfortunately the kdb+ does not have exponential moving average built-in
function. I found this thread very useful:
ear All KDB+ Gurus,I have tick Data and I know that I could convert it
to minute bar easily by this way:"select High: max Price, Low: min
Price, Open: first Price, Close: last Price by 1 xbar Time.minute from
Trade where Symbol = `BAC"And the tickdat...
Dear All,Thank you for your time.I try to study the code on this website
reveals a way to backtest a strategy.Code is below:As you can see in the
sixth line there are f_u and f_l fun...
Thanks lot Kuentang,Yes, it is. I tried some ODD timespan on this like
by 7 xbar Time.second from Trade where Symbol = `BAC and it rocks.
Really interesting that I could have some 7 second or 77 second bar,
lolHave a nice day~~~Wenhao