Dear All,
Thank you for your time.
I try to study the code on this website (http://eachright.blogspot.ch/2007/05/back-testing-in-q.html) which 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 function definition. I am confused here.
Let have a look on f_u definition:
f_u:{[xe;limit;p;x]limit&x+xe>p x};
But when the function has been used, it only has three arguments other than four arguments like this:
f_u[(e_pr+gep);i_te;t`bid1]/[i_eb];
May some one explain it to me? Thank you very much!
Best Regards,
Wenhao SHE