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Hello,
1. Not easy but doable. Problem is with the existing plugins - they would ALL need to be rewritten.
2. Raw calculation speed is not a problem because calculations are processed anyway using FPU which is almost
as fast in 32 bit IEEE as in 64 bit IEE. The problem is the MEMORY and accessing 2x larger data blocks.
Note that internal calculations and intermediate result storage are 64 bit already but just results
and data fields are stored in 32 bit floating point format. And this is mainly to conserve memory usage.
Eventual speed drop would be the result of 2x memory size required (for example: things that fit into CPU cache
would not fit anymore - if data do not fit into the cache it means HUGE drop in performance).
64 bit precision means DOUBLING memory requirements.
It may not be a problem for you but several people are trying to calculate things on 500000 data bars.
Currently each such array consists of 4MB. Quote data (OHLCVOI - 6 * 8 * 500000 bytes = 24MB).
This means that 500000 bars of single security would take 24MB of CONTINUOUS memory.
This becomes a problem because on Windows RAM is very often fragmented and even if you have for example
128MB ram free there is no 24MB continuous block.
Also when running portfolio backtests memory is required to hold entry/exit prices and if this would need
to be in 64 bit then people running backtests on large portfolios (>1000 symbols) would not be able to
run them at all.
Frankly from my point of view it does not make any sense. 32 bit floating point provides accuracy of
1e-7 it is: 0.00001%.
I simply can not imagine how anyone would consider 0.000001% accuracy inappropriate for financial
application. If you are trading say portfolio worth $100000 (one hundred thousands dollars) 32bit floating point provides results
that are accurate +/- $0.01 (plus/minus one cent). Practical accuracy is better because INTERMEDIATE
calculations and results in backtester are performed in full 64 bit so total profit and other reported figures are
much more accurate (upto 15 significant digits)
This is why I don't think if moving everything to 64 bit has ANY *practical* merrit.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 16, 2004 6:12 PM
Subject: [amibroker] double (64-bit) precision
> Tomasz,
>
> 1) How easy is it to convert AmiBroker to double (64-bit) precision ?
>
> 2) How much sacrifice in terms of speed do you expect from the
> conversion?
>
> TIA
>
> regards,
> ysk
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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