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No matter what precision you use, fraction of 0.1 can not be represented
accurrately on binary computer.
If you read the article I pointed out
http://docs.sun.com/source/806-3568/ncg_goldberg.html
you would see that regardless if you use 32, 64 or 80 bits floating point
calculations are never 'exact' and even if you write (C++)
double x = 3/7; // not DOUBLE precision here
if( x == 3/7)
{
part A;
}
then sometimes part A will be executed and sometimes not (depending on:
compiler, release/debug mode, processor used and so on and so on.
So there is no point in discussing this.
Simply == (equality) check is prone to rounding errors when using floating point
no matter how many bits you use (you can even use 2048 bits floating point and it won't help)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 24, 2005 7:10 PM
Subject: [amibroker] Re: Floating point precision (or lack thereof)
>
> FYI
>
> TradeStation supports Double-Precision Floating Point Variables since
> TradeStation 7.0.
>
> http://www.tradestation.com/new/tradestation7.shtm
>
> Whats's New in TradeStation 7.0
>
> TradeStation EasyLanguage Enhancements:
> Support for Double-Precision Floating Point Variables
> EasyLanguage allows for numeric value types to be specified as
> integers, single floats, or double-precision floating point values
> (doubles), resulting in a improved calculation performance by using
> integers where floats have previously been used, in addition to
> enhanced calculation precision through the use of doubles. The numeric
> values that are impacted by this change are Variables, Inputs, Arrays
> , Functions and Plots.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
>> Hello,
>>
>> Some reading:
>> http://docs.sun.com/source/806-3568/ncg_goldberg.html
>>
>> 1. Precision is 7 significant digits.
>> 2. No PRICE information on ANY market is provided with greater accurracy
>> than 7 digits.
>> 3. Because of (2), all major software packages including
> Tradestation, Metastock
>> and others use 32 bit floating point IEEE standard and
>> there are NO problems using it assuming that you code properly.
>> 4. Round() function does not change anything because certain decimal
> fractions
>> (like 0.1) can not be represented as binary fraction (because 1/10
> can not be
>> expressed as finite sum of binary fractions 1/2, 1/4, 1/8, 1/16,
> 1/32, 1/64, 1/128, and so on ......)
>> And all computers work with binary numbers only (except some ancient
> machines that
>> were using BCD codes).
>>
>> This is as plain obvious fact like the fact that 1/3 can not be
> represented
>> as decimal fraction. And if you round 1/3 expressed in decimal system
>> 0.333333333 to any number of places you won't get accurate result no
> matter what.
>>
>> Actually in EVERY encoding system (using any base) there are
> fractions not
>> representable by finite number of digits)
>>
>> Sorry guys but this is elementary school math.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Graham" <kavemanperth@xxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, August 24, 2005 8:54 AM
>> Subject: Re: [amibroker] Floating point precision (or lack thereof)
>>
>>
>> > Yes it caused problems getting charts like PF charts correct.
>> > You can work around it by rounding up or down eg in you case
>> > an example Round(L*100)/100
>> > or
>> > Unless you absolutely need accuracy past 5 digits, don't.
>> >
>> >
>> > On 8/24/05, giggollo99 <giggollo@xxxx> wrote:
>> >> Hi all,
>> >>
>> >> When i display values in commentary window like High, Low etc, I'm
>> >> seeing values which appear to be imprecise. For example, my
> downloaded
>> >> data contains a low of 38.78 for a particular bar, but when I display
>> >> the value in Commentary window to 8 decimal places i get:
>> >>
>> >> L=38.77999878
>> >>
>> >> This causes problems in backtesting because if i code this condition
>> >>
>> >> IIF(L<38.78,X,Y)
>> >>
>> >> the code will yield X when in fact it should yield Y because the low
>> >> is not less than 38.78 (it is exactly 38.78). This occurs simply
>> >> because of the imprecise representation of the value in AB.
>> >>
>> >> Does anyone know how to get around this, and if its normal for the
>> >> value to be imprecise in AB?
>> >>
>> >> Thanks a lot,
>> >> g
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >> Please note that this group is for discussion between users only.
>> >>
>> >> To get support from AmiBroker please send an e-mail directly to
>> >> SUPPORT {at} amibroker.com
>> >>
>> >> For other support material please check also:
>> >> http://www.amibroker.com/support.html
>> >>
>> >>
>> >> Yahoo! Groups Links
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >>
>> >
>> >
>> > --
>> > Cheers
>> > Graham
>> > AB-Write >< Professional AFL Writing Service
>> > Yes, I write AFL code to your requirements
>> > http://e-wire.net.au/~eb_kavan/ab_write.htm
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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