RE: [amibroker] Standard IEEE floating point arithmetic, AmiBroker Email List Archive

TJ/Herman:

Thanks for your replies. That explained it.

I think I have become too used to the perl programming language and got confused a bit. In perl, all numeric numbers are stored in double internally, not float. Doubles have many more significant digits.

- Mark

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Monday, May 14, 2007 2:13 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Standard IEEE floating point arithmetic

Herman,

This is NOT overflow !

Overflow in single precision number happens when number is greater than 3.4×10³⁸

That is: 3800000000000000000000000000000000000000

This is the largest number that 32 bit standard IEEE can handle.

Overflow would happen when number exeeded that.

The other thing is number of *significant digits*.

This is how many digits are actually 100% accurrate - that's 7+ digits.

MUST READ:

http://en.wikipedia.org/wiki/IEEE_754

What is significant digit:

http://en.wikipedia.org/wiki/Significant_digit

Users' Guide:

http://www.amibroker.com/guide/afl/afl_view.php?almostequal

BTW: IEEE 32 bit standard is a world-wide standard for floating point arithmetic

available in ALL computer languages (in C it is represented by 'float' type).

What's more it is used in TradeStation, Wealth-Lab, Metastock and other trading apps

and you would get the same results there as well.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Herman

To: Mark H

Cc: amibroker@xxxxxxxxxps.com

Sent: Monday, May 14, 2007 5:47 AM

Subject: Re: [amibroker] Amibroker calculation error

You are exceeding the digit limit for AmiBroker. Do a search for "precision", its been discussed many times but I have forgotten the details.. 7 digits is the limit I seem to recall.

AmiBroker doesn't have an overflow error msg.

herman

Monday, May 14, 2007, 11:06:47 AM, you wrote:

>

Herman:

My concern is not getting the date format right. There are many ways to do that.

I just need to understand why this simple calculation (add) can have error.

1070511 + 19000000 = 20070512 instead of 20070511.

My hope is that somebody (maybe TJ) can explain it to me.

This is something serious, because it affects my confidence level toward Amibroker as a whole.

Thanks,

- Mark

From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Herman

Sent: Sunday, May 13, 2007 10:41 PM

To: Mark H

Subject: Re: [amibroker] Amibroker calculation error

Why not use this:

Filter = 1;

SetOption("NoDefaultcolumns",False);

DateNumber = ParamDate("Date",Now(1)); // To provice test DateNum

DateString = NumToStr(DateTimeConvert( 2, DateNumber),formatDateTime);

AddTextColumn(DateString, "DateNum");

Buy = 1;

herman

Monday, May 14, 2007, 10:23:37 AM, you wrote:

>

I am trying to convert a date number to a year+month+day number for better display.

It worked before, but for May 11, I got this error:

1070511 + 19000000 = 20070512 instead of 20070511.

Here is a piece of code to demonstrate this calculation error:

---------------------------------------------------------

filter = 1;

daten = StrFormat("%f", 1070511 + 19000000);

AddTextColumn(daten, "DateNum");

buy = 1;

---------------------------------------------------------

The column will display 20070512.00000, not 20070511 as you would expect.

I understand that in AFL, all numbers are in double type and integer is converted when used. However, this doesn’t seem to be a rounding error since the result is exactly 20070512.00000, not something like 20070511.71332.

I am using 4.90.5.

Have anyone seen this before?

Thanks,

- Mark

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