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I have been thinking about this, since I started mulling over how to
design a PowerBackTester
I will only have to read/write 3 core metrics, in and out of memory
(all other BT metrics can be calc from them on the fly).
I have price = 1.0277 (2.77 %)
plus in and out time (either datenum or timenum etc depending on base
timeframe).
I might also need to store additional data with the trades e.g. RSI
value for ranking signals.
For warp speed I am wondering how to get 3 or more units of data in
one memory series .... I wonder if it would be quicker keep all the
data that belongs to one trade together and thenunpack the serial
data, in RAM, into 3 the or more arrays required i.e. the collection
of arrays that make up the trade matrix?
Don't know anything about bit consumption per integer etc or
progamming/computers.
I keep coming back to the idea of making 2 * 32 bits operate like a
pseudo 64 bits (and onwards)?
Anyone heard of this ... it's probably standard computer practise or
maybe a crazy idea?
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> How many bits are your numbers?
>
> Two 11 bit integers can be be packed and unpacked from one 32 bit
> float number with ease. You just mask (&) bits to extract the low
> order number. Use multiply or divide to shift the low to the high
> half of the number and back to the low half again. Simple bit
> arithmetic.
>
> Though it seems there should be easier ways to get what you want.
I
> am not a CBT user though.
>
> BR,
> Dennis
>
>
> On Feb 7, 2009, at 7:57 PM, hydroblue@xxx wrote:
>
> > Thanks Tomasz. I'm looking for a clever way to stuff two numbers
into
> > the 32 bit float and then later extract the 2 numbers.
> >
> > // fraction = 23 bit integer
> > // exponent = 8 bit integer
> >
> > The reason for doing this is to efficiently get an extra array of
> > numbers into the portfolio backtester without thousands of static
vars
> > or Foreign symbols.
> >
> > Is there a way to do this in AFL without writing a DLL?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > wrote:
> >>
> >> Hello,
> >>
> >> IEEE 754 Standard floating point (32 bit, single precision)
> >> http://en.wikipedia.org/wiki/IEEE_754-1985
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: <hydroblue@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Saturday, February 07, 2009 5:13 PM
> >> Subject: [amibroker] AFL floating point number representation?
> >>
> >>
> >>> I need to know what range of values and what precision can be
> >>> represented in the AFL floating point arrays, specifically the
> >>> PositionSize array.
> >>>
> >>> It would also be useful to know how many bits are available in
the
> >>> mantissa and exponent. Any help appreciated.
> >>>
> >>> Thanks,
> >>> Steve
> >>>
> >>>
> >>>
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