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Brian,
The PositionScore and PositionSize arrays are an efficient way to move
data between the backtester phases. I don't control the interface, so
I am doing something unusual to stuff more data through a narrow pipe.
If you are writing software from scratch, you can use the appropriate
data types for your application -- you have complete control. Packing
data is unnecessary unless you have memory constraints.
-Steve
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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@ 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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