Re: [amibroker] Incorrect rounding in Amibroker, AmiBroker Email List Archive

2009/3/14 Tomasz Janeczko <groups@xxxxxxxxxxxxx>

Hello,

The rounding is correct and actually, it is not rounding at all it is just formatting

of floating point number. So it is for "display only". The underlying numbers

remain the same regardless of how many digits you display.

As to number formatting is entirely done by C runtime library (MSVCRT.DLL), made by Microsoft

and used in almost every Windows application.

Read about sprintf there:

http://msdn.microsoft.com/en-us/library/ybk95axf(VS.80).aspx

There are different methods of rounding (always up, always down, unbiased)

The way printf and sprintf functions do rounding will often depend upon the
system's C `sprintf' subroutine.

On many OSes including Windows, `sprintf' rounding
is "unbiased," which means it doesn't always round a trailing `.5' up,
contrary to naive expectations. In unbiased rounding, `.5' rounds to
even, rather than always up, so 1.5 rounds to 2 but 4.5 rounds to 4.
The result is that if you are using a format that does rounding (e.g.,
`"%.0f"') you should check what your system does.

If you need "always up" rounding use

floor( value + 0.5 );

Best regards,
Tomasz Janeczko
amibroker.com

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

From: İlhan Ketrez

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, March 14, 2009 7:04 AM

Subject: Re: [amibroker] Incorrect rounding in Amibroker

Thanks a lot, but...

When we tell

AddColumn(H,"H",1.4);

AddColumn
(L,"L",1.4);
AddColumn
(mp,"mp",1.4);
to Amibroker, the answers are correct. (The right column below)

However, when we don't tell that way, rounding still seems to be incorrect.

We should format first and then round with excel...

I'll appreciate any additional comments.

Ticker Date/Time H L with excel: mp Ticker Date/Time H L mp

YKBNK 10.03.2009 1.55 1.5 1.525 1.52 YKBNK 10.03.2009 1.5500 1.5000 1.5250

YKBNK 11.03.2009 1.56 1.51 1.535 1.53 YKBNK 11.03.2009 1.5600 1.5100 1.5350

On Sat, Mar 14, 2009 at 2:49 AM, Tomasz Janeczko <groups@xxxxxxxxxxxxx> wrote:

Read the manual first http://www.amibroker.com/guide/h_exploration.html

Rounding is correct and user-definable. If you want 3 decimal digits - just tell AB this way:

AddColumn(mp,"mp", 1.3 );

Best regards,
Tomasz Janeczko
amibroker.com

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

From: İlhan Ketrez

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, March 13, 2009 9:35 PM

Subject: [amibroker] Incorrect rounding in Amibroker

Dear friends,

Amibroker seems to be rounding the results different than it should be. Below is a piece of the results.

The prices have two digits after dot. (h+l)/2 sometimes has 2 digits, sometimes 3 after dot.

Amibroker sometimes rounds the result up, sometimes down.

Ticker Date/Time H L (h+l)/2
Excel Calc. (h+l)/2
Amibroker Calc.

YKBNK 23.02.2009 1.67 1.63 1.65 1.65

YKBNK 24.02.2009 1.64 1.58 1.61 1.61

YKBNK 25.02.2009 1.69 1.65 1.67 1.67

YKBNK 26.02.2009 1.70 1.65 1.675 1.67

YKBNK 27.02.2009 1.66 1.61 1.635 1.63

YKBNK 02.03.2009 1.63 1.58 1.605 1.61

YKBNK 03.03.2009 1.62 1.59 1.605 1.61

YKBNK 04.03.2009 1.64 1.60 1.62 1.62

YKBNK 05.03.2009 1.62 1.53 1.575 1.58

YKBNK 06.03.2009 1.57 1.52 1.545 1.55

YKBNK 09.03.2009 1.59 1.49 1.54 1.54

YKBNK 10.03.2009 1.55 1.50 1.525 1.52

YKBNK 11.03.2009 1.56 1.51 1.535 1.53

YKBNK 12.03.2009 1.55 1.46 1.505 1.5

YKBNK 13.03.2009 1.60 1.54 1.57 1.57

I may also send you the complete data if needed. You may also see easily with your own data with the following code:

MP= (H+L)/2;

Filter=1;

AddColumn
(H,"H");
AddColumn
(L,"L");
AddColumn
(mp,"mp");

Thanks in advance for your help.

Ilhan