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Re: [amibroker] Re: Can Amibroker handle small decimal numbers?


  • Date: Wed, 17 Feb 2010 22:04:25 -0700
  • From: Howard B <howardbandy@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: Can Amibroker handle small decimal numbers?

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Hi Zozu --

K-ratio is one of the metrics that is computed by AmiBroker and reported.  If you are creating a custom objective function, you can include a term related to k-ratio.  In that term, you can refer to the values that are typically reported.  For example, require that k-ratio be >= 0.05.

All values stored in AmiBroker variables are stored as floating point numbers and are in IEEE single precision (32 bit) floating point notation.  The form of the number is .xxxxxxxeyy, where xxxxxxx is about 7 decimal digits of significance and yy is an exponent.  Together they allow numbers of either sign with absolute values between about 10^-38 and 10^38 to be stored.

Some of the difficulty using very small numbers comes when they are added to larger numbers.  Only the 7 most significant digits are stored -- all the information in digits from 8 on is lost.

Thanks,
Howard

On Wed, Feb 17, 2010 at 3:00 PM, zozuzoza <zozuka@xxxxxxxxx> wrote:
 

Hi Howard

I meant kratio for example that have typical values of 0.01. If I use it as a fitness function, do I need to multiply by 100?

Or if I optimise a parameter that have 0.01 step?

Br,
Zozu



--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> Hi Zozu --
>
> How small are the numbers and how are you using them?
>
> Multiplying by 100 or 1000 is often useful when working with indicator
> values so that they scale reasonably when plotted.
>
> Multiplying by 100 or 1000 may be useful when combining a variable with a
> small value with a variable with a large value so that the significant
> digits of the smaller value are retained.
>
> Adding a constant and / or multiplying by a constant may be necessary to
> create a number that has a positive integer part if that value will be added
> to a composite and stored in the volume field.
>
> Thanks,
> Howard
>
>
> On Tue, Feb 16, 2010 at 5:23 AM, droskill <droskill@xxx> wrote:
>
> >
> >
> > I haven't read the book - but for me it hasn't been a problem - I routinely
> > use small numbers as you describe them....
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>, "zozuzoza"

> > <zozuka@> wrote:
> > >
> > > Hi,
> > > I am reading in Howard's book that 'Amibroker handles the negative values
> > without and problem, but the small numbers loose all the significance beyond
> > the decimal point.' Furthermore Howard recommend to multiply the numbers
> > below 1 by 100 or 1000.
> > >
> > > Is it really the case?
> > >
> >
> >
> >
>




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