Floating point and TS2000

[Mark Jurik <mark@xxxxxxxxxxxx>]

I received this message and am passing it on to this forum.

Would Bob Fulks and others familiar with the numerical analysis issues of TS2000 kindly step forward and discuss this for all to benefit?

Thanks
Mark Jurik
===================================================

-----Original Message-----
From:	Claudio Paccoret [SMTP:aerofun@xxxxxxx]
Sent:	Thursday, June 10, 1999 11:01 AM
To:	mgj@xxxxxxxxxxxx
Subject:	Floating point

Hi Mark

I have posted a question to the Omega Beta support people but it seems that we can communicate better with each other than them with Omega programmers !!!

The question arises from the lack of performance that I see when optimizing systems in TS 2k, it is slower than TS4 for identical systems.

The big performance draw back arised when I started adding True range functions for exit and entry strategies, that killed TS 2k to became slower that TS4. 

I am suspect of the floating point strategies and I believe that they are not using true 32 bit all over causing a huge performance penalty.

Could you find something about this?  I could not get a straight answer yet and I am not knowledgeable enough to ask in a certain way that they will tell me truth.

Example: " ...If you are referring to floating point as singles and doubles we are using
both.   It depends on where you are in the code...."

Please let me know.

Thanks,

Claudio