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What I explain to you is that the magnitude order of the error is far below
of the magnitude of precision of raw data.
If your system is so sensitive to epsilon rounding effect, yous system will
ot be stable over unseen data, where the precision of the considered data is
far below the epsilon value.
Roughly, price data precision is no more than 5 digits and EL precision is
above 7 digits, what is enough for most technical analysis applications.
If you consider that the precision in price data is weakened by the market
moise overlaid, that has by definition, less precision than the raw price,
your internal precision consideration are far below any mathematically
correct meaning derived from the meaningful component of the raw price.
Typically, it's a false probleme and a bad understanding of the reality of
cmputerized technical analysis calculus.
PO
> -----Message d'origine-----
> De : Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxx]
> Envoyé : mardi 17 juillet 2001 13:07
> À : pierre.orphelin@xxxxxxxxxxxxxx; Eskimo Omega List
> Objet : Special thread for Pierre Orphelin, the man who do not want to
> see
>
>
> Fantastic! You will never see, not even admit to what you admitted to in
> previous mails, until someone from Omega stands up and says "it is allowed
> to admit it as a bug". Then you will claim that it comes in SP7... :-)
>
> There is no problem with the raw data. The raw data is fine and
> correct. Raw
> data actually are the prices as they occurred, and raw data are not wrong
> just because Tradestation happens to get wrong figures from them.
> There are
>
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