|
PureBytes Links
Trading Reference Links
|
Thank you. Maybe you can get through to him. Actually, the example uses only
5 digits, so price data is only accurate to 5 digits, the value he himself
states as reasonable.
> -----Original Message-----
> From: Gary Fritz [mailto:fritz@xxxxxxxx]
> Sent: den 17 juli 2001 15:49
> To: Omega-List
> Subject: RE: Special thread for Pierre Orphelin, the man who
> do not want to see
>
>
> > 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.
>
> Pierre, listen to what Mats is saying.
>
> 1. He is not looking at his system, he is looking at Omega's DMI.
>
> 2. Omega's DMI produces DIFFERENT RESULTS than DMI written in C++.
>
> 3. The errors accumulate, and the results are SIGNIFICANTLY DIFFERENT
> in Omega's DMI than in a C++ implementation of DMI.
>
> If Mats is correct (I haven't spent the time he has to verify it),
> then it seems clear to me that Omega's code is in error, and the
> erroneous code can produce incorrect trading decisions even if you
> don't assume your price data is accurate to 10^-7.
>
> Gary
>
This message contains information that may be privileged or confidential and is the property of the Cap Gemini Ernst & Young Group. It is intended only for the person to whom it is addressed. If you are not the intended recipient, you are not authorized to read, print, retain, copy, disseminate, distribute, or use this message or any part thereof. If you receive this message in error, please notify the sender immediately and delete all copies of this message.
|