[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Special thread for Pierre Orphelin, the man who do not want to see nonsenses again



PureBytes Links

Trading Reference Links

Frankly, I do not understan what and why you are trying to demonstrate by
dozens of lines of text...

1) EL has a 7 digit precision, as FLOAT do have in C.

Try this for example:

value1= 555555555;
value2= value1-444;
plot1(value2,"");

messagelog(value2:15:15);

Here is the result:

17/07/2001 23:34	      555555136.000000000000000
17/07/2001 23:34	      555555136.000000000000000
17/07/2001 23:34	      555555136.000000000000000
17/07/2001 23:34	      555555136.000000000000000

Means that:
17/07/2001 23:34	      5 5 5 5 5 5 1 <== 7th digit is correct. ===> Garbage
starts from 8th... 36.000000000000000

FLOAT in C have a 7 digit precision  and a +- 1.5 10^+ -34 range.

Your previous test was comparing the garbage part of two variable ( dmplus
and dmminus flip calculus) ands this is the first thing that you do not
understand,and the reason of your wrong thinking, what you translate by the
easy word "bug".
Yes, the bug exists, but not within TS.

The second one deals with price precision.
Price have 5 digit precision, no more.
Any result from the raw data that has more than  5 digit must be considered
as garbage from the 6th digit.
EL precision going up to 7 digit, this is enough to have correct results.

Sorry to give you some lessons, but I am a physics teacher.
And the first thing that we teach to students  with experimental data is the
limit of experimental precision.
Any measure instrument has it own precision,   TS included.
Suppose that you measure the size ( L x l) of  room with a ruler, you will
get 4 digits, no more for L and l.

Calculate the surface S= L*l.
 If you display more than  4 digits for the surface result, you are dead
wrong with the extra digits after the 4 th.
(I simplify here but we should deal with relative errors that have additive
properties).

This apply to any domain, including technical indicators derived from raw
data:
Their precision CANNOT be more than the precision of the initial data.

Period.

PO


> -----Message d'origine-----
> De : Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxx]
> Envoyé : mardi 17 juillet 2001 19:05
> À : pierre.orphelin@xxxxxxxxxxxxxx; Eskimo Omega List
> Objet : RE: Special thread for Pierre Orphelin, the man who do not want
> to see
>
>
> God, this is taking some time. You do actually not explain anything to me,
> you are just stubbornly confusing people by trying to state things against
> the facts provided by the examples of what happens in real life
> calculations.  (snip)
>