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Re: TradeStation Precision - Summary



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It may well be straightforward to code some of 
TS's inbuilt functionality in Mathematica.

But without having been through a learning curve
with Tradestation, how do you know which parts
you want to replicate?

The tests you propose will undoubtedly show that
Mathematica is more accurate. Since it is written to
a higher level of floating point precision, it would be
astonishing if it wasn't.

Such tests miss the question. Tradestation is an 
application written specifically to deal with a 
particular kind of data, which is itself only accurate to
a limited degree. It is not written, as Mathematica is,
to deal with many kinds of data, some of which may 
be very accurate. 

Tradestation therefore has no need for the level of 
precision attainable in Mathematica. This is of course
not to say that everything in Tradestation is perfect.

But it is arguable that the failure to understand that the
underlying data is less than perfect is more damaging 
than the relatively well understood limitations of 
Tradestation in this area.

Repeat after me.

'A limitation is not a bug'.