|
PureBytes Links
Trading Reference Links
|
Resending, seems that this answer got stuck somewhere:
Just go back to my original mail, and also to the suggestion on workaround,
improved to a much better solution by Bob.
The comparison in the DMI before adding to plusdm14 or minusdm14 is the
problem. That test does the addition as soon as any numerical error exists
that changes the >= condition. If the comparison results in the wrong
decision based on that small error, that small error results in adding a lot
bigger numbers. Bob Fulks correction solves the problem, but since the DMI
is write protected you have to implement copies of plus and minus dmi
wherever they are used to get to all usages.
> -----Original Message-----
> From: pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
> Sent: den 30 juli 2001 23:10
> To: omega-list@xxxxxxxxxx
> Subject: RE: AW: TradeStation Precision - Summary
>
>
> According to wat I see with the TS2000 DMI code and what has
> been said here on error propagation with recursive calculus
> and price precision, i cannot see where it could fail ( I
> have not digged into their new versions in TS
> Pro)
>
> Sincerely,
>
> Pierre Orphelin
> www.sirtrade.com
> TradeStation Technologies representative in France
>
>
>
> > -----Message d'origine-----
> > De : Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxx] Envoyé : lundi>
> 30 juillet 2001 23:05 À : pierre.orphelin@xxxxxxxxxxxxxx
> > Cc : omega-list@xxxxxxxxxx; Bob Fulks
> > Objet : RE: AW: TradeStation Precision - Summary
> >
> >
> > The word workaround may have something to do with "fix".
> The so called
> > "Omega-Pierre-limitation" maybe? :-)
> >
> > For example delivering a system that claims to follow some
> > specifications (like DMI) but do not.
> >
>
>
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.
|