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There is three fast answers as I see it:
1. Reinitialise most things that are initialised one time only, that is use
Bobīs solution (if mod(currentbar,100)=1. This means rewriting a number of
the standard functions/indicators in Tradestation, but without that, you
will be getting wrong results.
2. Exchange all tests of if x>y and x<y and x>=y and x<=y (and if you do
comparisons on x=y, think hard about them) with the solution given by bob
(adding or subtracting a small figure. From my tests and comparisons with
C++, that is not enough, so instead do tests of the same kind my functions
(MIBGREATEREQUAL) and (MIBFloatCompareValue) do. Replace all tests like
above with something similar to these functions (you got them together with
the DMI precision bug example). This means rewriting most
functions/indicators in Tradestation
3. For some data the above may not be enough. DJIA for example. There you
may have to resort to smart functions like the ones Bob have sent out
examples of. I have no such data in my country, so that I have not tested.
Note on the MIBFloatCompareValue: This function works for me since I only
run on stock data, and for them I can not use more than 3 decimal digits. So
the function checks what decimal position corresponds to 5 digits precision,
and that value is then used where Bob fulks suggested adding or subtracting
a small number before doing comparison. There is probably a lot nicer
solutions than mine, but it works. Not using that at all, or sticking to
values like 0.0000001 will still deliver really unwanted results.
The problems are big and for real. Just look at the DMI for example,
differences up to 30% in value and triggerpoints moving 5 bars or more forth
and back from real trigger point. Not for all data, but for data where the
precision becomes a problem in the internal comparisons, and when that
happens is something you can not figure out without testing.
You can not trust the built in functions/indicators to do what you want to
do. They are only a starting point, showing enough to figure out how to
recode them into something that works. No matter how much I think Omega
should change them, Omega will never change them until they are on the brink
of going out of business unless they do. Pierre is showing a good example of
how Omega will think and react. All old timers in this list has already
rewritten a lot of what they use. It is not right. You should not have to.
But you will have to do it, or you will get some undesired answers.
> -----Original Message-----
> From: jonmac [mailto:jonmac@xxxxxxxxxxx]
> Sent: den 2 augusti 2001 06:07
> To: omega
> Subject: Re: TS Precision...The Lessons, wrap for Beginners
>
>
> As a very green programmer with lesser knowlegde of maths;
>
> I been building a system based on use of COT interaction as a filter.
> I find it not only interesting, but figure I've almost a good start on
> the concepts visualised in the indicators I've built. Taken me
> forever. Next stage is to start on entry & exits. I'll probably be
> dead before I've got it together, but nevertheless....
>
> NOW after all this I'm wondering how these indicators would come
> together in respect of our lengthy discussion on precision.
>
> I wonder if its not too much to ask our best for, some very elementary
> detail (FOR NOVICES) on what to be wary of and workarounds, please?
>
> (Bob, I have your summary and noted the likes of "if Mod(currentbar,
> 100) = 1". It appears a very simple fix, and from the way I read it, I>
presume it could always be used in place of "if currentbar = 1"? My
> request here is related to what could be used as a very basic list of
> scenarios/fixes).
>
> Thanks to all those with positive input here.
> Jon
>
>
>
>
> ----- Original Message -----
> From: "." <rr@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Thursday, 02 August, 2001 7:38 AM
> Subject: Re: TS Precision...The Lessons ( Global answer)
>
>
> > PO and the REST,
> >
> > PLEASE QUIT FLOGGING THE HORSE!!! IT IS DEAD!!!
> >
>
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