PureBytes Links
Trading Reference Links
|
I have better things to do with my time than fix TRAD's bugs...
The StandardError function in TS2k suffers from the same error as
many of TS's stat functions: they do subtractions of two large
numbers to get a small result, which combined with TS's single-
precision math results in horrifically inaccurate results or
divisions by zero. Obviously TRAD's programmers never took a
basic computational-accuracy course.
Once upon a time I rewrote the StdDev function to avoid this
problem, but my attempts to do so for StandardError are only
somewhat successful. I'm close, but not all that close, and I'd
rather not waste any more time on it if someone else has already
solved the problem.
Does anybody have a properly written StandardError that avoids
these problems?
And while we're at it, does anybody have any idea why TS's
StandardError has a "2*" factor in the final line that causes
StandardError's values to be 2x larger than the STEYX() values
returned by Excel?
Gary
|