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At 11:53 PM 6/5/2004, ChasW wrote:
>didn't bob fulks have a workaround , essentailly a recalc so the error would
>be manageable
You always want to avoid subtracting near-equal numbers in any calculation. To accomplish this, you can often rearrange your formula (using algebra) to get rid of such subtractions.
Another trick is to offset the values by a constant before doing the calculations and adding back the constant later. For example, many calculations require Price squared, which for the SPX would be over a million. But if you first subtract a constant, (like 1000) from the SPX do the calculation then add back the 1000 to the result, you will get better accuracy.
TradeStation 7 has double precision floating point calculations, (I believe), which should reduce the effects a great deal.
Bob Fulks
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