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> If your system is so sensitive to epsilon rounding effect, yous
> system will ot be stable over unseen data, where the precision of
> the considered data is far below the epsilon value.
Pierre, listen to what Mats is saying.
1. He is not looking at his system, he is looking at Omega's DMI.
2. Omega's DMI produces DIFFERENT RESULTS than DMI written in C++.
3. The errors accumulate, and the results are SIGNIFICANTLY DIFFERENT
in Omega's DMI than in a C++ implementation of DMI.
If Mats is correct (I haven't spent the time he has to verify it),
then it seems clear to me that Omega's code is in error, and the
erroneous code can produce incorrect trading decisions even if you
don't assume your price data is accurate to 10^-7.
Gary
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