Jim Dean Sage     Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA  User Profile | Aha. I need the backfill. Doing some massive testing. Just completed the test on IQ Feed for FX … 100k bars for 47 symbols. Testing checked whether N “ticksize” info is correct. Several symbols had one too few decimal places in TickSize, compared to the actual data series. TickSize impacts round off and precision of output. Needs updating. I’m sending info to Cose thru Barry. Also, found several symbols that require a full 7 significant figures (ie 12.34567 or 123.4567 or 0.1234567 etc) to accurately represent the price. Native OT functions are afaik Single Precision calc’s. So, if any math operations (+-/*) are done with the prices, that creates round off error - which can effectively strip off a digit or two. The solution is for N to convert the function Return values to Double precision, and use double precision variables internally. And of course correct the TickSize values. | |
