Support Board
Date/Time: Mon, 25 Nov 2024 20:29:14 +0000
Post From: Renko Chart Bar Based Backtesting Flattening Issue
| [2024-02-19 17:09:39] |
| Sawtooth - Posts: 4120 |
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So maybe you could explain how floating point imprecision is relevant to date time variables that are stored as 64-bit integers?
SerialDateTime values are not integers; they have decimal values.If they are stored as integers, then the cut-off occurs at some number of decimal places. As such, there is a limit to its precision, because at some number of decimal places the precision is lost. For example on a spreadsheet, when comparing the SerialDateTime time of 10:25:00 to its TIME function to the millisecond, precision is lost at the 11th decimal place. And there are only 17 decimal places of precision. See attached pic. This subject is esoteric and above my paygrade, and I don't have much more to add. I only know that dealing with floating point imprecision of SerialDateTime values, and very small tick sizes, is an on-going challenge. Date Time Of Last Edit: 2024-02-19 17:13:20
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 Floating Point Imprecision.PNG / V - Attached On 2024-02-19 17:09:33 UTC - Size: 5.56 KB - 41 views |