[amibroker] Re: Why does adding 10000 to PositionScore cause problems?
If you want your position scores to all be positive, you can square the values. Mike --- In amibroker@yahoogroups.com, "bistrader" wrote: > > Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit. > Caught me off guard. I am wondering if one needs to in any way take this > into account when selecting a value to add to positionscore when one wants > all values to be positive?? >
Re: [amibroker] Re: Why does adding 10000 to PositionScore cause problems?
Hello,
Simply common sense is good. If your score values are in the range of hundreds,
add one thousand to make them all positive.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 17:35, bistrader wrote:
> Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit.
> Caught me off guard. I am wondering if one needs to in any way take this
> into account when selecting a value to add to positionscore when one wants
> all values to be positive??
>
>
>
>
>
>
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>
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[amibroker] Re: Why does adding 10000 to PositionScore cause problems?
Herman and TJ and others. Thanks. Was not thinking of the 7 digit / 32 bit. Caught me off guard. I am wondering if one needs to in any way take this into account when selecting a value to add to positionscore when one wants all values to be positive??
Re: [amibroker] Re: Why does adding 10000 to PositionScore cause problems?
Hello,
1. It is your call. 64-bit version is able to use more than 4GB of memory and
is slightly faster. But only supports IB and IQFeed real time plugins.
2. Yes, both versions (32-bit and 64-bit) use same data files and you can use
same database.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-07-20 13:33, sanjiv wrote:
> Hello Mr. Janeczko,
>
> Though now all my machines are Win7_64, I am continuing with Ami_Pro_32. Does
> the benefit you described below warrant that I should migrate toward
> Ami_Pro_64 ?
>
> Further, will the AmiBroker Native database being updated via ASCII import be
> compatible across Ami_32 and Ami_64 interchangably.
>
> With regards
>
> Sanjiv Bansal
>
>
>
> --- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>>Hello,
>>
>> There is* no problem* with adding 1000 to positionscore.
>>
>> You are adding the same value to *all* positionscore numbers and by doing so
>> you will NOT change the ordering (ranking) even if 8th significant digit is
>> subject to standard IEEE 32-bit rounding,
>> because larger number will still be larger after adding constant, no matter
>> if result is rounded in 8th significant place or not.
>> So it is irrelevant.
>>
>> Also, it is important to understand that AmiBroker AFL arrays use standard
>> 32-bit floating point, recommended reading:
>> http://en.wikipedia.org/wiki/IEEE754
>>
>> The same is used by majority of T/A applications since there is really no
>> point in wasting memory on more.
>> Using 32-bit floating point has two main advantages:
>> a) consumes HALF of memory required for doubles (this *is* important, more
>> important that you think, because
>> if you have for example 50 bars, in floats it is 2MB and it fits into
>> CPU cache, while in doubles it would be 4MB and
>> may not fit into CPU cache).
>> b) 32-bit floating point numbers can be computed much faster. It simply
>> takes less processor cycles to compute 32-bit float than
>> 64-bit float. 64-bit version of AmiBroker is going even further and is using
>> SSE2 instructions. This means that vectors of 4 single-precision
>> numbers are processed in parallel using single SSE2 instruction on SINGLE
>> processor.
>> This gives more speed on single core than achievable using multiple cores.
>>
>> Note also AmiBroker *does use double precision (64bit)* where it is
>> necessary (for certain internal calculations)
>>
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>> On 2010-07-20 01:37, Paul D wrote:
>>>
>>> Oh whoops. Sorry - apparently I didn't read your question carefully enough.
>>> Not sure how to solve the precision problem.
>>>
>>> Paul
>>>
>>>
>>> *From:* Herman
>>> *To:* bistrader
>>> *Sent:* Mon, July 19, 2010 3:19:01 PM
>>> *Subject:* Re: [amibroker] Why does adding 1 to PositionScore cause
>>> problems?
>>>
>>> You are exceeding the 7-digit precision (32 bits?) of AmiBroker.
>>>
>>> herman
>>>
>>> *> I have an afl with PositionScore at 77.904854 for one
ticker. PositionScore also has negative values for
certain tickers for certain dates. So, I add 1 to
PositionScore as I want all PositionScore values to be
positive. I do so as followings and notice that 77.904854
changes to 10077.90527. Happens to many tickers. Not
what I expected. I expected values to increase by exactly 1.
PositionScore = rank; // 77.904854 is one value observed
PositionScaore = PositionScore + 1; // expect to get
10077.904854 but get 10077.90527
I know I am missing something with precision. I looked
in help but could not find anything to help. Does anyone
know what is going on and where in documentation?
Thanks.
>>>
>>>
- - --
IMPORTANT PLEASE READ
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroke r.com/feedback/
[amibroker] Re: Why does adding 10000 to PositionScore cause problems?
Hello Mr. Janeczko,
Though now all my machines are Win7_64, I am continuing with Ami_Pro_32. Does
the benefit you described below warrant that I should migrate toward Ami_Pro_64
?
Further, will the AmiBroker Native database being updated via ASCII import be
compatible across Ami_32 and Ami_64 interchangably.
With regards
Sanjiv Bansal
--- In amibroker@yahoogroups.com, Tomasz Janeczko wrote:
>
> Hello,
>
> There is* no problem* with adding 1000 to positionscore.
>
> You are adding the same value to *all* positionscore numbers and by doing so
> you will NOT change the ordering (ranking) even if 8th significant digit is
> subject to standard IEEE 32-bit rounding,
> because larger number will still be larger after adding constant, no matter
> if result is rounded in 8th significant place or not.
> So it is irrelevant.
>
> Also, it is important to understand that AmiBroker AFL arrays use standard
> 32-bit floating point, recommended reading:
> http://en.wikipedia.org/wiki/IEEE754
>
> The same is used by majority of T/A applications since there is really no
> point in wasting memory on more.
> Using 32-bit floating point has two main advantages:
> a) consumes HALF of memory required for doubles (this *is* important, more
> important that you think, because
> if you have for example 50 bars, in floats it is 2MB and it fits into CPU
> cache, while in doubles it would be 4MB and
> may not fit into CPU cache).
> b) 32-bit floating point numbers can be computed much faster. It simply takes
> less processor cycles to compute 32-bit float than
> 64-bit float. 64-bit version of AmiBroker is going even further and is using
> SSE2 instructions. This means that vectors of 4 single-precision
> numbers are processed in parallel using single SSE2 instruction on SINGLE
> processor.
> This gives more speed on single core than achievable using multiple cores.
>
> Note also AmiBroker *does use double precision (64bit)* where it is necessary
> (for certain internal calculations)
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2010-07-20 01:37, Paul D wrote:
> >
> >
> > Oh whoops. Sorry - apparently I didn't read your question carefully enough.
> > Not sure how to solve the precision problem.
> >
> > Paul
> >
> >
> > *From:* Herman
> > *To:* bistrader
> > *Sent:* Mon, July 19, 2010 3:19:01 PM
> > *Subject:* Re: [amibroker] Why does adding 1 to PositionScore cause
> > problems?
> >
> > You are exceeding the 7-digit precision (32 bits?) of AmiBroker.
> >
> > herman
> >
> > *> I have an afl with PositionScore at 77.904854 for one
> > > ticker. PositionScore also has negative values for
> > > certain tickers for certain dates. So, I add 1 to
> > > PositionScore as I want all PositionScore values to be
> > > positive. I do so as followings and notice that 77.904854
> > > changes to 10077.90527. Happens to many tickers. Not
> > > what I expected. I expected values to increase by exactly 1.
> >
> > > PositionScore = rank; // 77.904854 is one value observed
> > > PositionScaore = PositionScore + 1; // expect to get
> > > 10077.904854 but get 10077.90527
> >
> > > I know I am missing something with precision. I looked
> > > in help but could not find anything to help. Does anyone
> > > know what is going on and where in documentation?
> >
> > > Thanks.
> >
> >
> >
> > > - - --
> >
> > > IMPORTANT PLEASE READ
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> >
> > > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> >
> > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > http://www.amibroke r.com/feedback/
[amibroker] Re: Why does adding 10000 to PositionScore cause problems?
Also, I might add that it is usually a good idea to add a large fixed positive number like you are doing, especially if you have a ranking variable that goes negative and you don't want those very negative numbers to end up being turned into the top rank when the PositionScore variable applies its internal absolute value function to it. You can also check out the setting: SetOption( "SeparateLongShortRank", false ); which if true will make 2 separate lists, 1 for longs and 1 for shorts and then once ranked separately, interweave the two lists starting with 1st long then 1st short then 2nd long then 2nd short until you are either out of longs or shorts or both (or can't take any more signals in portfolio). Paul --- In amibroker@yahoogroups.com, "notanaiqgenius" wrote: > > PositionScore is always the ABSOLUTE VALUE of whatever you put in it. > > From the user guide's Portfolio-level back testing article: > > "USING POSITION SCORE > > You can use new PositionScore variable to decide which trades should be > entered if there are more entry signals on different securities than > maximum allowable number of open positions or available funds. In such > case AmiBroker will use the absolute value of PositionScore variable to > decide which trades are preferred." > > Hope that helps. > > Paul > > --- In amibroker@yahoogroups.com, "bistrader" bistrader@ wrote: > > > > I have an afl with PositionScore at 77.904854 for one ticker. > PositionScore also has negative values for certain tickers for certain > dates. So, I add 1 to PositionScore as I want all PositionScore > values to be positive. I do so as followings and notice that 77.904854 > changes to 10077.90527. Happens to many tickers. Not what I expected. > I expected values to increase by exactly 1. > > > > PositionScore = rank; // 77.904854 is one value observed > > PositionScaore = PositionScore + 1; // expect to get 10077.904854 > but get 10077.90527 > > > > I know I am missing something with precision. I looked in help but > could not find anything to help. Does anyone know what is going on and > where in documentation? > > > > Thanks. > > >
[amibroker] Re: Why does adding 10000 to PositionScore cause problems?
PositionScore is always the ABSOLUTE VALUE of whatever you put in it. >From the user guide's Portfolio-level back testing article: "USING POSITION SCORE You can use new PositionScore variable to decide which trades should be entered if there are more entry signals on different securities than maximum allowable number of open positions or available funds. In such case AmiBroker will use the absolute value of PositionScore variable to decide which trades are preferred." Hope that helps. Paul --- In amibroker@yahoogroups.com, "bistrader" wrote: > > I have an afl with PositionScore at 77.904854 for one ticker. PositionScore also has negative values for certain tickers for certain dates. So, I add 1 to PositionScore as I want all PositionScore values to be positive. I do so as followings and notice that 77.904854 changes to 10077.90527. Happens to many tickers. Not what I expected. I expected values to increase by exactly 1. > > PositionScore = rank; // 77.904854 is one value observed > PositionScaore = PositionScore + 1; // expect to get 10077.904854 but get 10077.90527 > > I know I am missing something with precision. I looked in help but could not find anything to help. Does anyone know what is going on and where in documentation? > > Thanks. >
