Heavy "Feature" with doubles produces unpredictable errors in EAs
Dealing with float instead of double seems to work for this ... is this the general solution? Avoid doubles at all?
void SimpleMath() { float a=0.01; float b=0.05; for (int i=0;i<5;i++) { b-=a; Print(b); } }
Update: Could this be a Windows Kernel problem and that this is connected to the date and time?
It cannot be coincidence that my Frontend-Support received a message from a user just 15 minutes after I posted this, that - only since today - he has problems when he is trying to deal with lot sizes >= 0.4 and gets a margin call and all positions become closed. Of course, because 2.7 is 27x the size of 0.1. The version of the EA he is using was last updated in autumn 2018.
https://dzone.com/articles/never-use-float-and-double-for-monetary-calculatio
LOL !
Did You Know?
Using Float, Double Instead of BigDecimal Could Be Fatal for Military
On February 25, 1991, a loss of significance in a MIM-104 Patriot missile battery prevented it from intercepting an incoming Scud missile in Dhahran, Saudi Arabia, contributing to the death of 28 soldiers from the U.S. Army’s 14th Quartermaster Detachment.
Banker’s Rounding Mode
Since the introduction of IEEE 754, the default method (rounded to the nearest decimal, ties to even and is sometimes called Banker’s Rounding or RoundingMode.HALF_EVEN) is more commonly used in the US. This method rounds the ideal (infinitely precise) result of an arithmetic operation to the nearest representable value and gives that representation as the result. In the case of a tie, the value that would make the significand end in an even digit is chosen.
- 2018.08.21
- Munish Chandel . See the original article here. Opinions expressed by DZone contributors are their own.
- dzone.com
A simple math function like this brings a totally wrong result, and this served me a bug in an EA which I was searching for months!!!
MT5 Build 2085, but I am very sure this is the same in earlier versions, cause this is also the same with C# ... unbelievable but true.
The final result should be 0. But it is really 2.775557561562891e-17 .... !!!
It does not seem with values>1 for a and b, but with all values <1.
Result with a=0.01 and b=0.05 in MT5:
In C# the same function has a final result of, so it´s not a bug of MT5.
This brings up the question: How to deal with microlots and minilots when you are trying to close several 0.1 Lot positions until your entire positioning is zero? You will not be able to calculate it when you try to close more than 4 positions and instead you will run into bad malfunction - fact!
printf("**** %s",DoubleToString(2.775557561562891e-17,8)); 2019.07.16 10:06:09.950 xxx(EURUSD,M1) **** 0.00000000
https://dzone.com/articles/never-use-float-and-double-for-monetary-calculatio
LOL !
Did You Know?
Using Float, Double Instead of BigDecimal Could Be Fatal for Military
On February 25, 1991, a loss of significance in a MIM-104 Patriot missile battery prevented it from intercepting an incoming Scud missile in Dhahran, Saudi Arabia, contributing to the death of 28 soldiers from the U.S. Army’s 14th Quartermaster Detachment.
Banker’s Rounding Mode
Since the introduction of IEEE 754, the default method (rounded to the nearest decimal, ties to even and is sometimes called Banker’s Rounding or RoundingMode.HALF_EVEN) is more commonly used in the US. This method rounds the ideal (infinitely precise) result of an arithmetic operation to the nearest representable value and gives that representation as the result. In the case of a tie, the value that would make the significand end in an even digit is chosen.
Clear so far, but the result should still be something round about zero, and not +2.77 or -3.46. Furthermore, lot size calculation is not financial stuff. Theoretically, a contract size could also be 0.001, decimal type - even if it´s not present in MQL - wouldn´t help here too.
Yes, of course. But that does not help when you calculate the way I´ve shown and when you compare the result to zero to get of a such a loop.
Example - a normal == operation does not work, instead a comparison function must be used.
void SimpleMath()
{
double a=0.01;
double b=0.05;
for (int i=0;i<5;i++)
{
b-=a;
Print("Value: ", b, "Comparison ==: ", b==0 ? 0: 1, " Comparison func: ", CompareValues(b,0,0.01));
//--- Never true!!!
if (!MathIsValidNumber(b))
Print("Invalid");
}
}
int CompareValues(double v1, double v2, double minimalvalue=1.0)
{
if (minimalvalue>0)
{
v1=MathRound(v1/minimalvalue);
v2=MathRound(v2/minimalvalue);
}
if (v1==v2) return 0;
return v1>v2 ? 1: -1;
}As
you see, I also added MathIsValidNumber(), which is always true. In other words, the calculation is definitely wrong.
A simple math function like this brings a totally wrong result, and this served me a bug in an EA which I was searching for months!!!
MT5 Build 2085, but I am very sure this is the same in earlier versions, cause this is also the same with C# ... unbelievable but true.
The final result should be 0. But it is really 2.775557561562891e-17 .... !!!
It does not seem with values>1 for a and b, but with all values <1.
Result with a=0.01 and b=0.05 in MT5:
In C# the same function has a final result of, so it´s not a bug of MT5.
This brings up the question: How to deal with microlots and minilots when you are trying to close several 0.1 Lot positions until your entire positioning is zero? You will not be able to calculate it when you try to close more than 4 positions and instead you will run into bad malfunction - fact!
Not a bug, use Normalize with needed decimals.
Not a bug, use Normalize with needed decimals.
It cannot be the general reason that you have to normalize or round any double variable after each simple math operation, cause this would make it impossible to use the precision of doubles for other exact calculations. Of course I know about normalizing and/or round doubles, but I never saw such a behavior before.
- Floating point has infinite number of decimals, it's your not understanding floating point and that some numbers can't be represented
exactly. (like 1/10.)
Double-precision floating-point format - Wikipedia, the free encyclopedia - Print out your values to the precision you want with DoubleToString - Conversion Functions - MQL4 Reference.
- SL/TP (stops) need to be normalized to tick size (not Point.) (On 5Digit Broker Stops are only allowed to be placed on full pip values. How to find out in mql? - MQL4 programming forum) and abide by the limits Requirements and Limitations in Making Trades - Appendixes - MQL4 Tutorial and that requires understanding floating point equality Can price != price ? - MQL4 programming forum
- Open price for pending orders need to be adjusted. On Currencies, Point == TickSize, so you will get the same answer, but it won't work on Metals. So do it right: Trailing Bar Entry EA - MQL4 programming forum or Bid/Ask: (No Need) to use NormalizeDouble in OrderSend - MQL4 programming forum
- Lot size must also be adjusted to a multiple of LotStep and check against min and max. If that is not a power of 1/10 then NormalizeDouble is wrong. Do it right.
- MathRound() and NormalizeDouble() are rounding in a different way. Make it explicit.
MT4:NormalizeDouble - General - MQL5 programming forum
How to Normalize - Expert Advisors and Automated Trading - MQL5 programming forum
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A simple math function like this brings a totally wrong result, and this served me a bug in an EA which I was searching for months!!!
MT5 Build 2085, but I am very sure this is the same in earlier versions, cause this is also the same with C# ... unbelievable but true.
void SimpleMath() { double a=0.1; double b=0.5; for (int i=0;i<5;i++) { b-=a; Print(b); } }The final result should be 0. But it is really 2.775557561562891e-17 .... !!!
It does not seem with values>1 for a and b, but with all values <1.
Result with a=0.01 and b=0.05 in MT5:
In C# the same function has a final result of, so it´s not a bug of MT5.
This brings up the question: How to deal with microlots and minilots when you are trying to close several 0.1 Lot positions until your entire positioning is zero? You will not be able to calculate it when you try to close more than 4 positions and instead you will run into bad malfunction - fact!