[amibroker] EFA vs FFT

["Dimitris Tsokakis" <TSOKAKIS@xxxxxxxxx>]

Here is another comparison of the EFA [Elementary Fourier 
Analysis] versus the FFT [Fast Fourier Transformation].
In FFT I used the 7 most significant terms, filtering out the 
amplitude>0.05.
In EFA I used the fundamental period P and the harmonics P/2, 
P/3, P/4 and P/5.
The visual [and the detailed] comparison is 
obvious.
Since FFT prefers 2^n bars [256, 512, 1024 etc], it has a lot 
of problems after the first 512 bars.
[my sample was an 921-bar smoothed Nikkei RSI]
Dimitris Tsokakis
[I used DaDisp_SE2000 for FFT and Amibroker 
4.50 for EFA ]


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