Re: [amibroker] EFA vs FFT

["Tomasz Janeczko" <amibroker@xxxxxx>]

Dimitris,
 
One suggestion: before applying FFT (or any other kind of 
fourier transform)
you should apply detrending because doing so leads to much 
better results.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Dimitris 
  Tsokakis 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, May 14, 2004 12:39 PM
  Subject: [amibroker] EFA vs FFT
  
  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 ]Send BUG REPORTS to 
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