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Tomasz,
Thank you for your comment.
As you see from the AFL code, I detrend first and then analyse in
Fourier terms.
The same is in DaDisp FFT.
I just present the final result in the full form, for visual purposes
[adding again, before the end, the detrend factor].
The AFL code is already in the files section.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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 Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: 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 ]
>
>
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