|
PureBytes Links
Trading Reference Links
|
Hi !
Thx Thomas !
For those interrested by the subject, here is a nice link to provide some
explanation about DFT and comparaison with MESA:
http://www.meyersanalytics.com/publications/MesaVsGDFT.pdf
I make some benchmark to compare Spectrogramme DFT against Spectrogramme
MESA Style (based on Burg modeling to compute spectral analysis).
Probem like it is said again in the link above, Burg AR (or any AR method),
don't provide good amplitude and phase.
For this i posted a trigfit in the library. It can retrieve good amplitude
and phase for several dominats frequency at the same time.
The MESA style spectrogramme i post here are directly based on AR model.
It is already long to compute (5sec for 1000 bars of spectrum, with AFL and
VBS script inside).
I think can be reduce to 1sec with DLL programming.
To obtain the best result it will be nice, for each bar to compute the exact
amplitude for the multiple dominant frequency of each bar, and from this
reconstruct a "good amplitude mesa style spectrogramme"... but will be more
long to compute... this is to try maybe.
All is inside AFL library, there is just to loop and associate the coding
blocks.
I think problem with DFT is that the end point is not as good than with AR
end point. AR should need less data for same frequency resolution.
Any comment experience about DFT vs AR spectrum ?
Cheers,
Mich.
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 14, 2006 1:41 AM
Subject: [amibroker] Dominant Cycle
>Hello,
>
>January 2007 S&C contains nice article about DFT by Ehlers,
>Traders' Tips showing how to plot dominant cycle heat map is available at:
>http://www.amibroker.com/members/traders/01-2007.html
>
>Best regards,
>Tomasz Janeczko
>amibroker.com
>
>
>Please note that this group is for discussion between users only.
>
>To get support from AmiBroker please send an e-mail directly to SUPPORT
>{at} amibroker.com
>
>For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>http://www.amibroker.com/devlog/
>
>For other support material please check also:
>http://www.amibroker.com/support.html
>
>Yahoo! Groups Links
>
>
>
>
>
_________________________________________________________________
Les révélations de la starac 6 commentées par Jérémy!
http://starac2006.spaces.live.com/
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.18/586 - Release Date: 12/13/2006 6:13 PM
|