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Re: [amibroker] Re: FFT



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Yes, that's right - handle is the wrong word and should be find, reveal, uncover, etc.  This ability is of particular interest to short-term traders.
 
Bill
 
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
Sent: Tuesday, March 27, 2007 2:04 PM
Subject: [amibroker] Re: FFT

> MESA doesn't really have the ability to handle shorter cycles per
> se ...
>
> What it does have is the ability to pull cyclical information out of
> shorter samples of data.
>
> --- In
amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>>
>> No, I'm not saying that MESA will give better results than
> a "better" FFT (is MESA a "better" FFT?).  That judgment cannot be
> made until you leave the hypothetical and have a "better" FFT to
> talk about.  Until then statistics help identify valid cycles and
> MESA offers some advantages, including noise filtering and ability
> to handle shorter cycles.  Good luck in your search.
>>
>> Bill
>>
>> ----- Original Message -----
>>   From: Ton Sieverding
>>   To:
amibroker@xxxxxxxxxxxxxxx
>>   Sent: Tuesday, March 27, 2007 3:24 AM
>>   Subject: Re: [amibroker] FFT
>>
>>
>>   So what you are saying is - 'Beyond that one can go to MESA' -
> that even after I should have found whatever modified version of
> FFT, MESA will give me better results. In other words, why playing
> with FFT if MESA is the right way to go. Is that your opinion or am
> I missing something ?
>>
>>   Ton
>>
>>
>>     ----- Original Message -----
>>     From: wavemechanic
>>     To:
amibroker@xxxxxxxxxxxxxxx
>>     Sent: Monday, March 26, 2007 2:42 PM
>>     Subject: Re: [amibroker] FFT
>>
>>
>>
>>     The restrictions associated with FFT that Ehlers mentions can
> be found in any textbook.  As for better results with FFT, the next
> step is to evaluate the cycles statistically (e.g., Bartels, F-
> ratio, chi-square, etc.).  Beyond that one can go to MESA and such.
>>
>>     Bill
>>       ----- Original Message -----
>>       From: Ton Sieverding
>>       To:
amibroker@xxxxxxxxxxxxxxx
>>       Sent: Monday, March 26, 2007 2:58 AM
>>       Subject: Re: [amibroker] FFT
>>
>>
>>       Frankly for me these are John Ehlers typical arguments to
> use his MESA model in stead of FFT and has nothing to do with a
> discussion. The question for me still remains if there really is no
> way to get better results with FFT than the ones we have got ? If
> Fourier analysis is correct and it's possible to simulate whatever
> continues timeseries with a bunch of sinewaves and if MESA can give
> me the correct harmonics, it should also be possible to obtain the
> same results with a modified version of FFT. Question is how ?
>>
>>       Ton Sieverding.
>>
>>         ----- Original Message -----
>>         From: wavemechanic
>>         To: AmiBroker, User
>>         Sent: Monday, March 26, 2007 1:27 AM
>>         Subject: Re: [amibroker] FFT
>>
>>
>>
>>         There is a discussion of FFT use and problems on Ehlers
> MESA website:
>>
>>        
http://www.mesasoftware.com/fftcomparison.htm
>>
>>         Bill
>>
>>         ----- Original Message -----
>>           From: Ara Kaloustian
>>           To: AB-Main
>>           Sent: Sunday, March 25, 2007 3:16 PM
>>           Subject: [amibroker] FFT
>>
>>
>>           I was playing with AB's FFT code that TJ provided...
>>
>>           The cycles seem to shift relative to the data, based on
> how many data points are analyzed. This is of course expected.
>>
>>           Question:
>>
>>           Has anyone found a way to determine optimum number of
> data points to analyze, and then determine the relevance of the
> dominant cycle, or find any relevant cycles?
>>
>>           Most of the time the dominant cycle seems to be the
> largest one available.
>>
>>           Has anyone been able to use these cycles succesfully?
>>
>>           Ara
>>
>>
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>>   
>>
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>
>
>
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