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Hello,
Please make sure to check this article:
as it presents improvement over Fourier
transform.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, March 27, 2007 8:50
PM
Subject: Re: [amibroker] Re: FFT
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 -----
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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