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Yes, thanks Thomasz. I got that already from the
S&C Jan 2007 article. Indeed a very intresting technique ...
Ton.
----- Original Message -----
Sent: Tuesday, March 27, 2007 9:09
PM
Subject: Re: [amibroker] Re: FFT
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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com
>> 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@xxxxxxxxxps.com
>> 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@xxxxxxxxxps.com
>> 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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