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yes
I tried the FFT that Tomasz wrote with John
Ehlers' filter and also the code from Ehlers' book "Cybernetic Analysis of
Stocks and Futures.
Comparing the dominant cycles, they are quite
different from each program!!!
Can anyone resolve the differences? Is
either one "correct enough" to be useful?
Ara
----- Original Message -----
Sent: Tuesday, March 27, 2007 12:04
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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