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[amibroker] Re: Fourier Transforms



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Hello Renuka,

I don't have any experience of FTT - since no one else offers any 
tips here is the best I can do.

(I do use cycles and waves but not in the way anyone else uses them - 
at least not in the books I have read so far).

Perry Kaufman has a chapter on cycle analysis in his book 'New 
Trading Systems and Methods' - it includes Kondratieff, Trigonometric 
analysis, Fourier,  Fourier in Excel, Hilbert, Ehler, Fisher - approx 
a page or two on each.

I find he gives good brief summaries of most things trading - not 
really introductory - a more intermediate or advanced interest is 
assmumed - the content is enough to whet the appetite and 
thebibliography provides follow up leads.

Also, if you do an advanced search in this forum - message body 
contains "fourier transform" you will come up with some past 
discussion and find the people who specialize in the topic e.g.

http://finance.groups.yahoo.com/group/amibroker/message/103614

Searching this forum has its limitations but it can be very fruitful 
when using specific keyword searches e.g like searching for an AB 
function by name.

Hope that will get you started.

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, renuka <pinkglassfairy@xxx> wrote:
>
> hi,
> 
> can anyone tell me where i can learn abt FFT ...how to interpret it 
i mean.
> 
> thanx
> 
> 
> kmckiou <kmckiou@xxx> wrote:                               Hi!
>  Has anyone used Fourier transforms (fft) to filter price data?  I 
tried 
>  the example provided in the description of fft and it worked as 
>  expected, but it is not being used as a filter - it is just 
plotting 
>  the dominant cycle. I suspect the necessary building blocks are 
present 
>  in this example, but my knowledge of Fourier transforms is pretty 
weak, 
>  so, I thought I would ask if anyone had already coded a program to 
>  filter price data using transforms before I started hacking about.
>  
>  Thanks!
>  
>  - Kevin
>  
>  
>      
>                                
> 
> 
> Om namah shivay
> 
>        
> ---------------------------------
>  Explore your hobbies and interests. Click here to begin.
>




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