RE: [amibroker] Fourier Transforms

["Paul Ho" <paultsho@xxxxxxxxxxxx>]

Without some grounding in Digitial Signal processing, it is extremely difficult to understand and use FFT. if you are not that way inclined, I suggest you use something else. But if you really want to understand FFT, you can try any digital signal processing textbook in the Library, What FFT does is to transform signal from a time domain (what you see on a price chart) and transform it to the frequency domain( ie cycles). People are interesting in predicting peak and troughs, and hence their interest in FFT. The major drawback on FFT is that it assume the signals is stationary, but in real life, it is never the case. Elhers has written some books, but usually doesnt give sufficient understanding on which decisions might be made, but more concentrating on a cookbook approach - coding without understanding, but nevertheless, it provides some info. Another good source is to do a search on ambroker or ambroker-ts boards for previous discussions.

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of renuka
Sent: Monday, 10 March 2008 8:43 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Fourier Transforms

hi,

can anyone tell me where i can learn abt FFT ...how to interpret it i mean.

thanx


kmckiou <kmckiou@xxxxxxxxlucent.com> 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

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