|
PureBytes Links
Trading Reference Links
|
Could you tell us mor precisely how to work with
FFT indicator, maybe with a practical example.
I've been trying to understand this indicator for
a (too long) while...
Thanks,
Jean-Roland
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A href="mailto:haferman@xxxxxxxxxxxxxxxxxxxxxxx";
title=haferman@xxxxxxxxxxxxxxxxxxxxxxx>Jeff Haferman
To: <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx ; <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx
Sent: Tuesday, December 12, 2000 12:34
AM
Subject: Re: cycles
Chuck,Take a look at the FFT stuff built into Metastock
(online look at <A
href="http://www.equis.com/free/taaz/fourier.html";>http://www.equis.com/free/taaz/fourier.html)This
will tell you the predominate cycle lengths for thetime series under
investigation.You can look at the cycles fractally also (see Edgar
Peters "Chaos andOrder in Capital Markets").Good
luck,JeffCharles Warren
wrote:>>Hi,>>I am looking to develop an algorithm
for an exploration of stocks that =>will determine the frequency
(number of time periods) from valley to =>valley dips, and where the
stock is at relative to a projected next =>valley (or peak). If
you manually use the cycle lines feature on a =>single stock chart you
can place a starting point (date) and change the =>frequency of the
time intervals among a series of vertical lines, =>attempting to match
up the peaks or valleys in a cycling stock over a =>time frame.
The goal of the algoithm is to determine if the stock is =>near a
projected valley (or peak) based on its past tendencies to form
=>valleys or peaks at certain
intervals.>>Chuck>
|