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I too have tried to emulate Equis' FFT without success. I was told it
is based on the article from TASC v. 12:4 (146-152) Sidebar: Excel
Fast Fourier Transform (I have the spreadsheet). A former Equis old-
timer told me that their implementation was developed by a 3rd party.
In any event, I have an interest in emulating the Equis
implementation. If you'd like, I can email you the spreadsheet. Just
go to www.taosgroup.org and select contact us to reach me.
-Ric Way
--- In equismetastock@xxxxxxxxxxxxxxx, "James Palmer"
<steinington@xxxx> wrote:
> I'm curious if anyone has worked with the Raw Fourier Transform.
>
> I'm getting results orders of magnitude different from the
interpreted.
>
>
> For instance on the S&P500 on the interpreted I get three cycles.
256, 683,
> 85.
> On the raw for amplitude I get 18.73, 30.13, 38.36.
> for spectrum I get 12.13, 31.37, 50.85.
> This is using detrend and data sample of 512 days.
>
> Can anyone explain what the intrpreted is giving me and why it's so
> different?
>
> I assume it's giving me the amplitude.
> Also on the raw can you match the amplitude to the spectrum so
that, for
> instance, the 12.13 day cycle has an ampltude of 18.73 points?
>
> Much obliged. I've been planning to code my own FFT but I thought
I would
> first do some experimentation with metastock's built in but there
is minimal
> documentation.
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