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Re: [EquisMetaStock Group]Fourier Transform



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Trading Reference Links

Thanks all for FFT replies. It seems that as far as builtin indicators this
one is not used much by people on this list.  I agree FFT is probably not of
much use for stocks but may provide some insight for other data series more
influenced by cycles such as interest rates.

Probably windowed Fourier is best or some kind of approach using wavelets.

Does anyone have a copy of the TASC article?



----- Original Message -----
From: "James Palmer" <steinington@xxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Thursday, September 16, 2004 6:59 AM
Subject: Re: [EquisMetaStock Group]Fourier Transform


>
> 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.
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>



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