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superfragalist,
thanks for the references, just out of curiosity, what is the Fisher
Transform?
----- Original Message -----
From: "superfragalist" <no_reply@xxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Thursday, September 16, 2004 11:01 AM
Subject: [EquisMetaStock Group] Fourier Transform
>
> John Ehlers and David Sepiashvili are probably the most experienced
> adapters of engineering mathematics to the market. Neither one does
> much with Fourier.
>
> I use a lot of DSP mathematics to create indicators and such. You can
> read Ehler's book "Cybernetic Analysis for Stocks and Futures :
> Cutting-Edge DSP Technology to Improve Your Trading"
>
> and look at David's webstie.
>
> http://www.alticom.com/indicators/overview.html
>
> for a up-todate look at where the edge of DSP applications are. No
> sense in starting from scratch.
>
> I've had good success with the inverse Fisher Transform and excellent
> success with Laguerre mathematics.
>
> In Roy Larsen's newsletter, www.metastocktips.co.nz he has a series
> of articles starting with Ehlers Distant Coefficient Filter and
> ending up with a combination filter that I think you might find very
> interesting that uses some cutting edge DSP filtering.
>
> Roy's newsletter is a great read and well worth the $99 subscrition.
>
> I think in one of his latter issues this year, he might be
> considering some Laguerre code which is very rare and very
> interesting also.
>
> None of this creates anything that is earth shattering, but it can be
> used to create a few unique applications that can improve trading
> results.
>
>
>
>
>
>
>
> --- 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.
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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