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Interesting...
The end point FFT ( as named by Mr Meyers in 2001) is for sale at least since
1997 on my web site under the name FFT filtering.
This tool was devised in France by Philippe Lembo and myself in 1993-94 when we
were very interested in cycle analysis ( Also Lomb periodogram, MEM,were coded
at this date).
It was available as a free TS4 evaluation version when I launched the web site
in 1997.
Probably Mr Meyer has has the same idea later without knowing of it or the
sirtrade web site was also a good source of ideas, who knows...
Same apply to Safir-X ( 1996) and the earlier software (Galvano) that was
featuring automated serach of AI trading systems for TradeStation, in 1994,
years before Neuroshell trader and the like.
A reason more to follow the sirtrade web site, for fresh ideas...
FYI we have mainly pioneered:
======================
- Variable compression bars for TradeStation( [1993...?], not yet published.
-Option trading backtesting ( multiple option position up to 4 legs, traded
from a system running on the underlying instrument). Not published. Maybe some
day...
- FFT filtering (using FFT /inverse FFT applied to a sliding window) [1994]
-Market Profile user function ( enable market profile into a trading system)
{[1994]
-100% Automated trading system design for TradeStation using AI ( Galvano
Software, 1994, GA + neural nets, scorecards and rule bases) then Safir-X (
Neurofuzzy logic [1996])
-Realtime retraining during the market ( Safir-X [1997-98])
Under development:
Money management using neurofuzzy logic ( 100% automated, of course).
Other things ( can't say more at this time, you may understand why) , and two
books in french, probably translated later.
Sincerely,
Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 7 sales and support
Safir-X, neurofuzzy logic trading system builder
To subscribe to our FREE trading system newsletter:
http://www.sirtrade.com/newsletter.htm
-----Message d'origine-----
De : Sherrill H. Styers [mailto:sstyers@xxxxxxxxxxxxx]
Envoye : mercredi 23 juillet 2003 02:47
A : omega-list@xxxxxxxxxx
Objet : Re: Fast Fourier Transform
While you're at it check out Dennis Meyers' site:
http://www.meyersanalytics.com/. I don't think he has the ela or dll
either but there is some interesting reading.
Sherrill Styers
>>>
>>> ------------------------------------------------------------------------
>>>
>>> Subject:
>>> RE: Fast Fourier Transform
>>> From:
>>> "dennis" <dennistodd@xxxxxxxxxxx>
>>> Date:
>>> Mon, 21 Jul 2003 14:37:46 -0500
>>> To:
>>> "'Eti'" <Eti5@xxxxxxxxxxxxxx>, "'OmegaList'" <omega-list@xxxxxxxxxx>
>>>
>>>
>>>I would at least recommend you review John Ehlers work if you are
>>>considering using FFT to do any kind of trading analysis. He has done a
>>>significant amount of work in this area and has developed some of his
>>>own algorithms which might work better than FFT. He supplies the code in
>>>his book "Rocket Science for Traders". He also has a website
>>>www.mesasoftware.com.
>>>
>>>Dennis
>>>
>>>-----Original Message-----
>>>From: Eti [mailto:Eti5@xxxxxxxxxxxxxx]
>>>Sent: Tuesday, June 24, 2003 6:42 AM
>>>To: OmegaList
>>>Subject: Fast Fourier Transform
>>>
>>>Where can I find "Fast Fourier Transform" in ELA or DLL?
>>>
>>>
>>>>
>>>
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