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Adrian,
You did not mention the "classical" single line Fourier computation
in your question. That is what I use.
I use the MEM (mesa) approach to perform the analysis and obtain
the spectral lines which are most dominant and then use those values
to calculate within the data the amplitude and phase of each of those
selected cycles (in the price case up to 6 -- in the Hurst envelope a
maximum of 4 -- just the way it is programmed nothing else).
Once we reach the last bar on the chart (or last date specified if that
type of analysis is done) then the phases are incremented for each of
the projected dates and the last derived amplitude(s) are used for
the prediction.
The FFT can be used to "fit" a set of data but is useless as a tool
for prediction since all it does is repeat the analyzed data! ! !
Today's computers are so fast that the FFT is really not needed
any more.
The only "forcing" (if it can be called that) is the selection of
which spectral lines to use in the model/projection of a given
symbol.
Clyde
- - - - - - - - - - - - - - - - - - - - - - - - - - - -
Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
- - - - - - - - - - - - - - - - - - - - - - - - - - - -
----- Original Message -----
From: "Adrian Pitt" <apitt@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, July 29, 2002 4:12 AM
Subject: RE: [RT] Hurst-Fourier Forecast
> Hi Clyde,
>
> Can I just clarify some stuff on your chart please?
>
> 1. Is the Fourier you use FFT and not the MESA derived calculation?
> 2. Are the rising lines coming off the low there because you made the
> assumption
> this would be a meaningful low based on the Fourier projection? i.e
> a forced
> prediction.
>
> As this low is occurring before your projected low., perhaps it will
> create a Double Bottom
> or marginal new lows for a loss of momentum type reversal signal?
>
> Adrian
>
>
> > -----Original Message-----
> > From: Clyde Lee [mailto:clydelee@xxxxxxxxxx]
> > Sent: Monday, 29 July 2002 1:39 PM
> > To: realtraders@xxxxxxxxxxxxxxx
> > Subject: Re: [RT] Hurst-Fourier Forecast
> >
> >
> > Let's look at something that looks at a hell of a lot more
> > data (Back to 1921).
> >
> > Of all the analytic approaches available, it is my opinion
> > that the results of the SwingMachine analysis tell us all
> > that there is to know based on history (and all other methods
> > are also based on history).
> >
> > The attached should indicate what has happened in the last
> > 3/4 th century and what is probably going to happen in the
> > next few weeks.
> >
> > Just to keep the short-term folks happy (only analyze 1000
> > days of price data) we have added the Fourier analysis of
> > current price data.
> >
> >
> > Clyde Lee.
> >
> >
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> > Clyde Lee Chairman/CEO (Home of SwingMachine)
> > SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> > 7910 Westglen, Suite 105 Office: (713) 783-9540
> > Houston, TX 77063 Fax: (713) 783-1092
> > Details at: www.theswingmachine.com
> > - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> >
> > ----- Original Message -----
> > From: "John Cappello" <jvc689@xxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Cc: <MedianLine@xxxxxxxxxxxxxxx>
> > Sent: Sunday, July 28, 2002 7:59 PM
> > Subject: [RT] Hurst-Fourier Forecast
> >
> >
> > >
> > > Given what the sunspots and other potential shorting ideas
> > are coming
> > > through, would those who use Hurst-Fourier consider a post in here.
> > >
> > > John
> > >
> > >
> > > To unsubscribe from this group, send an email to:
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> > >
> > >
> > >
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> > >
> > >
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>
>
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