For example ...
SVBI = SelectedValue(BarIndex());
DFTLen = 200;
if (DFTLen > SVBI)
DFTLen = SVBI;
pi = 4 * atan(1);
Ax = C;
Coeffs = int(DFTLen / 2);
Coeffn = LengXn = RealXn = ImagXn = AmplXn = PhasXn = Cum(0);
for (Coeff = 0; Coeff <= Coeffs; Coeff++)
{
RealX = Sum( Ax * cos(2 * pi * Coeff * BarIndex() / DFTLen),
DFTLen);
ImagX = Sum(-Ax * sin(2 * pi * Coeff * BarIndex() / DFTLen),
DFTLen);
Coeffn[Coeff] = Coeff;
LengXn[Coeff] = DFTLen / Coeff;
RealXn[Coeff] = SelectedValue(RealX);
ImagXn[Coeff] = SelectedValue(ImagX);
AmplXn[Coeff] = (RealXn[Coeff] ^ 2 + ImagXn[Coeff] ^ 2) ^ 0.5;
if (RealXn[Coeff] == 0)
if (ImagXn[Coeff] > 0)
PhasXn[Coeff] = pi / 2;
else
PhasXn[Coeff] = -pi / 2;
else
{
PhasXn[Coeff] = atan(ImagXn[Coeff] / RealXn[Coeff]);
if (RealXn[Coeff] < 0)
if (ImagXn[Coeff] < 0)
PhasXn[Coeff] = PhasXn[Coeff] - pi;
else
PhasXn[Coeff] = PhasXn[Coeff] + pi;
}
}
Filter = BarIndex() >= 1 AND BarIndex() <= Coeffs;
AddColumn(BarIndex(), "Coeff", 1.0);
AddColumn(LengXn, "Length", 1.5);
AddColumn(RealXn, "Real", 1.9);
AddColumn(ImagXn, "Imag", 1.9);
AddColumn(AmplXn, "Ampl", 1.5);
AddColumn(PhasXn, "Phase", 1.9);
--- In [email protected], "wavemechanic" <[EMAIL PROTECTED]> wrote:
>
> Here is a link to a summary of FFT/DFT that might be useful
(http://www.dataq.com/applicat/articles/an11.htm)
>
> Bill
>
>
> ----- Original Message -----
> From: "Fred" <[EMAIL PROTECTED]>
> To: <[email protected]>
> Sent: Friday, October 06, 2006 10:47 AM
> Subject: [amibroker] Re: Polynomial Trendlines
>
>
> > TJ,
> >
> > I have long since had FFT capability in AFL as the algorithms
are
> > very straight forward and relatively simple to do in AFL.
However
> > FFT's typically require LOTS of data relative to the cycle
lengths
> > one is attempting to identify and do not provide particularly
good
> > resolution at the lower frequencies. From this perspective
tools
> > like MESA ( The algortihm, NOT the black box product ) provide
much
> > greater resolution with much less data.
> >
> > However, neither of these approaches is what I'm after at this
> > juncture ... What I'm after is the ability to do trigonometric
curve
> > fitting in a similar way to what the PolyFit AFL I posted
performs
> > linear curve fitting i.e. via the solution of simultaneous
> > equations. This involves some rather sophisticated ( at least
from
> > my perspective ) math which can be found for example in Appendix
6
> > of J.M. Hurst's book. Since the discussion there is only about
3
> > pages I'd be happy to post it or email it to anyone who has an
> > interest and is so inclined if they'd like to read it and
comment on
> > how to implement it.
> >
> > Fred
> >
> > PS ... Some final thoughts about FFT's and their implementation
in
> > AB ... If you are going to provide this capability, please do so
in
> > a manner that one can take advantage of ALL the information that
> > would be the product of performing an FFT i.e. both the real &
> > imaginary arrays or a single array of complex numbers and the
> > ability to deal with complex numbers in AFL. This is needed not
> > only to get amplitudes at particular frequencies but also phase
> > shift and power.
> >
> > PPS ... IMHO a DFT type implementation that does not require the
> > data being anaylized to be a power of 2 in length would be
superior
> > to a Cooley-Tukey implementation even if run time is a little
> > longer ...
> >
> > --- In [email protected], "Tomasz Janeczko" <groups@>
> > wrote:
> >>
> >> For that you need Fourier transform and FFT is coming as a
built
> > in function in 4.86
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
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