Hello, Please make sure to check this article: http://www.amibroker.com/members/traders/01-2007.html as it presents improvement over Fourier transform.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: wavemechanic To: [email protected] Sent: Tuesday, March 27, 2007 8:50 PM Subject: Re: [amibroker] Re: FFT Yes, that's right - handle is the wrong word and should be find, reveal, uncover, etc. This ability is of particular interest to short-term traders. Bill ----- Original Message ----- From: "Fred" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, March 27, 2007 2:04 PM Subject: [amibroker] Re: FFT > MESA doesn't really have the ability to handle shorter cycles per > se ... > > What it does have is the ability to pull cyclical information out of > shorter samples of data. > > --- In [email protected], "wavemechanic" <[EMAIL PROTECTED]> wrote: >> >> No, I'm not saying that MESA will give better results than > a "better" FFT (is MESA a "better" FFT?). That judgment cannot be > made until you leave the hypothetical and have a "better" FFT to > talk about. Until then statistics help identify valid cycles and > MESA offers some advantages, including noise filtering and ability > to handle shorter cycles. Good luck in your search. >> >> Bill >> >> ----- Original Message ----- >> From: Ton Sieverding >> To: [email protected] >> Sent: Tuesday, March 27, 2007 3:24 AM >> Subject: Re: [amibroker] FFT >> >> >> So what you are saying is - 'Beyond that one can go to MESA' - > that even after I should have found whatever modified version of > FFT, MESA will give me better results. In other words, why playing > with FFT if MESA is the right way to go. Is that your opinion or am > I missing something ? >> >> Ton >> >> >> ----- Original Message ----- >> From: wavemechanic >> To: [email protected] >> Sent: Monday, March 26, 2007 2:42 PM >> Subject: Re: [amibroker] FFT >> >> >> >> The restrictions associated with FFT that Ehlers mentions can > be found in any textbook. As for better results with FFT, the next > step is to evaluate the cycles statistically (e.g., Bartels, F- > ratio, chi-square, etc.). Beyond that one can go to MESA and such. >> >> Bill >> ----- Original Message ----- >> From: Ton Sieverding >> To: [email protected] >> Sent: Monday, March 26, 2007 2:58 AM >> Subject: Re: [amibroker] FFT >> >> >> Frankly for me these are John Ehlers typical arguments to > use his MESA model in stead of FFT and has nothing to do with a > discussion. The question for me still remains if there really is no > way to get better results with FFT than the ones we have got ? If > Fourier analysis is correct and it's possible to simulate whatever > continues timeseries with a bunch of sinewaves and if MESA can give > me the correct harmonics, it should also be possible to obtain the > same results with a modified version of FFT. Question is how ? >> >> Ton Sieverding. >> >> ----- Original Message ----- >> From: wavemechanic >> To: AmiBroker, User >> Sent: Monday, March 26, 2007 1:27 AM >> Subject: Re: [amibroker] FFT >> >> >> >> There is a discussion of FFT use and problems on Ehlers > MESA website: >> >> http://www.mesasoftware.com/fftcomparison.htm >> >> Bill >> >> ----- Original Message ----- >> From: Ara Kaloustian >> To: AB-Main >> Sent: Sunday, March 25, 2007 3:16 PM >> Subject: [amibroker] FFT >> >> >> I was playing with AB's FFT code that TJ provided... >> >> The cycles seem to shift relative to the data, based on > how many data points are analyzed. This is of course expected. >> >> Question: >> >> Has anyone found a way to determine optimum number of > data points to analyze, and then determine the relevance of the > dominant cycle, or find any relevant cycles? >> >> Most of the time the dominant cycle seems to be the > largest one available. >> >> Has anyone been able to use these cycles succesfully? >> >> Ara >> >> >> ------------------------------------------------------------------- > --- >> >> >> No virus found in this incoming message. >> Checked by AVG Free Edition. >> Version: 7.5.446 / Virus Database: 268.18.17/732 - > Release Date: 3/24/2007 4:36 PM >> >> >> >> >> ------------------------------------------------------------------- > ------- >> >> >> No virus found in this incoming message. >> Checked by AVG Free Edition. >> Version: 7.5.446 / Virus Database: 268.18.18/733 - Release > Date: 3/25/2007 11:07 AM >> >> >> >> >> >> ------------------------------------------------------------------- > ----------- >> >> >> No virus found in this incoming message. >> Checked by AVG Free Edition. >> Version: 7.5.446 / Virus Database: 268.18.18/734 - Release Date: > 3/26/2007 2:31 PM >> > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! 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