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Fourier Transform
Platform: EasyLanguage, by Tams Tams is offline
Developer Last Online: May 2012 Show Printable Version Email this Page

Platform: MultiCharts Rating:
Released: 07-03-2009 Last Update: Never Installs: 3
 
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Fourier Transform
by John F. Ehlers


Have fun with colors...

This is as much an exercise in programming as a psychoanalytical experience.


Feel free to share your signaling enlightenments.


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File Type: pla Fourier_Transform_(MultiCharts).pla (24.4 KB, 59 views)
File Type: txt Fourier_Transform.txt (5.1 KB, 88 views)

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Fourier Transform-fourier_transform.gif  

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Old 07-05-2009, 07:35 PM   #2

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Re: Fourier Transform

Psychedelic, man!
In tradestation, I don't seem to be able to change the colors.
I've attached a 60 minute chart of the ES.D (day session only). Not exactly sure how it would help your trading, but it sure is cool, er, hot.
Tasuki
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Old 07-13-2009, 11:44 AM   #3

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Re: Fourier Transform

Looks pretty.

Pretty things are usually not helpful, except women, sometimes.
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Old 07-22-2009, 08:11 AM   #4

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Re: Fourier Transform

I suppose if you FFT the time domain price data and identified enough dominant frequencies you should in theory be able to reconstruct the time domain curve and extrapolate into the FUTURE!

Of course, things will not be that straightforward, as linear and maybe much more sophisticated curve fitting algorithms are needed as a pre-process to remove as much useless extreme low frequencies as possible, and other filtering techniques could help the accuracy. It could be worth a try.

Thanks for sharing your exciting experience.
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