Fourier Transform

[Tams 20]

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.

 

 

Fourier_Transform_(MultiCharts).pla

Fourier_Transform.txt

[Tasuki 10]

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

[SwingTradinJay 10]

Looks pretty.

 

Pretty things are usually not helpful, except women, sometimes.

[flagler 10]

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.