Fast Fourier Transform - Cycle Extraction - page 95

 

Greetings,

My business partner & I were looking to develop a FFT indicator, however we notice that some of you already have done the work.

We can offer extensive practical FFT knowledge - albeit used in industrial application, not in the financial markets - and the maths skills required to ensure the right parameters are entered. Looking to team up with experienced coders / traders to fine tune FFT indicators that may have shaky or incomplete data.

With kind regards

Viktor

 

Hi prasxz & clahn04 & crodzilla ,

Thank you for starting this thread, i have been unable to get the indicator to show up the way it shows in your screenshots.

Any advise?

Thanks & with kind regards

Viktor

 

Dear Viktor,

You might want to jump ahead and look for the Goerzel Browser in the advanced elite section written by mladen.

This is a huge topic and you should also take the time to read what has been written on the timingsolution.com site by Sergey Tarassov. Also take a look at what David Hickson has to say on sentienttrader for an introduction into Hurst cycles. There is also Denis Meyers work, John Ehlers and cybernetic trading strategies by Murray A. Ruggiero. I am sure there are many more.

regards,

Alex

 

A couple of Fourier indicators from here : Индикатор Fourier – предсказания по теории Фурье . Some can be found at this thread some seem to be different so posting the whole package

Files:
 
hughesfleming:
And here we have the S&P reaching its intermediate cycle peak. This is unlikely to be the absolute top but it might be the end of this particular swing. I have added USDCHF as well.

Hi hughesfleming,

Can you please tell me the name of the indicator on the right of your charts regarding the daily and weekly cycles.

Lello

 
lello1231:
Hi hughesfleming,

Can you please tell me the name of the indicator on the right of your charts regarding the daily and weekly cycles.

Lello

Hi Lello,

Sorry for the late reply, I only saw it today. I have sent you an explanation via private mail.

regards,

Alex

 

Dear MLaden/whom it may involve,

I am using Specometr_Seperate_Selective Cycl_2.04 and have idea simple enhancement;

[with composte cycle off] it projects the cycles forward by the same period, just wondered if it would be possible to do same thing backwards too? ie repeat period section projection prior to the current calculated section too?

many thanks to all

 

Excellent paper on Fast Fourier Transform.

Recommended for anyone who wishes to understand the principles behind FFT and its applications.

It is a relative easy read and is written with the Finance application aspect in mind.

Cheers, Snow.

 

does anyone can share Goertzel browser 5.602 indicator by mladen ? i would like to compare with FFT

 
santoso_am:
does anyone can share Goertzel browser 5.602 indicator by mladen ? i would like to compare with FFT

It was posted here : https://www.mql5.com/en/forum/183790/page2

What would you like to compare with FFT?

Goertzel algorithm is finding results that are a subset of Fourier transform and you do not need it to compare it to FFT (except that FFT can use only lengths of power of 2 for calculation while Fourier transform (and Goertzel algorithm) can use any length for calculation and you can compare FFT with it only for certain lengths). All you need to know is the theoretical basis

Here is some information about the whole thing and what does it do : Goertzel algorithm - Wikipedia, the free encyclopedia

I can send you more links if you are after learning what does Goertzel agorithm actually do