Help with Fourier - page 19

[trol222]

Zhunko:
That's what I wrote above. You don't need MA if you use harmonic decomposition.

So, harmonics are also made from Ma, or rather from their difference or division, and here 2+2 and 1+3 pro it was not clear

or do you mean the harmonic obtained from ma4-ma2 and ma3-ma1 are not equal?

[Vadim Zhunko]

trol222:
So the harmonics are also built from Ma, or rather from their difference or division, and here 2+2 and 1+3 were not clear.

Sums of harmonics are formed from MA. It is impossible to obtain a single harmonic. You can endlessly squeeze adjacent harmonics, but never squeeze them to zero.

[trol222]

trol222:
It might be possible to predict the phase change already.

To be more precise, to switch from predicting prices to determining the start of changes which will inevitably lead to a phase reversal (change) after some time.

[[Deleted]]

I recommend reading the article http://novainfo.ru/archive/36/zadacha-dlya-uravneniya-vtorogo-poryadka

[Mikhail Toptunov]

Friends, I can't understand what's wrong, I'm calculating the FFT in mql5. The signal is not harmonious.

#include <dt_fft.mqh>

int arr = 1024;

double arrayZ[0][14][arr];

   int tnn1=MathPow(2,10);//  размер массива должен быть степенью двойки
   double aa[];
   int N=ArrayResize(aa,tnn1);

   // Построение спектра
   double sig;
   for(int i=0; i<=N-1; i++)
   {

   sig=arrayZ[0][14][i+1]; // рыночные цены
   aa[i]=sig;
    
   }
  
   // Прямое преобразование Фурье - после выпонения функции в массиве aa[] - спектрограмма
   realfastfouriertransform(aa, tnn1, false);
  
   //--- Вывод спектрограммы на экран
   for(int i=0; i<=(N-1)/2; i++)
   {
   // Модуль комплексного числа
      arrayZ[7][4][i+1]=(MathSqrt(aa[i*2]*aa[i*2]+aa[i*2+1]*aa[i*2+1]))/(N/2);
   }

[solar]

p.s. In the near future you will have to learn such concepts as data density, plausibility, "teacher", "noise" as well as harmonics. Noise as well as harmonics.