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Re: Fast Fourier Transform and FFT



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CCollins:

The so called FFT in MS is a loser.  The dominant cycle always comes up as
the length of the time period of the data.  The so called cycles bear little
resemblance to anything useable.  Excel spreadsheets supports FFT.
Parenthetically I have never come across anyone who uses MS FFT for trading.
I have met many people who collectively use almost all the rest of the
functionality of MS,

Since the movements in the stockmarket are not truely periodic, is there any
evidence that linear or non-linear Fourier analysis can be applied to the
stockmarket?

Lionel Issen
-----Original Message-----
From: C Collins <ccollins-gulf@xxxxxxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Tuesday, November 03, 1998 2:06 PM
Subject: Re: Fast Fourier Transform and FFT


>    Having recently upgraded to 6.5 and being a multiyear user of Metastock
>2.5, 3, 5, etc, there is a part of this function which I have never been
>able to coax into functioning. The INTERPRETED choice produces the findings
>of long waves from 89 to 500 . Nothing I have done will show the smaller
>waves. Also, if the choice of RAW data is made and other reasonable choices
>(such as 100, 1,  mean, amplitude)  are made the result is a window with an
>"Y-value" axis, but there is no graph of any type. Has anyone succeeded in
>using this function. Also, has anyone ever had there hands on software
>called "Epoch Pro" developed by John Ehlers.
>
>From: Manoj Abraham <manopab@xxxxxxxxxxx>
>> To: support@xxxxxxxxx
>> Cc: metastock@xxxxxxxxxxxxx
>> Subject: RE: Fast Fourier Transform and FFT
>> Date: Tuesday, November 03, 1998 6:17 AM
>>
>> Hi,
>> If Metastock can interpret the Cycles and display it I cant understand
>> why it cannot output the value to explorer or into a custom indicator.
>> and what is the use of FFT function built into metastock.
>>
>> Manoj Abraham
>>
>>
>>
>> There is not a way to create the interpreted FFT in The Explorer.  The
>> Explorer uses individual formulas and Fast Fourier Transform Interpreted
>> is actually a long series of Raw calculations, and each Raw calculation
>> is analyzed to determine 3 dominant cycles.
>>
>> Raw is only one calculation of the series.  To manually calculate Raw
>> like interpreted would have to run many Raw calculations and analyze the
>> Raw number results in a database to determine dominant values.  This
>> series of calculations is not possible in an Exploration.
>>
>> Equis Support
>> http://www.equis.com/
>> http://www.equis.com/customer/support/
>> Please include previous email answers and questions in your response.
>>
>> Equis and MetaStock and MetaStock Professional are registered trademarks
>> of Equis International.  Achelis Binary Wave, The DownLoader, Expert
>> Advisor, OptionScope, Quotecenter, and Smart Charts are trademarks of
>> Equis International.
>>
>>
>> > -----Original Message-----
>> > From: Manoj Abraham [SMTP:manopab@xxxxxxxxxxx]
>> > Sent: Monday, November 02, 1998 3:11 AM
>> > To:   metastock@xxxxxxxxxxxxx
>> > Cc:   support@xxxxxxxxx
>> > Subject:      Fast Fourier Transform and FFT
>> >
>> > Hi everybody,
>> >
>> > Does anybody know how to get the interpreted FFT value in explorer.
>> > When the interpreted Fourier transform is loaded the function says
>> > Fourier Transform(Close,-1,-1.0000,Detrend,Amplitude)
>> > Put the same as a new function It gives  error messages.
>> >
>> > If someone can help pls do.
>> >
>> >
>> > Manoj Abraham
>> >
>> >
>> >
>> >
>> > ______________________________________________________
>> > Get Your Private, Free Email at http://www.hotmail.com
>>
>>
>> ______________________________________________________
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