[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Fast Fourir Analysis



PureBytes Links

Trading Reference Links

In a message dated 00-07-15 11:59:42 EDT, srqblue@xxxxxxxx writes:

<< It will make a price projection based on
 FFT from an ASCII data file you have input, and has an educational
 manual of about 100 pages. >>

Meyers writes about using the FFT for predictiing:  A slippery slope at best.

The FFT article produces a  data points that are reflective of the current 
FFT transform.  The trend is determined from this line.

As for MESA: I have found the implementation tricky.  

My experience is that there is value in walk forward testing (to determine
valid parameters for the trend)  or using 
multiple systems that independently trade a given commodity.


Thanks for the references and comments.

Jim