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I tried the FFT that Tomasz wrote with John Ehlers'
filter and also the code from Ehlers' book "Cybernetic Analysis of Stocks and
Futures.
Comparing the dominant cycles, they are quite
different from each program!!!
Can anyone resolve the differences? Is
either one "correct enough" to be useful?
Ara
----- Original Message -----
Sent: Tuesday, March 27, 2007 12:04
PM
Subject: Re: [amibroker] Re: FFT
Hello,
Please make sure to check this article:
as it presents improvement over Fourier
transform.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, March 27, 2007 8:50
PM
Subject: Re: [amibroker] Re: FFT
Yes, that's right - handle is the wrong word and
should be find, reveal, uncover, etc. This ability is of particular
interest to short-term traders.
Bill
----- Original Message -----
Sent: Tuesday, March 27, 2007 2:04
PM
Subject: [amibroker] Re:
FFT
> MESA doesn't really have the ability to handle shorter cycles
per
> se ...
>
> What it does have is the ability to
pull cyclical information out of
> shorter samples of data.
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@xxx> wrote:
>>
>> No, I'm not
saying that MESA will give better results than
> a "better" FFT (is
MESA a "better" FFT?). That judgment cannot be
> made until you
leave the hypothetical and have a "better" FFT to
> talk about.
Until then statistics help identify valid cycles and
> MESA offers
some advantages, including noise filtering and ability
> to handle
shorter cycles. Good luck in your search.
>>
>>
Bill
>>
>> ----- Original Message -----
>> From: Ton Sieverding
>> To:
amibroker@xxxxxxxxxxxxxxx
>> Sent: Tuesday, March 27, 2007 3:24
AM
>> Subject: Re: [amibroker] FFT
>>
>>
>> So what you are saying is - 'Beyond
that one can go to MESA' -
> that even after I should have found
whatever modified version of
> FFT, MESA will give me better results.
In other words, why playing
> with FFT if MESA is the right way to
go. Is that your opinion or am
> I missing something ?
>>
>> Ton
>>
>>
>> ----- Original Message -----
>> From: wavemechanic
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, March 26, 2007 2:42
PM
>> Subject: Re: [amibroker]
FFT
>>
>>
>>
>> The restrictions associated with FFT
that Ehlers mentions can
> be found in any textbook. As for
better results with FFT, the next
> step is to evaluate the cycles
statistically (e.g., Bartels, F-
> ratio, chi-square, etc.).
Beyond that one can go to MESA and such.
>>
>>
Bill
>> ----- Original Message
-----
>> From: Ton Sieverding
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, March 26,
2007 2:58 AM
>> Subject: Re:
[amibroker] FFT
>>
>>
>> Frankly for me these are
John Ehlers typical arguments to
> use his MESA model in stead of FFT
and has nothing to do with a
> discussion. The question for me still
remains if there really is no
> way to get better results with FFT
than the ones we have got ? If
> Fourier analysis is correct and it's
possible to simulate whatever
> continues timeseries with a bunch of
sinewaves and if MESA can give
> me the correct harmonics, it should
also be possible to obtain the
> same results with a modified version
of FFT. Question is how ?
>>
>> Ton Sieverding.
>>
>> ----- Original
Message -----
>>
From: wavemechanic
>> To: AmiBroker,
User
>> Sent:
Monday, March 26, 2007 1:27
AM
>> Subject: Re:
[amibroker] FFT
>>
>>
>>
>> There is a
discussion of FFT use and problems on Ehlers
> MESA
website:
>>
>>
http://www.mesasoftware.com/fftcomparison.htm
>>
>>
Bill
>>
>> ----- Original
Message -----
>>
From: Ara Kaloustian
>> To:
AB-Main
>>
Sent: Sunday, March 25, 2007 3:16
PM
>>
Subject: [amibroker] FFT
>>
>>
>> I
was playing with AB's FFT code that TJ provided...
>>
>> The
cycles seem to shift relative to the data, based on
> how many data
points are analyzed. This is of course expected.
>>
>>
Question:
>>
>> Has
anyone found a way to determine optimum number of
> data points to
analyze, and then determine the relevance of the
> dominant cycle, or
find any relevant cycles?
>>
>>
Most of the time the dominant cycle seems to be the
> largest one
available.
>>
>> Has
anyone been able to use these cycles succesfully?
>>
>> Ara
>>
>>
>>
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