Ehlers Discrete Fourier Transform — Chỉ báo của cheatcountry

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The Discrete Fourier Transform Indicator was written by John Ehlers and more details can be found at https://www.mesasoftware.com/papers/FourierTransformForTraders.pdf

I have color coded everything as follows: blue line is the dominant cycle, orange line is the power converted to decibels, and I have marked the other line as red if you should sell or green if you should buy

Let me know if you would like to see me write any other scripts!

Phát hành các Ghi chú: updated to match my other indicators

Phát hành các Ghi chú: fixed issue with default resolution

Mã nguồn mở

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Bạn muốn sử dụng tập lệnh này trên biểu đồ?

Bình luận

Good night, my name is Sebastián, and I have graduated as Electronics Engineer several years ago. I would like to share ideas with you because this topic was sounding in my mind as well.

I can explain more in a call, but my guts tell me that:
-Fourier Series and FFT/DFT are good for guessing the "frequencies", but not so good to estimate the equivalent of a "non constant" mean value.
-somehow we need to remove the "DC" value which is also fluctuating, but we could estimate as a straight line, with a growth coefficient. This could be interesting for a short region only after the current values.

please let me know if you have some time to talk. My programming skills are not so good.

Best regards.
Sebastián

Phản hồi

Good script! But Ehlers said this should only be used in relation to the decibel (i.e DB > 10 to detect a proper signal) across many lookback periods. That's why I think he used a DFT heatmap so he can look at many periods to determine at which period DB>10. Otherwise he said DFT is not reliable.

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Very nice, thank you for sharing this. Interested to backest if you make a strategy.

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Thx could better be a strategy script

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MeTu2018

@MeTu2018, you want to see a strategy script version of this?

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cheatcountry

@cheatcountry, yes brother. Script becomes grail

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MeTu2018

@MeTu2018, I will add that to my list of upcoming scripts for you

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cheatcountry

@cheatcountry, thx bro

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MeTu2018

@MeTu2018, yw

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Hi
Good job !!!
How to use orange and blue indicator
Thanks

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