Low Frequency Fourier Transform

18 thg 10, 2019

This Study uses the Real Discrete Fourier Transform algorithm to generate 3 sinusoids possibly indicative of future price.
I got information about this RDFT algorithm from "The Scientist and Engineer's Guide to Digital Signal Processing" By Steven W. Smith, Ph.D.

It has not been tested thoroughly yet, but it seems that that the RDFT isn't suited for predicting prices as the Frequency Domain Representation shows that the signal is similar to white noise, showing no significant peaks, indicative of very low periodicity of price movements.

19 thg 2, 2020

Phát hành các Ghi chú

There was a compiling error happening recently. Tradingview propably changed their compiler, as the code successfully compiled before. This update addresses that and fixes the error that was happening during compilation.