Fast Fourier Transform - Trading Software

Fast Fourier Transform

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dan
2013-04-04 23:37:10

Hello,

Can you add Fast Fourier Transform Algorithm?

QuantShare
2013-04-05 10:48:47

Hi,

Fast Fourier Transform Algorithm is already available in QuantShare.

The function (TA.FFT) is available only when you create custom functions (Tools -> Create Functions).

clonex
2013-04-05 12:18:08

Great! I have to read manual again :)

dan
2013-04-06 03:59:05

Could you demonstrate a simple example on how to implement it?

QuantShare
2013-04-06 12:26:29

Hi,

Here is an example:

VectorCustomDouble d = TA.FFT(cFunctions.Close, 8);
for(int i=0;i < d.Length;i++)
{
if(d[i].Length > 0)
{
result[i] = d[i][0];
}
}

The result of the fast fourier transform function is complex stored in alternating real and imaginary parts.
The first two entries of the "VectorCustomDouble" class are the real parts of the first and last value from the conjugate symmetric output.

QuantShare
2013-04-06 14:17:55

You can also check this: Fast Fourier Transform - Plots the Amplitude of the different Bins

Fast Fourier Transform - Plots the Amplitude of the different Bins (by QuantShare, uploaded several months ago)

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