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jrsnell  
#1 Posted : Friday, July 1, 2005 3:08:52 AM(UTC)
jrsnell

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Is there any way to get the output of the interpreted fft indicator in a numerical fashion, rather than the histogram that is displayed as an indicator? Or, If I use the function "fft", how would I code it to give the same output as the indicator does? I'm not finding a way to view the code for the FFT Indicator... I'd like to take the three cycle outputs from the indicator and plot three moving averages on the chart. Actually, moving averages equal to half the cycle length, offset by half the moving average length, but that part I can handle... Thanks
Patrick  
#2 Posted : Friday, July 1, 2005 3:13:17 AM(UTC)
Patrick

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Now that's a can of worm ... Wabbit :D Too complex for me Jrsnell ... sorry :oops:
jrsnell  
#3 Posted : Friday, July 1, 2005 3:21:48 AM(UTC)
jrsnell

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Hmm... Sorry... It's pretty easy to do it manually... just ran the FFT indicator and set 3 moving averages from the three numbers that were spit out by the indicator. Just wishing I could automate it, as they change for every chart... Here's a chart... I stuck some envelopes on it too... but you get the idea... Any idea what the FFT Indicator code contains versus the function?
Patrick  
#4 Posted : Friday, July 1, 2005 3:48:39 AM(UTC)
Patrick

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The problem is figuring out what the Interpreted value is and how it is calculated. 3 years ago I searched for that and did not have much success ... I will check back at equis in a week or so. hopefully someone has the answer you need before then :D
jrsnell  
#5 Posted : Friday, July 1, 2005 4:05:43 AM(UTC)
jrsnell

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There are bits and pieces of code out there for the FFT. I saw one for Tradestation and I suppose it could be reworked for MS. But I like the MS FFT and the fact that it's "hammed" and detrended within the indicator. Also, the moving averages that I derive from the MS fft Indicator seem to be (empirically at least) a pleasing fit. I hate to have to reinvent the wheel here... I mean the FFT is a pretty old and generally known public domain kind of calculation, so I can't imagine there's anything "proprietary" about the MS fft Indicator. They probably just didn't think to explain the intricacies of the formula anywhere. This is part of a longer term project. I've been trading this way for years... but it has been all visual and VERY time consuming.
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