Fourier

Real-Fast Fourier Transform of Price w/ Linear Regression [Loxx]Real-Fast Fourier Transform of Price w/ Linear Regression is a indicator that implements a Real-Fast Fourier Transform on Price and modifies the output by a measure of Linear Regression. The solid line is the Linear Regression Trend of the windowed data, The green/red line is the Real FFT of price. What is the Discrete Fourier Transform? In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced samples of a function into a same-length sequence of eq

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Variety RSI of Fast Discrete Cosine Transform [Loxx]Variety RSI of Fast Discrete Cosine Transform is an RSI indicator with 7 types of RSI that is calculated on the Fast Discrete Cosine Transform of source. The source inputs are 33 different source types from Loxx's Expanded Source Types. What is Discrete Cosine Transform? A discrete cosine transform (DCT) expresses a finite sequence of data points in terms of a sum of cosine functions oscillating at different frequencies. The DCT, first proposed by Nasir Ahmed in 1972, is a widely used trans

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Fourier Extrapolation of Variety Moving Averages [Loxx]Fourier Extrapolation of Variety Moving Averages is a Fourier Extrapolation (forecasting) indicator that has for inputs 38 different types of moving averages along with 33 different types of sources for those moving averages. This is a forecasting indicator of the selected moving average of the selected price of the underlying ticker. This indicator will repaint, so past signals are only as valid as the current bar. This indicator allows for up to 1500 bars between past bars and future projecti

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Fourier Extrapolator of Variety RSI w/ Bollinger Bands [Loxx]Fourier Extrapolator of Variety RSI w/ Bollinger Bands is an RSI indicator that shows the original RSI, the Fourier Extrapolation of RSI in the past, and then the projection of the Fourier Extrapolated RSI for the future. This indicator has 8 different types of RSI including a new type of RSI called T3 RSI. The purpose of this indicator is to demonstrate the Fourier Extrapolation method used to model past data and to predict future price movements. This indicator will repaint. If you wish to u

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Fourier Extrapolator of Price w/ Projection Forecast [Loxx]Due to popular demand, I'm pusblishing Fourier Extrapolator of Price w/ Projection Forecast.. As stated in it's twin indicator, this one is also multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a*Cos(w*i) + b*Sin(w*i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; a and b - scaling coefficients of harmonics; w - frequency of a harmonic ; h - harmonic number; H - total number of fitted harmoni

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Fourier Extrapolator of Price [Loxx]Fourier Extrapolator of Price is a multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a *Cos(w *i) + b *Sin(w *i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; a and b - scaling coefficients of harmonics; w - frequency of a harmonic; h - harmonic number; H - total number of fitted harmonics. Fitting this model means finding m, a , b , and w that make the modeled values to be close to r

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FFTLibrary Library "FFTLibrary" contains a function for performing Fast Fourier Transform (FFT) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with zeros. FFT function fft(x, y, dir) : Computes the one-dimensional discrete Fourier transform using an in-place complex-to-complex F

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Function Sawtooth Wave This is an indicator to draw a sawtooth wave on the chart. It can be a useful perspective, as decaying markets tend to oscillate in reverse sawtooth waves, and bullish markets can oscillate in conventional sawtooth waves. With the right inputs, it can be an early warning signal for potential movements. Something I've noted is that large waves cause a ripple effect and sets the frequency for the market until a change occurs. Sawtooth waves may help in capturing ripple waves. Useful inputs are:

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por UnknownUnicorn1043646

Function: Discrete Fourier Transform Experimental: function for inverse and discrete fourier transform in one, if you notice errors please let me know! use at your own risk...

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por RicardoSantos

Ehlers Discrete Fourier Transform The Discrete Fourier Transform Indicator was written by John Ehlers and more details can be found at www.mesasoftware.com 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!

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por cheatcountry

FTSMA - Trend is your frend This my new solid strategy: if you belive that "TREND IS YOUR FRIEND" this is for you! I have tested with many pairs and at many timeframes and have profit with just minor changes in settings. I suggest to use it for intraday trading . VERY IMPORTANT NOTE: this is a trend following strategy, so the target is to stay in the trade as much as possible. If your trading style is more focused on scalping and/or pullbaks, this strategy is not for you. This strategy uses moving averages applied

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Low Frequency Fourier Transform 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, indicati

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Fourier series Model Of The Market █ OVERVIEW The Fourier Series Model of the Market (FSMM) decomposes price action into harmonic components using bandpass filtering, then reconstructs a composite wave weighted by rolling energy ratios. This approach isolates cyclical market behavior at multiple frequencies, emphasizing dominant cycles for cleaner signal generation. The energy-adaptive weighting is the key differentiator from simple harmonic summation: cycles that dominate current price action contribute more to the output. B

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WAMI Strategy Backtest The WAMI-based trading lies in the application and iteration of the optimization process until the indicated trades on past market data give consistent, profitable results. It is rather difficult process based on Fourier analysis. You can to change Trigger parameter for to get best values of strategy. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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