Fourier Series Model Of The Market by John F. Ehlers
Traders are aware that cyclical activity can be observed in market data. Here’s a way to use a Fourier series indicator to model the market and describe cyclic market activity so you can develop realistic trading strategy rules for swing trades.
Even the most casual observer will note that cycles are present in market data. Since this is so obvious, it is natural to try to embed the analysis of these cycles into trading strategies to make them better and more profitable. In this article, I’ll describe such analysis ...