V. 22:2 (10-14): Letters To S&C by Technical Analysis, Inc.
Product Description
Letters To S&C by Technical Analysis, Inc.
FOURIER ANALYSIS CODE
Editor,
I have been searching
through your archives
for articles on Fourier
analysis and am looking
for one that presents code or an
algorithm that describes how to program
the computer to calculate periods
in price series. I am seeing several article
titles from Volume 17 (April 1999),
Volume 12 (September 1994), Volume
9 (March 1991), Volume 2 (April 1984),
and Volume 1 (January/February 1983).
I was hoping you could point me to one
that shows some code on how to implement
Fourier analysis on price series. I’d
like to be able to extract periods within
the price data from which to program
other indicators.
BILL COOKE, via email
Technical Analysis of STOCKS & COMMODITIES,
The Traders’ Magazine, has
published more than a hundred articles
that refer to Fourier. A few of those
include computerized implementation
as well as examples. Fourier is often
used in engineering to design or tune
data filters, like those that traders use
as indicators.
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