V. 22:2 (10-14): Letters To S&C by Technical Analysis, Inc.

V. 22:2 (10-14): Letters To S&C by Technical Analysis, Inc.
Item# \V22\C02\0024LETT.PDF
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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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