Signal Classification with FFT - Aussie Stock Forums

Results 1 to 3 of 3
  1. #1

    Lightbulb Signal Classification with FFT

    Hey I was wondering if anyone has played around with using a (fast) fourier transform (FTT) to try and gauge the movement / volatility of the SPI future (for example) on an on-going basis.

    I'm using the R statistical package to play around a bit (http://ubuntuforums.org/showthread.php?t=932892), got some stuff going to try and identify slower swings (trends -> microtrends) as opposed to high-frequency smaller movements (volatile non-trending) with some mixed success.

    I'm thinking of this as a way of identifying ranges, possibly for a breakout strategy.

    IF someone has thoughts on this, would be cool to perhaps share some ideas ...

    Happy trading (in a volatile market!)

    fft newbie :-)

  2. #2

    Default Re: Signal Classification with FFT

    Looks like you are trying to reinvent/refine the wheel a bit here. Nothing wrong with that as a mathematical exercise/challenge of course
    FFT is a standard indicator in chart/trading packages such as Metastock and Amibroker. The effectiveness of any indicator in terms of trade set-up can easily be tested in those. I've never tried it for FFT myself though.
    Success is a science; if you have the conditions, you get the result.

  3. #3

    Thumbs up Re: Signal Classification with FFT

    Cheers rub92me,

    Hope tradeStation has it, in the process of setting it up ...

    I like using Java & R however, to test my strategies on.

    Will see what FFT can conjure up in terms of helpful trending / non-trending advice


Similar Threads

  1. AAPL - Bottom Reversal Long Signal
    By Sakk in forum International Markets
    Replies: 17
    Last Post: 18th-May-2012, 03:51 PM
  2. Classification by trend and volatility
    By Tambourine Man in forum Trading Strategies/Systems
    Replies: 3
    Last Post: 28th-September-2008, 05:28 PM
  3. BZP - Bottom Reversal Signal
    By Sakk in forum International Markets
    Replies: 0
    Last Post: 27th-June-2008, 12:56 AM
  4. COT Commercial signal failure
    By refined silver in forum Commodities
    Replies: 8
    Last Post: 8th-March-2008, 06:32 PM
  5. System Signal Generation?
    By Chorlton in forum Trading Strategies/Systems
    Replies: 18
    Last Post: 11th-September-2007, 09:43 AM


Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
Aussie Stock Forums