Fast Fourier Transform Indicator

[alcamie]

I'm an ex animator/2D compositor and I used to use a noise filter called Fast Fourier Transform.
This did a very good job of quickly denoising images. I have wondering if any of you here have written or know of any Fast Fourier Transform indicators that could help to iron out as it were, Choppy market ranges.

I'm currently researching the web to see if I can find a programming algorhythm as opposed to a mathematical notation version as I can't understand mathematical notation. Then I may attempt to write one. But if there's already one floating around anywhere then that would be a great step forward.

Cheers

Chris Long

[NinjaTrader_Bertrand]

Hi Chris, you can check into the works of John Ehlers for this, MESA / Burg is supposed to be superior to regular FFT.

[sefstrat]

FFT is not useful for trading because it does not handle non-stationary timeseries well.

Some windowed variants such as Goertzel DFT, Gabor transform or STFT are somewhat useful but they suffer from aliasing issues. MESA suffers from similar problems as well.

Better results can be achieved with wavelets (MODWT) or SSA, but either way I don't think you will get very far without understanding the math.