DLL's for

 Fast Fourier Transform ( FFT) filtering

• Examples.
• TradeStation inputs to the code.
• Free evaluation to download.
• Pricing and Ordering.

The screenshots below show the FFT /inverse FFT in action.
The code returns an array of the previous values of the filtered serie, not only the last one.
A detrend (provided) must be performed (mandatory) on raw price data and can be avoided on oscillators.
This code can be used in any system or indicator. The main purpose is to filter any data serie without adding too much lag.

EXAMPLES:

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Printed using TradeStation™ 4 by TradeStation Technologies
Click on the above thumbnail image to get the full size picture.

FFT inverse FFT applied to midprice = (high+low)/2.
Data window length=32bars. Cuts frequencies above 2nd spectrum components.

Printed using TradeStation™ 4 by TradeStation Technologies
Click on the above thumbnail image to get the full size picture.

FFT inverse FFT applied to midprice = (high+low)/2.
Data window length=32bars. Cuts frequencies above 3rd spectrum components.

Printed using TradeStation™ 4 by TradeStation Technologies
Click on the above thumbnail image to get the full size picture.

FFT inverse FFT applied to midprice = (high+low)/2.
Data window length=64bars. Cuts frequencies above 3rd spectrum components.

Printed using TradeStation™ 4 by TradeStation Technologies
Click on the above thumbnail image to get the full size picture.

FFT inverse FFT applied to RSI(close,10).
Data window length=32bars. Cuts frequencies above 2nd spectrum components.

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TradeStation inputs to the code:

inputs:    Price(c),     {data serie to filter}
           Taille(256),  {Taille MUST be a power of 2 and <=256. This is the size of the historical window}
           Cut(3);       {number of frequencies kept. Decreasing this number increases filtering...and lag}

Ordering: see the ORDER section on this web

PRICE  is  240€ .

SEE OUR SPECIAL PRICE OFFER FOR ALL OUR TRADESTATION DLL's.

EC users must ad 19.6%VAT or provide their international VAT number when ordering.
Please provide your name , address, TradeStation or Supercharts Realtime Block Number.

TradeStation Code ©1996-1998 Philippe Lembo- HLG Gestion & Pierre Orphelin-Sirtrade International .
Sirtrade International 110, avenue du President Wilson -F93100 Montreuil. FRANCE.

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	See also...

	FFT
	The code performs a FFT  (Fast Fourier Transform) on a given data series (price, oscillator...), then an inverse FFT after the  high frequencies were removed. The original data series will be therefore filtered with a minimum lag cost.

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