Monday, 9 September 2013

Update on FFT Smoother

Having tested the FFT smoother on real price data and having been disappointed, I have decided not to pursue this any further for the moment. I think the problem is that for such short input periods ( 10 to 50 bars ) the FFT does not have enough frequency resolution and that by eliminating most of the frequencies from this short period I'm throwing out the baby with the bath water.

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