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.

No comments: