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Business / Finance

Fourier and Wavelet transformations.

MQL5: Blogs Traders 26.01.2019 at 13:20

Blogs traders and analyst of financial markets

On the Fourier does not know just lazy. It, with varying success, try to apply all the polls, the more that it is publicly accessible and to realize it's easier than to write "Hello World!".

In Python this is done as follows:

import numpy as np import scipy.fftpack as ft #Original data x=[6,2,3,4,5,6,7,7,5] #the Fourier Transform yft=ft.fft(x) #the Inverse Fourier transform of xo=ft.ifft(yft) # got initial data xo==x #or so #the Fourier Transform yr=ft.rfft(x) #the Inverse Fourier transform of xo=ft.irfft(yr) # got initial data xo==x

There are a dozen similar functions.

However, as a result of such manipulations, we may not get to see anything, or even see what is not really. Preparing data for Fourier analysis, and the analysis is quite complicated and cause problems even professionals.