Commencez
wbburgin

Complete Discrete Fourier Transform Toolkit

wbburgin  
Bands and Channels forecasting Wave Analysis fouriertransform standarddevation bands
14
4
bandsandchannels forecasting waveanalysis fouriertransform standarddevation bands
This is an expansion from my Discrete Fourier Transform Overlay indicator which offers various features that may be useful for traders wishing to apply frequency analysis or integral transform to their trading. For those unfamiliar with the concept, the discrete Fourier transform decomposes wave or wave-like data into functions depending on frequency. This can be helpful in demonstrating or interpreting trends and periodic frequencies in time-series price data, or oscillating indicators.

This toolkit has the following features:
  • Fourier bands (deviation cloud): The deviation cloud expresses the uncertainty in the DFT algorithm, as well as the relative change in frequency of the curve.
  • Fourier supertrend: The supertrend is applied as a product of the DFT algorithm, instead of onto the price data itself. This filters the supertrend from infrequent periodicities. For trading, this means that the supertrend will not be affected by false breakouts or breakdowns. See the image below for an example:
    snapshot

Future updates may include:
  • Projection of the probabilistic uncertainty principle. In a nutshell, the concept can be used to project uncertainties forwards through price data to forecast the path of least resistance, or, the most probable frequency.
  • Machine learning capabilities. Justin Doherty has done the Pine Script community a great service in introducing kNN algorithms with Lorentzian distance calculations; however, this is only the start of relativistic mechanics that can be applied to time series data. The DFT algorithm essentially filters data into its periodicities; this data can be inserted into a relativistic kNN algorithm - Lorenz or otherwise - to possibly improve accuracy.
PM me to test any of my strategies free for 7 days.

Invite-only indicators: www.patreon.com/wbburgin/membership
Test my strategies on CryptoRobotics: cryptorobotics.co/?trade=f23b09
Script sur invitation seulement

L'accès à ce script est limité aux utilisateurs autorisés par l'auteur et nécessite généralement un paiement. Vous pouvez l'ajouter à vos favoris, mais vous ne pourrez l'utiliser qu'après avoir demandé et obtenu l'autorisation de son auteur. Contactez wbburgin pour plus d'informations, ou suivez les instructions de l'auteur ci-dessous.

TradingView ne suggère pas de payer pour un script et de l'utiliser avant d'avoir 100% confiance en son auteur et de comprendre son fonctionnement. Dans de nombreux cas, vous pouvez trouver gratuitement une bonne alternative open-source dans nos Scripts communautaires.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Instructions de l'auteur

Please visit the link in my profile or in my signature to get access to this script. I keep some indicators/strategies/algorithms invite-only to reduce access, improve effectiveness, and/or because of heavy workload.

Vous voulez utiliser ce script sur un graphique ?

Avertissement : Veuillez lire avant de demander l'accès.