The Discrete Fourier Transform Money Flow Index indicator integrates the Money Flow Index (MFI) with Discrete Fourier Transform (credit to author wbburgin - May 26 2023 ) smoothing to offer a refined and smoothed depiction of the MFI's underlying trend. The MFI is calculated using the formula: MFI = 100 - (100 / (1 + MR)), where a high MFI value indicates robust...

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The discrete Fourier transform (DFT) overlay uses a discrete Fourier transform algorithm to identify trend direction. This is a simpler interpretation that only uses the magnitude of the first frequency component obtained from the DFT algorithm, but can be useful for visualization purposes. I haven't seen many Fourier scripts on TradingView that actually have the...

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Down the Rabbit Hole We Go: A Deep Dive into the Mysteries of Quinn-Fernandes Fast Fourier Transform and Hodrick-Prescott Filtering In the ever-evolving landscape of financial markets, the ability to accurately identify and exploit underlying market patterns is of paramount importance. As market participants continuously search for innovative tools to gain an...

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As the financial markets become increasingly complex and data-driven, traders and analysts must leverage powerful tools to gain insights and make informed decisions. One such tool is the Goertzel Cycle Composite Wave indicator, a sophisticated technical analysis indicator that helps identify cyclical patterns in financial data. This powerful tool is capable of...

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As the financial markets become increasingly complex and data-driven, traders and analysts must leverage powerful tools to gain insights and make informed decisions. One such tool is the Goertzel Browser indicator, a sophisticated technical analysis indicator that helps identify cyclical patterns in financial data. This powerful tool is capable of detecting...

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Library "loxxfft" This code is a library for performing Fast Fourier Transform (FFT) operations. FFT is an algorithm that can quickly compute the discrete Fourier transform (DFT) of a sequence. The library includes functions for performing FFTs on both real and complex data. It also includes functions for fast correlation and convolution, which are operations...

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This strategy uses the Fast Fourier Transform inspired from the source code of @tbiktag for the Fast Fourier Transform & @lazybear for the VMA filter. If you are not familiar with the Fast Fourier transform it is a variation of the Discrete Fourier Transform. Veritasium on youtube has a great video on it with a follow up recommendation from...

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Fourier Spectrometer of Price w/ Extrapolation Forecast is a forecasting indicator that forecasts the sinusoidal frequency of input price. This method uses Linear Regression with a Fast Fourier Transform function for the forecast and is different from previous forecasting methods I've posted. Dotted lines are the forecast frequencies. You can change the UI...

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Fourier Extrapolator of 'Caterpillar' SSA of Price is a forecasting indicator that applies Singular Spectrum Analysis to input price and then injects that transformed value into the Quinn-Fernandes Fourier Transform algorithm to generate a price forecast. The indicator plots two curves: the green/red curve indicates modeled past values and the yellow/fuchsia...

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Normalized, Variety, Fast Fourier Transform Explorer demonstrates Real, Cosine, and Sine Fast Fourier Transform algorithms. This indicator can be used as a rule of thumb but shouldn't be used in trading. What is the Discrete Fourier Transform? In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced samples of a...

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STD-Stepped Fast Cosine Transform Moving Average is an experimental moving average that uses Fast Cosine Transform to calculate a moving average. This indicator has standard deviation stepping in order to smooth the trend by weeding out low volatility movements. What is the Discrete Cosine Transform? A discrete cosine transform (DCT) expresses a finite...

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Real-Fast Fourier Transform Oscillator is a simple Real-Fast Fourier Transform Oscillator. You have the option to turn on inverse filter as well as min/max filters to fine tune the oscillator. This oscillator is normalized by default. This indicator is to demonstrate how one can easily turn the RFFT algorithm into an oscillator.. What is the Discrete Fourier...

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Real-Fast Fourier Transform of Price w/ Linear Regression is a indicator that implements a Real-Fast Fourier Transform on Price and modifies the output by a measure of Linear Regression. The solid line is the Linear Regression Trend of the windowed data, The green/red line is the Real FFT of price. What is the Discrete Fourier Transform? In mathematics, the...

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Variety RSI of Fast Discrete Cosine Transform is an RSI indicator with 7 types of RSI that is calculated on the Fast Discrete Cosine Transform of source. The source inputs are 33 different source types from Loxx's Expanded Source Types. What is Discrete Cosine Transform? A discrete cosine transform (DCT) expresses a finite sequence of data points in terms of...

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Fourier Extrapolation of Variety Moving Averages is a Fourier Extrapolation (forecasting) indicator that has for inputs 38 different types of moving averages along with 33 different types of sources for those moving averages. This is a forecasting indicator of the selected moving average of the selected price of the underlying ticker. This indicator will repaint,...

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Fourier Extrapolator of Variety RSI w/ Bollinger Bands is an RSI indicator that shows the original RSI, the Fourier Extrapolation of RSI in the past, and then the projection of the Fourier Extrapolated RSI for the future. This indicator has 8 different types of RSI including a new type of RSI called T3 RSI. The purpose of this indicator is to demonstrate the...

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Due to popular demand, I'm pusblishing Fourier Extrapolator of Price w/ Projection Forecast.. As stated in it's twin indicator, this one is also multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a*Cos(w*i) + b*Sin(w*i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; ...

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Fourier Extrapolator of Price is a multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a *Cos(w *i) + b *Sin(w *i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; a and b - scaling coefficients of harmonics; w - frequency of a harmonic; h - harmonic number; H -...

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