Hi All ,
The fourier transform is not suitable as signal in trading.Because the smooth signal recalculates.
But when you lag the fourier transform signal by m-histories,(example 10 bars lag) it doesnt recalculate .Why?
Can some one give a mathematical explanation or logical explanation ?Thanks.
The fourier transform is not suitable as signal in trading.Because the smooth signal recalculates.
But when you lag the fourier transform signal by m-histories,(example 10 bars lag) it doesnt recalculate .Why?
Can some one give a mathematical explanation or logical explanation ?Thanks.