Abbreviation: FFTAmplitude
Category: Fast Fourier Transform (FFT)
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Window Exponent | 1 <= Int <= 10 | 6 |
| Min Cycle Len (periods) | Real > 2.0 | 3 |
| Max Cycle Len (periods) | Real > 2.0 >= Min Cycle Len | 5 |
Calculation:
Sum(sqrt(Re(FFT(X,n)(F)))^2 + (Im(FFT(X,n)(F)))^2) over interval [Fmin,Fmax]
Calculates sum of amplitudes of Fast Fourier Transform of X over the last n points in the frequency range Fmin…Fmax,
where
X = Time Series
n = 2 ^ Window Exponent
Fmin = n/Max Cycle Length = lower frequency boundary of the range
Fmax = n/Min Cycle Length = upper frequency boundary of the range
Discussion:
Min Cycle Length and Max Cycle Length correspond to minimal period and maximal period of the harmonics included in the calculation, measured in number of periods (points). The sense of this indicator is total FFT amplitude in the specified frequency (cycle length) range. For more information on Fast Fourier Tranforms refer to Fast Fourier Transform (FFT) Discussion.