Abbreviation: FFTAngle
Category: Fast Fourier Transform (FFT)
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Window Exponent | 1 <= Int <= 10 | 6 |
| Cycle Length (periods) | Real > 2.0 | 3 |
Calculation:
arctg(Im(FFT(X,n)(F))/Re(FFT(X,n)(F)))
Calculates angle of Fast Fourier Transform of X over the last n points at frequency F,
where
X = Time Series
n = 2 ^ Window Exponent
F = n/Cycle Length = frequency
Discussion:
Cycle Length corresponds to the period of the harmonic for which the calculation is performed, measured in number of periods (points). The sense of this indicator is FFT angle at the specified frequency (cycle length). If both real and imaginary parts of the transform are equal to zero, the output of the indicator is set to *. For more information on Fast Fourier Tranforms refer to Fast Fourier Transform (FFT) Discussion.