Abbreviation: FFTImaginary
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:
Im(FFT(X,n)(F))
Calculates imaginary part 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 imaginary part at the specified frequency (cycle length). For more information on Fast Fourier Tranforms refer to Fast Fourier Transform (FFT) Discussion.