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FFTfiltr Readme

The document describes how to install files for an FFTfiltr custom indicator in MetaTrader 4. The indicator performs a fast Fourier transform on a time series, applies filtering in the frequency domain by allowing only the strongest tones and cutting off weaker tones, and performs an inverse Fourier transform on the filtered spectrum. Key files need to be installed in specific folders and the indicator takes external inputs to configure the number of points, strongest tones, and filtering strength.

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31 views1 page

FFTfiltr Readme

The document describes how to install files for an FFTfiltr custom indicator in MetaTrader 4. The indicator performs a fast Fourier transform on a time series, applies filtering in the frequency domain by allowing only the strongest tones and cutting off weaker tones, and performs an inverse Fourier transform on the filtered spectrum. Key files need to be installed in specific folders and the indicator takes external inputs to configure the number of points, strongest tones, and filtering strength.

Uploaded by

mjmariaantonyraj
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Here everything should be installed:

fftfiltr.mq4 experts\indicators
ExpertSample.dll experts\library
sampledll.mqh experts\include
fftfiltr.tpl template
libfftw3-3.dll windows\system32
 

The FFTfiltr custom indicator performs following steps:

- FFT of time series with required number of points; (external input points)
- Applies following filtering algorithm in frequency domain:
o Allows only number of highest energy tones in the transform. Rest is set to 0;
(external input tones);
o Cut-offs all tones which are weaker than f times of weakest of tones. Setting it
to value > 1.0 will decrease number of output components; decreasing it will
increase; (external input f);
o Filters out all low frequency tones with indexes lower than min_tone; the DC
component is preserved.
- Makes inverse Fourier transform of filtered frequency spectrum.

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