[MAD] Harmonic Wave Fourier Analysis

2023年11月5日

This script uses Fourier Analysis with additional postcalculations to draw a plot which displays the Amplitude-Change of the Fouriers

Parameter Settings:
You can set the number of data points to analyze
the period to check for extremes.


Fourier Transform: The script breaks down the time series data into its frequency components using cosine and sine calculations.

Harmonic Analysis: It calculates the strength and phase of each frequency component, producing harmonic waves.
Amplitude Change: It determines the change in amplitude between peaks and troughs for each harmonic.
Latest Value Extraction: The script selects the middle amplitude change as the latest data point.
High/Low Points: Finds the maximum and minimum amplitude changes over a specified period.
Visualization: It plots the latest amplitude change with a color that indicates its value relative to the identified extremes.
splitted by 3 Blue plots (1/3 1/2 2/3 from min to max)

How to trade?
May go for retests to the blue lines after big moves.

See this script as braindump of an idea, so its just a concept :-)