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PostPosted: Fri Dec 09, 2011 1:31 pm 
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Joined: Wed Aug 24, 2011 7:11 pm
Posts: 42
Hi there,

Has anyone worked with the Goertzel Algorithm or Fourier analysis for decomposition of price movements into fundamental components? For some instruments, such as Index Futures which exhibit a high level of periodicity, I am thinking this could make a great indicator.

I found some articles here and am considering developing code to execute these algorithms, however asking here first.

Best regards,
Andrew


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