PINE LIBRARY
JohnEhlersFourierTransform
Updated
Library "JohnEhlersFourierTransform"
Fourier Transform for Traders By John Ehlers, slightly modified to allow to inspect other than the 8-50 frequency spectrum.
reference:
mesasoftware.com/papers/FourierTransformForTraders.pdf
high_pass_filter(source) Detrended version of the data by High Pass Filtering with a 40 Period cutoff
Parameters:
source: float, data source.
Returns: float.
transformed_dft(source, start_frequency, end_frequency) DFT by John Elhers.
Parameters:
source: float, data source.
start_frequency: int, lower bound of the frequency window, must be a positive number >= 0, window must be less than or 30.
end_frequency: int, upper bound of the frequency window, must be a positive number >= 0, window must be less than or 30.
Returns: tuple with float, float array.
db_to_rgb(db, transparency) converts the frequency decibels to rgb.
Parameters:
db: float, decibels value.
transparency: float, transparency value.
Returns: color.
Fourier Transform for Traders By John Ehlers, slightly modified to allow to inspect other than the 8-50 frequency spectrum.
reference:
mesasoftware.com/papers/FourierTransformForTraders.pdf
high_pass_filter(source) Detrended version of the data by High Pass Filtering with a 40 Period cutoff
Parameters:
source: float, data source.
Returns: float.
transformed_dft(source, start_frequency, end_frequency) DFT by John Elhers.
Parameters:
source: float, data source.
start_frequency: int, lower bound of the frequency window, must be a positive number >= 0, window must be less than or 30.
end_frequency: int, upper bound of the frequency window, must be a positive number >= 0, window must be less than or 30.
Returns: tuple with float, float array.
db_to_rgb(db, transparency) converts the frequency decibels to rgb.
Parameters:
db: float, decibels value.
transparency: float, transparency value.
Returns: color.
Release Notes
v2 removed the upper limit for the function, corrected a typo in the code, thanks to Al-M for spotting it :)Release Notes
v3 - another typo bytes the dust.. tump tump tump oO", nicely spoted by Al-M :)Release Notes
v4 fixed the preview chart..Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House rules.
Disclaimer
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