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Fast Fourier tTransform

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    Fast Fourier tTransform

    If I were to find a fft C# library, would NT strategy script support this, or would it be possible to write my own fft with strategy script, can strategy script handle imaginary numbers? Although I think I would prefer finding a fft C# library as I do not really want to dive back into all my university texts.

    #2
    Hi Chris, C# libraries up to target framework 3.5 (higher ones supported for our next major upgrade) could be usually loaded and used within NT. C# could also deal with complex #'s - http://msdn.microsoft.com/en-us/library/6fbs5e2h.aspx

    From a trading standpoint, I have read numerous comments / experiences though that would discourage further research and use of FFT in this area, since the data you deal with is typically pretty unstationary.

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