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Cycle analysis using the Goertzel algorithm
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Goetzel cycles
(look at Goertzel algorithm page in wikipedia)
Discrete Hartley transform
In 1942, Ralph Hartley proposed an analogue of the Fourier transform in his article "A More Symmetrical Fourier Analysis Applied to Transmission Problems".
Just like Fourier transform (FT), Hartley transform (HT) turns the original signal into a sum of trigonometric functions. But there is one significant difference between them. FT converts real values to complex numbers, while HT provides only real results. Because of this difference, the Hartley transform did not become popular - scientists and technicians did not see any advantages in it and continued to use the usual Fourier transform. In 1983, Ronald Bracewell presented a discrete version of the Hartley transform.
Do you need to make a fast Fourier transform or to solve a differential equation system? Do you perform a complex data analysis trying to gather all methods in one place as a source code? Then ALGLIB library of numerical methods is for you!
ALGLIB numerical analysis library in MQL5
Financial markets generate data with a huge amount of complex relationships. To analyze them, we need to use the most modern methods of applied mathematics. Successfully combining the high complexity of financial data with the simplicity and efficiency of analysis is a challenging task. ALGLIB is a high-performance library designed specifically for working with numerical methods and data analysis algorithms. It is a reliable assistant in the analysis of financial markets.
ALGLIB advantages
Why choose ALGLIB when working with financial data?
Here are the key benefits of the library: