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Fast Fourier Transform function (FFT) library.

The library was first implemented in MQL4 and released in the code base on October 2, 2006.

The library has seven fast Fourier transform functions:

1. FFT of complex functions (direct functions and inverse functions)
void fastfouriertransform(double& a[], int nn, bool inversefft);

This algorithm performs a fast Fourier transform on a complex function defined by nn counts on the real axis. Depending on the arguments passed, a direct or inverse transformation can be performed.

Input parameters:

Input parameters:

2. FFT of real functions (direct functions and inverse functions)
void realfastfouriertransform(double& a[], int tnn, bool inversefft);

This algorithm performs a fast Fourier transform on a real function defined by n counts on the real axis. Depending on the arguments passed, a direct or inverse transformation can be performed.

Input parameters:

Input parameters:

3. FFT of two real functions (direct only)
void Tworealffts(double a1[], double a2[], double& a[], double& b[], int tn);

This algorithm performs a fast Fourier transform on two real functions, each defined by tn counts on the real axis. This algorithm saves you time but only performs a direct conversion.

Input parameters:

Input parameters:

4. Fast discrete sine transform
void fastsinetransform(double& a[], int tnn, bool inversefst);

This algorithm performs a fast sinusoidal transform on a real function defined by the tnn count on the real axis. Depending on the arguments passed, a direct or inverse transformation can be performed.

Input parameters:

Input parameters:

5. Fast discrete cosine transform
void fastcosinetransform(double& a[],int tnn, bool inversefct);

This algorithm performs a fast cosine transform on a real function defined by nn counts on the real axis. Depending on the arguments passed, a direct or inverse transformation can be performed.

Input parameters:

Input parameters:

6. Use FFT to quickly simplify
void fastcosinetransform(double& a[],int tnn, bool inversefct);

simplify. One of the functions is assumed to be a signal. The second one is considered a response.

7. Fast correlation with FFT
void fastcorellation(double& signal[], int signallen, double& pattern[], int patternlen);

Attachment download

📎dt_fft.mqh (26.02 KB)

Source: MQL5 #7000