Can the Fourier transform be applied to moving averages with Python?

[herchell]

I would like to compare and backtest these signals by applying Fourier transform to the signals received from moving averages. I would be very pleased if you could share your opinions and suggestions on this issue.

 

[berkeman]

Welcome to PF.

Can you say more about "these signals"? What are their characteristics? And when you do a moving average on a signal, that is basically a lowpass digital filter that you are applying. Do you really want a FT (or FFT) of this lowpass filtered signal, or do you want to FT the original signal?

 

[herchell]

Welcome to PF.

Can you say more about "these signals"? What are their characteristics? And when you do a moving average on a signal, that is basically a lowpass digital filter that you are applying. Do you really want a FT (or FFT) of this lowpass filtered signal, or do you want to FT the original signal?

I want the fourier transform of the original signal. Wouldn't that be more effective for analysis?

 

[BvU]

these signals

the original signal

the signals received from moving averages

Perhaps you could be a bit more specific about what exactly you have and what you want to do. Now we have to guess how to help you .

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