Fast Fourier Transformation Library
Info
The Fast Fourier Transformation Library is a Library for MetaTrader 5 that klotthis library provides a set of fast fourier transformation functions for efficient signal processing and analysis. The library was first introduced in MQL4 in 2026 and offers the following functions:1.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use Fast Fourier Transformation Library
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
KlotThis library provides a set of fast Fourier transformation functions for efficient signal processing and analysis.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: cfastfile: A Class for Efficient Data Handling - another powerful library for MetaTrader 5 traders.
KlotThis library provides a set of fast Fourier transformation functions for efficient signal processing and analysis.
Also recommended: Easy and Fast GUI Library for MetaTrader - similar library with strong performance on MetaTrader 5.
The library was first introduced in MQL4 in 2026 and offers the following functions:
1. Complex FFT: Performs direct and inverse FFT on a complex function.
- Input: Array of real values and function count.
- Output: Transformed array.
2. Real FFT: Executes direct and inverse FFT on a real function.
- Input: Array of real values and function count.
- Output: Transformed array.
3. Two Real FFTs: Computes direct FFT for two real functions simultaneously.
- Input: Arrays of real values for each function and function count.
- Output: FFT results for both functions.
4. Fast Sine Transformation: Performs direct and inverse transformation on a real function.
- Input: Array of real values and function count.
- Output: Transformed array.
5. Fast Cosine Transformation: Executes direct and inverse FFT on a real function with a specific array preparation.
- Input: Array of real values and function count minus one.
- Output: Transformed array.
6. Fast Simplification: Simplifies a signal and response using FFT.
- Input: Signal and response arrays, signal length, and response length.
- Output: Simplified signal values.
7. Fast Correlation: Correlates a signal and pattern using FFT.
- Input: Signal and pattern arrays, signal length, and pattern length.
- Output: Correlation values.
For detailed parameter descriptions and usage examples, refer to the original documentation.
You may also like: Fast iBarShift and Bars for MT5 - excellent alternative for library users on MetaTrader 5.
Source Code
#property copyright "robotfx"
#property link "https://robotfx.org"
#property description "this code is educational. feel free to use, modify and upgrade as you wish. visit robotfx.org for professional trading tools"
#property library
#define pi 3.14159265358979323846 // pi
/*************************************************************************
, nn .
,
, .
:.......
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.