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lib/numerics/ifft/Ifft.md
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# IFFT: Inverse Fast Fourier Transform (Spectral Filter)
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Numeric |
| **Inputs** | Source (close) |
| **Parameters** | `windowSize` (default 64), `numHarmonics` (default 5) |
| **Outputs** | Single series (Ifft) |
| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- The Inverse FFT indicator reconstructs a smoothed version of the price series by performing a forward DFT, retaining only the lowest-frequency harm...
- Parameterized by `windowsize` (default 64), `numharmonics` (default 5).
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Inverse FFT indicator reconstructs a smoothed version of the price series by performing a forward DFT, retaining only the lowest-frequency harmonics, and synthesizing the output via inverse transform. The result is a spectral low-pass filter that preserves the dominant cyclical components while discarding high-frequency noise. By controlling the number of retained harmonics $H$, the user adjusts the smoothness/responsiveness trade-off: $H = 1$ yields a near-sinusoidal trend, while $H = N/2$ reproduces the original (windowed) signal. The indicator overlays on price and provides a frequency-domain alternative to conventional moving averages.
## Historical Context