Yeni İndikatörler

[Orhan AKDOĞAN]

Orhan hocam bandpass faslinda gonderdiginiz listede "autocorrelation periodogram" yeni sayilir cevirirseniz makbule gecer.

Listemde vardı, paylaşacağım zaten

Question 2:
What is the best way to measure market cycles?

Answer 2:
I originally developed the MESA algorithm to measure market cycles because I knew that FFTs, etc. were inappropriate because the cycles are ephemeral.
MESA gives a high resolution answer using only a short amount of data, crucial because of the short term nature of market cycles.
However, market data has the spectral shape of pink noise, requiring filter compensate to equalize the response.
I now think the best way to measure market cycles is by using an autocorrelation periodogram because the correlation swings between -1 and +1 regardless of the cycle period.
The complete code for an autocorrelation periodogram is contained in my Cycles Analytics for Traders book.


https://www.mesasoftware.com/mesa_faq.htm