V. 19:9 (30-35): MESA Adaptive Moving Averages by John F. Ehlers
Product Description
MESA Adaptive Moving Averages by John F. Ehlers
What if you combined the power of maximum entropy spectral analysis with the Hilbert transform’s ability to discern phase change?
The MESA adaptive moving average (MAMA) adapts to price movement in a new and unique way. The adaptation is based on the rate change of phase as measured by the Hilbert transform discriminator I described in my December 2000 article. In that article I derived the Hilbert transform, which generates the real and imaginary components from the analytical price waveform. The arctangent of the ratio of the imaginary component to the real one is the phase angle at a given point in time. Since the summation of the delta phases from bar to bar reaches 360 degrees, completing a cycle, the Hilbert discriminator computes the dominant cycle on the basis of the average phase differential.
What if you combined the power of maximum entropy spectral analysis with the Hilbert transform’s ability to discern phase change?
The MESA adaptive moving average (MAMA) adapts to price movement in a new and unique way. The adaptation is based on the rate change of phase as measured by the Hilbert transform discriminator I described in my December 2000 article. In that article I derived the Hilbert transform, which generates the real and imaginary components from the analytical price waveform. The arctangent of the ratio of the imaginary component to the real one is the phase angle at a given point in time. Since the summation of the delta phases from bar to bar reaches 360 degrees, completing a cycle, the Hilbert discriminator computes the dominant cycle on the basis of the average phase differential.
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