Frequently Asked Questions

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Frequently Asked Questions

  1. Question 1, Do you do private consulting?
  2. Question 2, What is the best way to measure market cycles?
  3. Question 3, How can you differentiate between a cycle and a trend?
  4. Question 4, How many downloads of MESA Phasor (or MESA Intraday) allowed?




Answer 1:

No. I cannot give trading advice and my responses are usually too mathematical for most traders. However, I am available for institutional consulting.



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.



Answer 3:

I see the spectrum of market data as a continuum of cycles. Using this view, a trend is just a piece of a very long cycle period. You can isolate the two spectrum components using my Roofing Filter to view each segment independently.



Answer 4:

MESA Phasor (and MESA Intraday) are synchronized to your TradeStation (or MultiCharts) user number. You can use them anyplace you are using your platform.