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Strategies & Market Trends : Technical Analysis- Indicators & Systems

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To: David Russell Coburn II who wrote (1419)	6/11/1997 7:12:00 PM
From: Bruce A. Bowman	of 3325

re: finding cycles in stock prices... try this: mesasoftware.com John Ehlers uses a system called MESA (maximum entropy spectral analysis) which he derived from a paper presented by Parker Bird (a geophysicist) at Stanford. Turns out that what Bird was doing was directly applicable to what Ehlers (a radar engineer as I understand it) wanted for identifying slow moving cycles in stock price. He felt that Fourier analysis was too clumsy in this regard. Interesting stuff. He's recently built a package for use in TradeStation in addition to his stand-alone s/w. This doesn't do what I was after, but it's an interesting perspective. It simplistically says that things are either trending or in a cycle. You trade whichever one fits your style. The cycles projection provides a hi or low target. The s/w isn't new. He's had one form or another of the same basic engine for several years. Won't be in NJ. I have plans for heading to Mexico this winter that have my schedule jammed, but an even more pressing offer has come up that will delay that by a couple months. Leaving for Hawaii in 9 days to help deliver a boat back to SF, then back to work on my own boat. Bruce

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