Amplitude

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Category: MESA8

 

Input parameters

Name

Setting

Default

Optimization range

Tune

Number>0

1

0.25-2

Delta

Number>0

0.2

0.05-0.5

Price

Input time series

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Description

Amplitude measures the peak amplitude of the measured dominant cycle.  It is displayed as a percentage of the price.  The higher amplitude the better for trading the cycle mode.  Dominant Cycle amplitude less than 0.5% usually means that the use of oscillator-type indicators should be avoided.  Comparing the dominant cycle amplitude to a threshold level can be used as a discriminant regarding when to trade using oscillators.  The Tune parameter adjusts the dominant cycle period relative to its measured value.  The Delta parameter is the bandwidth of  a bandpass filter in terms of +/- percent of the center period.  A smaller number gives a narrower bandwidth to eliminate extraneous cycle components and a larger number give a wider bandwidth to improve responsiveness to transients.