Skip to content
All library documents

Calculating the MESA Sine Wave from the MAMA Phase

Article Quant Q&A · Author: Dean Shurts

Summary

The document addresses how to calculate the MESA sine wave indicator, distinguishing its formula from material that only describes its appearance or interpretation. It points to the phase calculation in the MAMA technical paper as the key step: calculate the phase, take its sine to obtain the sine wave, and use a phase offset of 45 degrees for the lead wave.

The response refers readers to an external paper for the detailed calculation and code, but does not reproduce the phase formula or explain its derivation. It therefore offers a pointer to a method rather than a self-contained implementation, and provides no tests, market examples, or performance evidence.

Key ideas

  • The MESA sine wave is obtained by taking the sine of the calculated phase.
  • The lead sine wave uses a 45-degree phase offset.
  • The referenced MAMA paper contains the detailed phase calculation and implementation.

Tags

Full text
# How is the MESA sine wave calculated?


# How is the MESA sine wave calculated?












I've found many, many sites which describe what the MESA sine wave looks like and how to interpret it. But I have yet to find any site that describes the actual formula used to calculate the sine wave. (The lead wave I assume is simply the sine wave phase-shifted 45 degrees.)

## Answer by babelproofreader (score 1)

https://quant.stackexchange.com/a/7787

Elher's website has a technical papers section wherein you can find a paper called "MAMA." At the end of this paper there is Easylanguage code to calculate the phase. You are right that the lead sine is just phase plus 45 degrees. Just take the sine of these calculated phases for the indicator.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.