Hi guys, your forum looks interesting ! I am pretty interested in cycle analysis. In Forex TSD I posted a Goertzel browser with Bartels cycle significance test which improved a lot the precision of the GB composite cycle. In addition I believe you can improve a lot the Hilbert Transform, MESA or Goertzel spectrum analysis by preprocessing an Empirical Mode Decomposition (EMD) which is available in MQL5. The combination with Hilbert Transform leads to the well known Huang Hilbert Transformation which is considered to be a superior method for non-stationary and non-linear spectrum analysis and is outperforming fourier and wavelet analysis at financial time series. But of course you can combine EMD also as first step to Goertzel or MESA analysis. In particular the combination EMD with MESA seems to be promising (here I mean the real EMD like in the MQL5 sample not the simplified of Ehlers). Together with the Bartels cycle significance test we would have a leading edge package. - Now where should we proceed with this discussion, in this thread, another open thread or in your premium section (where I havn't subscribed yet) ?

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