Refactor indicators to include "Ehlers" in names and descriptions for clarity

- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)".
- Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average".
- Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)".
- Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)".
- Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)".
- Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)".
- Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names.
- Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)".
- Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)".
- Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)".
- Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)".
- Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX).
- Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.

.codacy.yml

@@ -1,77 +0,0 @@
----
-# Codacy Configuration File
-# Documentation: https://docs.codacy.com/repositories-configure/codacy-configuration-file/
-
-# Exclude patterns - files and directories to ignore
-exclude_paths:
-  # All dot-directories (config, IDE, tools, rules)
-  - ".*/**"
-  
-  # Root-level config files
-  - "*.md"
-  - "*.yml"
-  - "*.yaml"
-  
-  # NDepend analysis output
-  - "ndepend/**"
-  
-  # Build/IDE artifacts
-  - "bin/**"
-  - "obj/**"
-  - "BenchmarkDotNet.Artifacts/**"
-  - "ilspy/**"
-  
-  # Performance benchmarks
-  - "perf/**"
-  
-  # Test files
-  - "**/*.Tests.cs"
-  - "**/*Tests.cs"
-  - "**/*.Validation.Tests.cs"
-  - "**/Mocks/**"
-  
-  # Quantower adapters
-  - "**/*.Quantower.Tests.cs"
-  - "**/*.Quantower.cs"
-  - "quantower/**"
-  
-  # Documentation
-  - "docs/**"
-  - "**/*.md"
-  
-  # Non-source files
-  - "**/*.dib"
-  - "**/*.csv"
-  - "**/*.xml"
-  - "**/*.json"
-  - "**/*.yml"
-  - "**/*.yaml"
-  - "**/*.sln"
-  - "**/*.csproj"
-  - "**/*.ndproj"
-  - "**/*.user"
-  - "**/*.suo"
-  - "**/*.cache"
-  - "**/*.lock"
-  - "**/*.props"
-  - "**/*.targets"
-  
-  # Binaries
-  - "**/*.dll"
-  - "**/*.pdb"
-  - "**/*.nupkg"
-  - "**/*.snupkg"
-  - "**/*.so"
-  - "**/*.dylib"
-  - "**/*.exe"
-  
-  # Data/media files
-  - "**/*.db"
-  - "**/*.sqlite"
-  - "**/*.log"
-  - "**/*.png"
-  - "**/*.jpg"
-  - "**/*.jpeg"
-  - "**/*.gif"
-  - "**/*.ico"
-  - "**/*.svg"

.codacy/cli.sh

@@ -1,149 +0,0 @@
-#!/usr/bin/env bash
-
-
-set -e +o pipefail
-
-# Set up paths first
-bin_name="codacy-cli-v2"
-
-# Determine OS-specific paths
-os_name=$(uname)
-arch=$(uname -m)
-
-case "$arch" in
-"x86_64")
-  arch="amd64"
-  ;;
-"x86")
-  arch="386"
-  ;;
-"aarch64"|"arm64")
-  arch="arm64"
-  ;;
-esac
-
-if [ -z "$CODACY_CLI_V2_TMP_FOLDER" ]; then
-    if [ "$(uname)" = "Linux" ]; then
-        CODACY_CLI_V2_TMP_FOLDER="$HOME/.cache/codacy/codacy-cli-v2"
-    elif [ "$(uname)" = "Darwin" ]; then
-        CODACY_CLI_V2_TMP_FOLDER="$HOME/Library/Caches/Codacy/codacy-cli-v2"
-    else
-        CODACY_CLI_V2_TMP_FOLDER=".codacy-cli-v2"
-    fi
-fi
-
-version_file="$CODACY_CLI_V2_TMP_FOLDER/version.yaml"
-
-
-get_version_from_yaml() {
-    if [ -f "$version_file" ]; then
-        local version=$(grep -o 'version: *"[^"]*"' "$version_file" | cut -d'"' -f2)
-        if [ -n "$version" ]; then
-            echo "$version"
-            return 0
-        fi
-    fi
-    return 1
-}
-
-get_latest_version() {
-    local response
-    if [ -n "$GH_TOKEN" ]; then
-        response=$(curl -Lq --header "Authorization: Bearer $GH_TOKEN" "https://api.github.com/repos/codacy/codacy-cli-v2/releases/latest" 2>/dev/null)
-    else
-        response=$(curl -Lq "https://api.github.com/repos/codacy/codacy-cli-v2/releases/latest" 2>/dev/null)
-    fi
-
-    handle_rate_limit "$response"
-    local version=$(echo "$response" | grep -m 1 tag_name | cut -d'"' -f4)
-    echo "$version"
-}
-
-handle_rate_limit() {
-    local response="$1"
-    if echo "$response" | grep -q "API rate limit exceeded"; then
-          fatal "Error: GitHub API rate limit exceeded. Please try again later"
-    fi
-}
-
-download_file() {
-    local url="$1"
-
-    echo "Downloading from URL: ${url}"
-    if command -v curl > /dev/null 2>&1; then
-        curl -# -LS "$url" -O
-    elif command -v wget > /dev/null 2>&1; then
-        wget "$url"
-    else
-        fatal "Error: Could not find curl or wget, please install one."
-    fi
-}
-
-download() {
-    local url="$1"
-    local output_folder="$2"
-
-    ( cd "$output_folder" && download_file "$url" )
-}
-
-download_cli() {
-    # OS name lower case
-    suffix=$(echo "$os_name" | tr '[:upper:]' '[:lower:]')
-
-    local bin_folder="$1"
-    local bin_path="$2"
-    local version="$3"
-
-    if [ ! -f "$bin_path" ]; then
-        echo "📥 Downloading CLI version $version..."
-
-        remote_file="codacy-cli-v2_${version}_${suffix}_${arch}.tar.gz"
-        url="https://github.com/codacy/codacy-cli-v2/releases/download/${version}/${remote_file}"
-
-        download "$url" "$bin_folder"
-        tar xzfv "${bin_folder}/${remote_file}" -C "${bin_folder}"
-    fi
-}
-
-# Warn if CODACY_CLI_V2_VERSION is set and update is requested
-if [ -n "$CODACY_CLI_V2_VERSION" ] && [ "$1" = "update" ]; then
-    echo "⚠️  Warning: Performing update with forced version $CODACY_CLI_V2_VERSION"
-    echo "    Unset CODACY_CLI_V2_VERSION to use the latest version"
-fi
-
-# Ensure version.yaml exists and is up to date
-if [ ! -f "$version_file" ] || [ "$1" = "update" ]; then
-    echo "ℹ️  Fetching latest version..."
-    version=$(get_latest_version)
-    mkdir -p "$CODACY_CLI_V2_TMP_FOLDER"
-    echo "version: \"$version\"" > "$version_file"
-fi
-
-# Set the version to use
-if [ -n "$CODACY_CLI_V2_VERSION" ]; then
-    version="$CODACY_CLI_V2_VERSION"
-else
-    version=$(get_version_from_yaml)
-fi
-
-
-# Set up version-specific paths
-bin_folder="${CODACY_CLI_V2_TMP_FOLDER}/${version}"
-
-mkdir -p "$bin_folder"
-bin_path="$bin_folder"/"$bin_name"
-
-# Download the tool if not already installed
-download_cli "$bin_folder" "$bin_path" "$version"
-chmod +x "$bin_path"
-
-run_command="$bin_path"
-if [ -z "$run_command" ]; then
-    fatal "Codacy cli v2 binary could not be found."
-fi
-
-if [ "$#" -eq 1 ] && [ "$1" = "download" ]; then
-    echo "Codacy cli v2 download succeeded"
-else
-    eval "$run_command $*"
-fi

.coderabbit.batch2.yaml

@@ -1,66 +0,0 @@
-# yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json
-# CodeRabbit Configuration - Batch 2: Test files only
-# To use: rename to .coderabbit.yaml (backup current config first)
-#
-# Test files breakdown (actual counts):
-#   - Unit tests (*.Tests.cs excluding Validation): 296 files
-#   - Validation tests (*.Validation.Tests.cs): 130 files
-#
-# Both batches fit under 300 limit:
-#   - Batch 2a: Unit tests only (296 files) - THIS CONFIG
-#   - Batch 2b: Validation tests (130 files) - see .coderabbit.batch2b-validation.yaml
-
-language: en-US
-
-reviews:
-  request_changes_workflow: false
-  high_level_summary: true
-  high_level_summary_placeholder: "@coderabbitai summary"
-  auto_title_placeholder: "@coderabbitai"
-  review_status: true
-  collapse_walkthrough: false
-  path_instructions: []
-  tools:
-    ast-grep:
-      essential_rules: true
-      rule_dirs:
-        - .coderabbit/ast-grep-rules
-
-  path_filters:
-    # ============================================
-    # BATCH 2: Test files only (426 total)
-    # Split into 2a (unit) and 2b (validation) if needed
-    # ============================================
-
-    # INCLUDE: Unit test files only (Batch 2a - 296 files)
-    - "lib/**/*.Tests.cs"
-    - "quantower/**/*.Tests.cs"
-
-    # EXCLUDE: Validation tests (Batch 2b)
-    - "!**/*.Validation.Tests.cs"
-
-    # EXCLUDE: Build artifacts
-    - "!**/obj/**"
-    - "!**/bin/**"
-    - "!**/Debug/**"
-    - "!**/Release/**"
-
-    # EXCLUDE: Non-code files
-    - "!**/*.md"
-    - "!**/*.pine"
-    - "!**/*.json"
-    - "!**/*.yaml"
-    - "!**/*.yml"
-
-chat:
-  auto_reply: true
-
-# ==============================================
-# BATCH 2b: Validation tests
-# ==============================================
-# If you need to review validation tests separately:
-#   path_filters:
-#     - "lib/**/*.Validation.Tests.cs"
-#     - "!**/obj/**"
-#     - "!**/bin/**"
-# ==============================================

.coderabbit.batch3.yaml

@@ -1,45 +0,0 @@
-# yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json
-# CodeRabbit Configuration - Batch 2b: Validation test files only
-# To use: rename to .coderabbit.yaml (backup current config first)
-#
-# Validation tests: 130 files (well under 300 limit)
-
-language: en-US
-
-reviews:
-  request_changes_workflow: false
-  high_level_summary: true
-  high_level_summary_placeholder: "@coderabbitai summary"
-  auto_title_placeholder: "@coderabbitai"
-  review_status: true
-  collapse_walkthrough: false
-  path_instructions: []
-  tools:
-    ast-grep:
-      essential_rules: true
-      rule_dirs:
-        - .coderabbit/ast-grep-rules
-
-  path_filters:
-    # ============================================
-    # BATCH 2b: Validation test files only (130 files)
-    # ============================================
-
-    # INCLUDE: Validation test files
-    - "lib/**/*.Validation.Tests.cs"
-
-    # EXCLUDE: Build artifacts
-    - "!**/obj/**"
-    - "!**/bin/**"
-    - "!**/Debug/**"
-    - "!**/Release/**"
-
-    # EXCLUDE: Non-code files
-    - "!**/*.md"
-    - "!**/*.pine"
-    - "!**/*.json"
-    - "!**/*.yaml"
-    - "!**/*.yml"
-
-chat:
-  auto_reply: true

.coderabbit.yaml

@@ -1,33 +0,0 @@
-# yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json
-# CodeRabbit Configuration - QuanTAlib
-#
-# Reviews ONLY implementation .cs files (~196 files)
-# Auto-detects new indicators
-
-language: en-US
-
-reviews:
-  request_changes_workflow: false
-  high_level_summary: true
-  high_level_summary_placeholder: "@coderabbitai summary"
-  auto_title_placeholder: "@coderabbitai"
-  review_status: true
-  collapse_walkthrough: false
-
-  path_filters:
-    # INCLUDE: Only .cs files in lib/
-    - "lib/**/*.cs"
-
-    # EXCLUDE: Test files
-    - "!**/*.Tests.cs"
-    - "!**/*.Validation.Tests.cs"
-
-    # EXCLUDE: Quantower adapters
-    - "!**/*.Quantower.cs"
-
-    # EXCLUDE: Build artifacts
-    - "!**/obj/**"
-    - "!**/bin/**"
-
-chat:
-  auto_reply: true

.coderabbit/ast-grep-rules/no-datetime-now.yaml

@@ -1,11 +0,0 @@
-# QuanTAlib: Enforce DateTime.UtcNow over DateTime.Now
-# DCT rule: always use DateTime.UtcNow (never DateTime.Now)
-
-id: no-datetime-now
-language: csharp
-severity: error
-message: "Use DateTime.UtcNow instead of DateTime.Now - QuanTAlib requires UTC timestamps for consistency"
-note: "DateTime.Now includes local timezone which causes issues in distributed trading systems"
-rule:
-  pattern: DateTime.Now
-fix: DateTime.UtcNow

.coderabbit/ast-grep-rules/no-random-in-tests.yaml

@@ -1,10 +0,0 @@
-# QuanTAlib: Forbid System.Random in tests - use GBM helper instead
-# DCT rule: Tests MUST use GBM helper, never System.Random
-
-id: no-random-in-tests
-language: csharp
-severity: error
-message: "Use GBM helper instead of System.Random in tests - ensures reproducible test data"
-note: "GBM (Geometric Brownian Motion) provides consistent, realistic price data for indicator testing"
-rule:
-  pattern: new Random($$$)

.coderabbit/ast-grep-rules/require-nameof-in-exceptions.yaml

@@ -1,13 +0,0 @@
-# QuanTAlib: Require nameof() in ArgumentException
-# DCT rule: ArgumentException + nameof(param) for proper analyzer support
-
-id: require-nameof-in-exceptions
-language: csharp
-severity: warning
-message: "Use nameof(parameter) instead of string literal in ArgumentException for refactoring safety"
-note: "MA0015-friendly: nameof() ensures parameter name stays in sync during refactoring"
-rule:
-  any:
-    - pattern: throw new ArgumentException($MSG, "$PARAM")
-    - pattern: throw new ArgumentNullException("$PARAM")
-    - pattern: throw new ArgumentOutOfRangeException("$PARAM")

.coderabbit/ast-grep-rules/suggest-fma.yaml

@@ -1,12 +0,0 @@
-# QuanTAlib: Suggest FMA for multiply-add patterns
-# DCT rule: Math.FusedMultiplyAdd(a, b, c) for a*b+c patterns in hot paths
-
-id: suggest-fma-multiply-add
-language: csharp
-severity: hint
-message: "Consider Math.FusedMultiplyAdd(a, b, c) for better precision and performance in hot paths"
-note: "FMA provides single-rounding semantics and can be faster on modern CPUs. Use for EMA smoothing, IIR filters, weighted sums."
-rule:
-  any:
-    - pattern: $A * $B + $C
-    - pattern: $A + $B * $C

.coderabbit/ast-grep-rules/warn-linq-methods.yaml

@@ -1,37 +0,0 @@
-# QuanTAlib: Warn about LINQ in potential hot paths
-# DCT rule 1: Hot paths allocation-free (no heap alloc); GC pressure enemy
-
-id: warn-linq-methods
-language: csharp
-severity: warning
-message: "LINQ method detected - verify this is not in a hot path (Update/Calculate). LINQ allocates and causes GC pressure."
-note: "DCT rule 1: Hot paths must be allocation-free. Replace LINQ with for loops or Span operations in performance-critical code."
-rule:
-  any:
-    - pattern: $EXPR.Where($$$)
-    - pattern: $EXPR.Select($$$)
-    - pattern: $EXPR.OrderBy($$$)
-    - pattern: $EXPR.OrderByDescending($$$)
-    - pattern: $EXPR.GroupBy($$$)
-    - pattern: $EXPR.ToList()
-    - pattern: $EXPR.ToArray()
-    - pattern: $EXPR.ToDictionary($$$)
-    - pattern: $EXPR.First($$$)
-    - pattern: $EXPR.FirstOrDefault($$$)
-    - pattern: $EXPR.Last($$$)
-    - pattern: $EXPR.LastOrDefault($$$)
-    - pattern: $EXPR.Single($$$)
-    - pattern: $EXPR.SingleOrDefault($$$)
-    - pattern: $EXPR.Any($$$)
-    - pattern: $EXPR.All($$$)
-    - pattern: $EXPR.Count($$$)
-    - pattern: $EXPR.Sum($$$)
-    - pattern: $EXPR.Average($$$)
-    - pattern: $EXPR.Min($$$)
-    - pattern: $EXPR.Max($$$)
-    - pattern: $EXPR.Aggregate($$$)
-    - pattern: $EXPR.Distinct($$$)
-    - pattern: $EXPR.Skip($$$)
-    - pattern: $EXPR.Take($$$)
-    - pattern: $EXPR.Zip($$$)
-    - pattern: $EXPR.Concat($$$)

.deepsource.toml

@@ -1,18 +0,0 @@
-version = 1
-
-[[analyzers]]
-name = "csharp"
-enabled = true
-exclude = ["CS-R1131", "CS-R1140"]
-
-[[analyzers]]
-name = "test-coverage"
-enabled = true
-
-[[analyzers]]
-name = "secrets"
-enabled = true
-
-[[transformers]]
-name = "dotnet-format"
-enabled = true

.gitignore

@@ -63,4 +63,18 @@ docfx/
 .roo/
 
 # Internal planning docs (not shipped)
-plans/
+plans/
+
+# Codacy
+.codacy/
+.codacy.yml
+
+# CodeRabbit AI reviewer
+.coderabbit/
+.coderabbit*.yaml
+
+# DeepSource AI analysis
+.deepsource.toml
+
+# SonarLint IDE plugin
+.sonarlint/

.roo/mcp.json

@@ -1,30 +0,0 @@
-{
-	"mcpServers": {
-		"dotnet-semantic-mcp": {
-			"command": "dotnet-semantic-mcp",
-			"args": [],
-			"cwd": "${workspaceFolder}",
-			"alwaysAllow": [
-				"map",
-				"scan_list",
-				"symbol",
-				"metrics",
-				"hierarchy",
-				"deps",
-				"attrs",
-				"diff",
-				"prepare_change",
-				"code_security",
-				"nuget_vulnerabilities",
-				"refs",
-				"search",
-				"explore",
-				"__unlock_csharp_analysis__",
-				"diag",
-				"source",
-				"understand"
-			],
-			"disabled": false
-		}
-	}
-}

.sonarlint/CSharp/SonarLint.xml

@@ -1,13 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<AnalysisInput>
-  <Settings>
-  </Settings>
-  <Rules>
-    <!-- Cognitive Complexity: disabled for indicator state machines with necessary branching -->
-    <Rule>
-      <Key>csharpsquid:S3776</Key>
-      <Parameters>
-      </Parameters>
-    </Rule>
-  </Rules>
-</AnalysisInput>

.sonarlint/QuanTAlib.json

@@ -1,5 +0,0 @@
-{
-    "sonarCloudOrganization": "mihakralj-quantalib",
-    "projectKey": "mihakralj_QuanTAlib",
-    "region": "EU"
-}

.sonarlint/csharp.ruleset

@@ -1,17 +0,0 @@
-<?xml version="1.0" encoding="utf-8"?>
-<RuleSet Name="QuanTAlib SonarLint Rules" Description="Custom rule suppressions for QuanTAlib high-performance indicators" ToolsVersion="17.0">
-  <Rules AnalyzerId="SonarAnalyzer.CSharp" RuleNamespace="SonarAnalyzer.CSharp">
-    <!-- S3776: Cognitive Complexity - disabled for state machine patterns in indicators -->
-    <Rule Id="S3776" Action="None" />
-    <!-- S107: Methods should not have too many parameters - SIMD methods require multiple params -->
-    <Rule Id="S107" Action="None" />
-    <!-- S1144: Unused private types or members should be removed -->
-    <Rule Id="S1144" Action="None" />
-    <!-- S2245: Random should not be used for security purposes -->
-    <Rule Id="S2245" Action="None" />
-    <!-- S3604: Remove member initializer - null! is intentional -->
-    <Rule Id="S3604" Action="None" />
-    <!-- S1244: Floating point equality - exact-zero div guards and tie detection are intentional in quantitative indicators -->
-    <Rule Id="S1244" Action="None" />
-  </Rules>
-</RuleSet>

README.md

@@ -7,7 +7,7 @@
 [![Nuget](https://img.shields.io/nuget/dt/QuanTAlib?style=flat-square)](https://www.nuget.org/packages/QuanTAlib/)
 [![.NET](https://img.shields.io/badge/.NET-8.0%20|%2010.0-blue?style=flat-square)](https://dotnet.microsoft.com/en-us/download/dotnet)
 
-[![Indicators](https://img.shields.io/badge/%23%20Indicators-284-blue?style=flat-square)](lib/_index.md)
+[![Indicators](https://img.shields.io/badge/%23%20Indicators-298-blue?style=flat-square)](lib/_index.md)
 [![Classes](ndepend/badges/classes.svg)](ndepend/ndependout/ndependreport.html)
 [![Files](ndepend/badges/files.svg)](ndepend/ndependout/ndependreport.html)
 [![Methods](ndepend/badges/methods.svg)](ndepend/ndependout/ndependreport.html)
@@ -37,8 +37,8 @@ TA libraries face a fundamental choice: accept approximations for simplicity OR
 | -------- | :---: | ---------------- | ------------------------- |
 | [**Trends (FIR)**](lib/trends_FIR/_index.md) | 17 | Finite Impulse Response moving averages | SMA, WMA, HMA, ALMA, TRIMA, LSMA, EPMA |
 | [**Trends (IIR)**](lib/trends_IIR/_index.md) | 23 | Infinite Impulse Response moving averages | EMA, DEMA, TEMA, T3, JMA, KAMA, VIDYA |
-| [**Filters**](lib/filters/_index.md) | 18 | Signal processing and noise reduction filters | Bessel, Butterworth, Gaussian, Savitzky-Golay, Ehlers Super Smoother |
+| [**Filters**](lib/filters/_index.md) | 31 | Signal processing and noise reduction filters | Bessel, Butterworth, Gaussian, Savitzky-Golay, Ehlers Super Smoother |
-| [**Oscillators**](lib/oscillators/_index.md) | 19 | Indicators that fluctuate around a center line | RSI, MACD, Stochastic, AO, APO, CCI, Ultimate Oscillator |
+| [**Oscillators**](lib/oscillators/_index.md) | 20 | Indicators that fluctuate around a center line | RSI, MACD, Stochastic, AO, APO, CCI, Ultimate Oscillator |
 | [**Dynamics**](lib/dynamics/_index.md) | 18 | Trend strength and direction indicators | ADX, Aroon, SuperTrend, Vortex, Chop, Ichimoku |
 | [**Momentum**](lib/momentum/_index.md) | 16 | Speed and magnitude of price changes | Momentum, ROC, Velocity, RSX, Qstick, KDJ |
 | [**Volatility**](lib/volatility/_index.md) | 26 | Size and variability of price movements | ATR, Bollinger Band Width, Historical Volatility, True Range |
@@ -51,7 +51,7 @@ TA libraries face a fundamental choice: accept approximations for simplicity OR
 | [**Errors**](lib/errors/_index.md) | 26 | Error metrics and loss functions | RMSE, MAE, MAPE, SMAPE, MASE, R-Squared |
 | [**Numerics**](lib/numerics/_index.md) | 15 | Mathematical transformations | Log, Exp, Sqrt, Tanh, ReLU, Sigmoid |
 
-**[Browse all 284 indicators →](lib/_index.md)**
+**[Browse all 298 indicators →](lib/_index.md)**
 
 ## Quick Start
 

_sidebar.md

@@ -31,15 +31,16 @@
 
 * **Trends (IIR)**
   * [Overview](/lib/trends_IIR/_index.md)
+  * [DECYCLER - Ehlers Decycler](/lib/trends_IIR/decycler/Decycler.md)
   * [DEMA - Double Exponential MA](/lib/trends_IIR/dema/Dema.md)
   * [DSMA - Deviation-Scaled MA](/lib/trends_IIR/dsma/Dsma.md)
   * [EMA - Exponential MA](/lib/trends_IIR/ema/Ema.md)
-  * [FRAMA - Fractal Adaptive MA](/lib/trends_IIR/frama/Frama.md)
+  * [FRAMA - Ehlers Fractal Adaptive MA](/lib/trends_IIR/frama/Frama.md)
   * [HEMA - Hull Exponential MA](/lib/trends_IIR/hema/Hema.md)
-  * [HTIT - Hilbert Transform Instant Trendline](/lib/trends_IIR/htit/Htit.md)
+  * [HTIT - Ehlers Hilbert Transform Instant Trendline](/lib/trends_IIR/htit/Htit.md)
   * [JMA - Jurik MA](/lib/trends_IIR/jma/Jma.md)
   * [KAMA - Kaufman Adaptive MA](/lib/trends_IIR/kama/Kama.md)
-  * [MAMA - MESA Adaptive MA](/lib/trends_IIR/mama/Mama.md)
+  * [MAMA - Ehlers MESA Adaptive MA](/lib/trends_IIR/mama/Mama.md)
   * [MGDI - McGinley Dynamic](/lib/trends_IIR/mgdi/Mgdi.md)
   * [MMA - Modified MA](/lib/trends_IIR/mma/Mma.md)
   * [QEMA - Quadruple Exponential MA](/lib/trends_IIR/qema/Qema.md)
@@ -57,33 +58,33 @@
 
 * **Filters**
   * [Overview](/lib/filters/_index.md)
-  * [AGC - Automatic Gain Control](/lib/filters/agc/Agc.md)
+  * [AGC - Ehlers Automatic Gain Control](/lib/filters/agc/Agc.md)
-  * [ALAGUERRE - Adaptive Laguerre Filter](/lib/filters/alaguerre/ALaguerre.md)
+  * [ALAGUERRE - Ehlers Adaptive Laguerre Filter](/lib/filters/alaguerre/ALaguerre.md)
   * [BAXTERKING - Baxter-King Band-Pass Filter](/lib/filters/baxterking/BaxterKing.md)
   * [CFITZ - Christiano-Fitzgerald Filter](/lib/filters/cfitz/Cfitz.md)
   * [EDCF - Ehlers Distance Coefficient Filter](/lib/filters/edcf/Edcf.md)
   * [BESSEL - Bessel Filter](/lib/filters/bessel/Bessel.md)
   * [BILATERAL - Bilateral Filter](/lib/filters/bilateral/Bilateral.md)
   * [BPF - Bandpass Filter](/lib/filters/bpf/Bpf.md)
-  * [BUTTER - Butterworth Filter](/lib/filters/butter/Butter.md)
+  * [BUTTER - Ehlers Butterworth Filter](/lib/filters/butter/Butter.md)
   * [CHEBY1 - Chebyshev Type I](/lib/filters/cheby1/Cheby1.md)
   * [CHEBY2 - Chebyshev Type II](/lib/filters/cheby2/Cheby2.md)
   * [ELLIPTIC - Elliptic Filter](/lib/filters/elliptic/Elliptic.md)
   * [GAUSS - Gaussian Filter](/lib/filters/gauss/Gauss.md)
   * [HANN - Hann Filter](/lib/filters/hann/Hann.md)
   * [HP - Hodrick-Prescott Filter](/lib/filters/hp/Hp.md)
-  * [HPF - High Pass Filter](/lib/filters/hpf/Hpf.md)
+  * [HPF - Ehlers Highpass Filter](/lib/filters/hpf/Hpf.md)
   * [KALMAN - Kalman Filter](/lib/filters/kalman/Kalman.md)
-  * [LAGUERRE - Laguerre Filter](/lib/filters/laguerre/Laguerre.md)
+  * [LAGUERRE - Ehlers Laguerre Filter](/lib/filters/laguerre/Laguerre.md)
   * [LMS - Least Mean Squares](/lib/filters/lms/Lms.md)
   * [RLS - Recursive Least Squares](/lib/filters/rls/Rls.md)
   * [LOESS - LOESS Smoothing](/lib/filters/loess/Loess.md)
   * [NOTCH - Notch Filter](/lib/filters/notch/Notch.md)
   * [ONEEURO - One Euro Filter](/lib/filters/oneeuro/OneEuro.md)
-  * [ROOFING - Roofing Filter](/lib/filters/roofing/Roofing.md)
+  * [ROOFING - Ehlers Roofing Filter](/lib/filters/roofing/Roofing.md)
   * [SGF - Savitzky-Golay Filter](/lib/filters/sgf/Sgf.md)
   * [SPBF - Ehlers Super Passband Filter](/lib/filters/spbf/Spbf.md)
-  * [SSF - Ehlers Super Smooth Filter](/lib/filters/ssf/Ssf.md)
+  * [SSF - Ehlers Super Smoother Filter](/lib/filters/ssf/Ssf.md)
   * [USF - Ehlers Ultimate Smoother Filter](/lib/filters/usf/Usf.md)
   * [VOSS - Ehlers Voss Predictive Filter](/lib/filters/voss/Voss.md)
   * [WAVELET - Wavelet Denoising Filter](/lib/filters/wavelet/Wavelet.md)
@@ -100,7 +101,7 @@
   * [CHOP - Choppiness Index](/lib/dynamics/chop/Chop.md)
   * [DMX - Jurik Directional Movement Index](/lib/dynamics/dmx/Dmx.md)
   * [DX - Directional Movement Index](/lib/dynamics/dx/Dx.md)
-  * [HT_TRENDMODE - Hilbert Transform Trend Mode](/lib/dynamics/ht_trendmode/HtTrendmode.md)
+  * [HT_TRENDMODE - Ehlers Hilbert Transform Trend vs Cycle Mode](/lib/dynamics/ht_trendmode/HtTrendmode.md)
   * [ICHIMOKU - Ichimoku Cloud](/lib/dynamics/ichimoku/Ichimoku.md)
   * [IMI - Intraday Momentum Index](/lib/dynamics/imi/Imi.md)
   * [IMPULSE - Elder Impulse System](/lib/dynamics/impulse/Impulse.md)
@@ -118,8 +119,9 @@
   * [BBB - Bollinger %B](/lib/oscillators/bbb/Bbb.md)
   * [BBS - Bollinger Band Squeeze](/lib/oscillators/bbs/Bbs.md)
   * [CFO - Chande Forecast Oscillator](/lib/oscillators/cfo/Cfo.md)
+  * [DECO - Ehlers Decycler Oscillator](/lib/oscillators/deco/Deco.md)
   * [DPO - Detrended Price Oscillator](/lib/oscillators/dpo/Dpo.md)
-  * [FISHER - Fisher Transform](/lib/oscillators/fisher/Fisher.md)
+  * [FISHER - Ehlers Fisher Transform](/lib/oscillators/fisher/Fisher.md)
   * [INERTIA - Inertia](/lib/oscillators/inertia/Inertia.md)
   * [KDJ - KDJ Indicator](/lib/oscillators/kdj/Kdj.md)
   * [PGO - Pretty Good Oscillator](/lib/oscillators/pgo/Pgo.md)
@@ -231,8 +233,8 @@
   * [STARCHANNEL - Stoller Average Range Channel](/lib/channels/starchannel/Starchannel.md)
   * [STBANDS - Super Trend Bands](/lib/channels/stbands/Stbands.md)
   * [TTM_LRC - TTM Linear Regression Channel](/lib/channels/ttm_lrc/TtmLrc.md)
-  * [UBANDS - Ultimate Bands](/lib/channels/ubands/Ubands.md)
+  * [UBANDS - Ehlers Ultimate Bands](/lib/channels/ubands/Ubands.md)
-  * [UCHANNEL - Ultimate Channel](/lib/channels/uchannel/Uchannel.md)
+  * [UCHANNEL - Ehlers Ultimate Channel](/lib/channels/uchannel/Uchannel.md)
   * [VWAPBANDS - VWAP Bands](/lib/channels/vwapbands/Vwapbands.md)
   * [VWAPSD - VWAP with Standard Deviation Bands](/lib/channels/vwapsd/Vwapsd.md)
 
@@ -322,19 +324,19 @@
 
 * **Cycles**
   * [Overview](/lib/cycles/_index.md)
-  * [CG - Center of Gravity](/lib/cycles/cg/Cg.md)
+  * [CG - Ehlers Center of Gravity](/lib/cycles/cg/Cg.md)
-  * [DSP - Detrended Synthetic Price](/lib/cycles/dsp/Dsp.md)
+  * [DSP - Ehlers Detrended Synthetic Price](/lib/cycles/dsp/Dsp.md)
   * [EACP - Ehlers Autocorrelation Periodogram](/lib/cycles/eacp/Eacp.md)
   * [EBSW - Ehlers Even Better Sinewave](/lib/cycles/ebsw/Ebsw.md)
-  * [HOMOD - Homodyne Discriminator](/lib/cycles/homod/Homod.md)
+  * [HOMOD - Ehlers Homodyne Discriminator](/lib/cycles/homod/Homod.md)
-  * [HT_DCPERIOD - Hilbert Transform Dominant Cycle Period](/lib/cycles/ht_dcperiod/HtDcperiod.md)
+  * [HT_DCPERIOD - Ehlers Hilbert Transform Dominant Cycle Period](/lib/cycles/ht_dcperiod/HtDcperiod.md)
-  * [HT_DCPHASE - Hilbert Transform Dominant Cycle Phase](/lib/cycles/ht_dcphase/HtDcphase.md)
+  * [HT_DCPHASE - Ehlers Hilbert Transform Dominant Cycle Phase](/lib/cycles/ht_dcphase/HtDcphase.md)
-  * [HT_PHASOR - Hilbert Transform Phasor](/lib/cycles/ht_phasor/HtPhasor.md)
+  * [HT_PHASOR - Ehlers Hilbert Transform Phasor Components](/lib/cycles/ht_phasor/HtPhasor.md)
-  * [HT_SINE - Hilbert Transform SineWave](/lib/cycles/ht_sine/HtSine.md)
+  * [HT_SINE - Ehlers Hilbert Transform SineWave](/lib/cycles/ht_sine/HtSine.md)
   * [LUNAR - Lunar Phase](/lib/cycles/lunar/Lunar.md)
-  * [SINE - Sine Wave](/lib/cycles/sine/Sine.md)
+  * [SINE - Ehlers Sine Wave](/lib/cycles/sine/Sine.md)
   * [SOLAR - Solar Activity Cycle](/lib/cycles/solar/Solar.md)
-  * [SSFDSP - SSF-Based Detrended Synthetic Price](/lib/cycles/ssfdsp/Ssfdsp.md)
+  * [SSFDSP - Ehlers SSF Detrended Synthetic Price](/lib/cycles/ssfdsp/Ssfdsp.md)
   * [STC - Schaff Trend Cycle](/lib/cycles/stc/Stc.md)
 
 * **Reversals**

docs/indicators.md

@@ -62,15 +62,16 @@ Infinite Impulse Response filters. Output depends on current input and past outp
 
 | Indicator | Full Name | Notes |
 | :-------- | :-------- | :---- |
+| [**DECYCLER**](../lib/trends_IIR/decycler/Decycler.md) | Ehlers Decycler | Complementary HP filter subtracting high-frequency noise |
 | [**DEMA**](../lib/trends_IIR/dema/Dema.md) | Double Exponential MA | EMA of EMA with lag compensation |
 | [**DSMA**](../lib/trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Volatility-adaptive smoothing |
 | [**EMA**](../lib/trends_IIR/ema/Ema.md) | Exponential MA | The fundamental IIR filter |
-| [**FRAMA**](../lib/trends_IIR/frama/Frama.md) | Fractal Adaptive MA | Dimension-based adaptation |
+| [**FRAMA**](../lib/trends_IIR/frama/Frama.md) | Ehlers Fractal Adaptive MA | Dimension-based adaptation |
 | [**HEMA**](../lib/trends_IIR/hema/Hema.md) | Hull Exponential MA | Hull concept with EMA |
-| [**HTIT**](../lib/trends_IIR/htit/Htit.md) | Hilbert Instantaneous Trend | Dominant cycle extraction |
+| [**HTIT**](../lib/trends_IIR/htit/Htit.md) | Ehlers Hilbert Instantaneous Trend | Dominant cycle extraction |
 | [**JMA**](../lib/trends_IIR/jma/Jma.md) | Jurik MA | Adaptive, low-lag, proprietary algorithm |
 | [**KAMA**](../lib/trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Efficiency ratio adaptation |
-| [**MAMA**](../lib/trends_IIR/mama/Mama.md) | MESA Adaptive MA | Homodyne discriminator based |
+| [**MAMA**](../lib/trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Homodyne discriminator based |
 | [**MGDI**](../lib/trends_IIR/mgdi/Mgdi.md) | McGinley Dynamic | Market-speed tracking |
 | [**MMA**](../lib/trends_IIR/mma/Mma.md) | Modified MA | Smoothed EMA variant |
 | [**QEMA**](../lib/trends_IIR/qema/Qema.md) | Quad Exponential MA | Four-stage exponential |
@@ -92,14 +93,14 @@ Signal processing filters adapted for financial time series. Designed to separat
 
 | Indicator | Full Name | Notes |
 | :-------- | :-------- | :---- |
-| [**AGC**](../lib/filters/agc/Agc.md) | Automatic Gain Control | Ehlers amplitude normalization via peak tracking |
+| [**AGC**](../lib/filters/agc/Agc.md) | Ehlers Automatic Gain Control | Ehlers amplitude normalization via peak tracking |
-| [**ALAGUERRE**](../lib/filters/alaguerre/ALaguerre.md) | Adaptive Laguerre Filter | Ehlers variable-alpha from tracking error |
+| [**ALAGUERRE**](../lib/filters/alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Ehlers variable-alpha from tracking error |
 | [**BAXTERKING**](../lib/filters/baxterking/BaxterKing.md) | Baxter-King Band-Pass Filter | Symmetric FIR band-pass for cycle extraction |
 | [**CFITZ**](../lib/filters/cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass, random-walk optimal |
 | [**BESSEL**](../lib/filters/bessel/Bessel.md) | Bessel Filter | Maximally flat group delay |
 | [**BILATERAL**](../lib/filters/bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing |
 | [**BPF**](../lib/filters/bpf/Bpf.md) | BandPass Filter | Frequency band isolation |
-| [**BUTTER**](../lib/filters/butter/Butter.md) | Butterworth Filter | Maximally flat passband |
+| [**BUTTER**](../lib/filters/butter/Butter.md) | Ehlers Butterworth Filter | Maximally flat passband |
 | [**CHEBY1**](../lib/filters/cheby1/Cheby1.md) | Chebyshev Type I | Steeper rolloff with passband ripple |
 | [**CHEBY2**](../lib/filters/cheby2/Cheby2.md) | Chebyshev Type II | Steeper rolloff with stopband ripple |
 | [**EDCF**](../lib/filters/edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR, distance-weighted smoothing |
@@ -107,20 +108,20 @@ Signal processing filters adapted for financial time series. Designed to separat
 | [**GAUSS**](../lib/filters/gauss/Gauss.md) | Gaussian Filter | No overshoot, smooth response |
 | [**HANN**](../lib/filters/hann/Hann.md) | Hann Filter | Raised cosine window filter |
 | [**HP**](../lib/filters/hp/Hp.md) | Hodrick-Prescott Filter | Trend-cycle decomposition |
-| [**HPF**](../lib/filters/hpf/Hpf.md) | High Pass Filter | Ehlers high-pass design |
+| [**HPF**](../lib/filters/hpf/Hpf.md) | Ehlers Highpass Filter | Ehlers high-pass design |
 | [**KALMAN**](../lib/filters/kalman/Kalman.md) | Kalman Filter | Optimal recursive estimation |
-| [**LAGUERRE**](../lib/filters/laguerre/Laguerre.md) | Laguerre Filter | Ehlers 4-element all-pass cascade |
+| [**LAGUERRE**](../lib/filters/laguerre/Laguerre.md) | Ehlers Laguerre Filter | Ehlers 4-element all-pass cascade |
 | [**LMS**](../lib/filters/lms/Lms.md) | Least Mean Squares | Widrow-Hoff adaptive FIR filter |
 | [**RLS**](../lib/filters/rls/Rls.md) | Recursive Least Squares | Faster convergence than LMS |
 | [**LOESS**](../lib/filters/loess/Loess.md) | LOESS Smoothing | Local polynomial regression |
 | [**NOTCH**](../lib/filters/notch/Notch.md) | Notch Filter | Single frequency rejection |
 | [**ONEEURO**](../lib/filters/oneeuro/OneEuro.md) | One Euro Filter | Speed-adaptive low-pass, adaptive cutoff |
-| [**ROOFING**](../lib/filters/roofing/Roofing.md) | Roofing Filter | Ehlers HP + SS bandpass cascade |
+| [**ROOFING**](../lib/filters/roofing/Roofing.md) | Ehlers Roofing Filter | Ehlers HP + SS bandpass cascade |
 | [**SGF**](../lib/filters/sgf/Sgf.md) | Savitzky-Golay Filter | Polynomial least-squares fitting |
-| [**SPBF**](../lib/filters/spbf/Spbf.md) | Super Passband Filter | Ehlers wide-band bandpass with RMS envelope |
+| [**SPBF**](../lib/filters/spbf/Spbf.md) | Ehlers Super Passband Filter | Ehlers wide-band bandpass with RMS envelope |
-| [**SSF**](../lib/filters/ssf/Ssf.md) | Super Smooth Filter | Ehlers two-pole design |
+| [**SSF**](../lib/filters/ssf/Ssf.md) | Ehlers Super Smoother Filter | Ehlers two-pole design |
-| [**USF**](../lib/filters/usf/Usf.md) | Ultimate Smoother | Ehlers high-fidelity filter |
+| [**USF**](../lib/filters/usf/Usf.md) | Ehlers Ultimate Smoother | Ehlers high-fidelity filter |
-| [**VOSS**](../lib/filters/voss/Voss.md) | Voss Predictive Filter | Ehlers BPF + negative group delay predictor |
+| [**VOSS**](../lib/filters/voss/Voss.md) | Ehlers Voss Predictive Filter | Ehlers BPF + negative group delay predictor |
 | [**WAVELET**](../lib/filters/wavelet/Wavelet.md) | Wavelet Denoising Filter | A trous Haar + MAD soft thresholding |
 | [**WIENER**](../lib/filters/wiener/Wiener.md) | Wiener Filter | Minimum mean-square error denoising |
 
@@ -136,8 +137,9 @@ Bounded indicators that oscillate around a centerline or between fixed extremes.
 | [**BBB**](../lib/oscillators/bbb/Bbb.md) | Bollinger %B | Position within Bollinger Bands |
 | [**BBS**](../lib/oscillators/bbs/Bbs.md) | Bollinger Band Squeeze | BB inside KC squeeze detection |
 | [**CFO**](../lib/oscillators/cfo/Cfo.md) | Chande Forecast Oscillator | Forecast error percentage |
+| [**DECO**](../lib/oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass cycle isolation |
 | [**DPO**](../lib/oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Displaced SMA trend removal |
-| [**FISHER**](../lib/oscillators/fisher/Fisher.md) | Fisher Transform | Gaussian-normalized price reversal |
+| [**FISHER**](../lib/oscillators/fisher/Fisher.md) | Ehlers Fisher Transform | Gaussian-normalized price reversal |
 | [**INERTIA**](../lib/oscillators/inertia/Inertia.md) | Inertia | Linear regression residual |
 | [**KDJ**](../lib/oscillators/kdj/Kdj.md) | KDJ Indicator | Enhanced Stochastic (J = 3K − 2D) |
 | [**PGO**](../lib/oscillators/pgo/Pgo.md) | Pretty Good Oscillator | ATR-normalized SMA displacement |
@@ -165,7 +167,7 @@ Indicators measuring trend strength, regime, and directional movement quality.
 | [**CHOP**](../lib/dynamics/chop/Chop.md) | Choppiness Index | ATR sum vs range; trending vs choppy |
 | [**DMX**](../lib/dynamics/dmx/Dmx.md) | Jurik DMX | Enhanced directional movement |
 | [**DX**](../lib/dynamics/dx/Dx.md) | Directional Movement Index | Raw directional strength |
-| [**HT_TRENDMODE**](../lib/dynamics/ht_trendmode/HtTrendmode.md) | Hilbert Transform Trend Mode | Cycle vs trend regime detection |
+| [**HT_TRENDMODE**](../lib/dynamics/ht_trendmode/HtTrendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Cycle vs trend regime detection |
 | [**ICHIMOKU**](../lib/dynamics/ichimoku/Ichimoku.md) | Ichimoku Cloud | Multi-component trend system |
 | [**IMI**](../lib/dynamics/imi/Imi.md) | Intraday Momentum Index | Candlestick-based momentum |
 | [**IMPULSE**](../lib/dynamics/impulse/Impulse.md) | Elder Impulse System | EMA + MACD-H trend/momentum fusion |
@@ -289,8 +291,8 @@ Price envelope and boundary indicators for breakout and mean-reversion strategie
 | [**STARCHANNEL**](../lib/channels/starchannel/starchannel.md) | Stoller Average Range Channel | SMA with ATR bands |
 | [**STBANDS**](../lib/channels/stbands/Stbands.md) | Super Trend Bands | ATR-based SuperTrend envelope |
 | [**TTM_LRC**](../lib/channels/ttm_lrc/TtmLrc.md) | TTM Linear Regression Channel | John Carter's regression channel |
-| [**UBANDS**](../lib/channels/ubands/Ubands.md) | Ultimate Bands | Ehlers bandpass-based bands |
+| [**UBANDS**](../lib/channels/ubands/Ubands.md) | Ehlers Ultimate Bands | Ehlers bandpass-based bands |
-| [**UCHANNEL**](../lib/channels/uchannel/Uchannel.md) | Ultimate Channel | Ehlers smoothed channel |
+| [**UCHANNEL**](../lib/channels/uchannel/Uchannel.md) | Ehlers Ultimate Channel | Ehlers smoothed channel |
 | [**VWAPBANDS**](../lib/channels/vwapbands/Vwapbands.md) | VWAP Bands | VWAP with StdDev bands |
 | [**VWAPSD**](../lib/channels/vwapsd/Vwapsd.md) | VWAP StdDev Bands | VWAP with standard deviation envelopes |
 
@@ -345,19 +347,19 @@ Periodic pattern detection and dominant frequency extraction. Markets exhibit cy
 
 | Indicator | Full Name | Notes |
 | :-------- | :-------- | :---- |
-| [**CG**](../lib/cycles/cg/Cg.md) | Center of Gravity | Ehlers cycle measurement |
+| [**CG**](../lib/cycles/cg/Cg.md) | Ehlers Center of Gravity | Ehlers cycle measurement |
-| [**DSP**](../lib/cycles/dsp/Dsp.md) | Detrended Synthetic Price | Cycle-isolated price component |
+| [**DSP**](../lib/cycles/dsp/Dsp.md) | Ehlers Detrended Synthetic Price | Cycle-isolated price component |
-| [**EACP**](../lib/cycles/eacp/Eacp.md) | Autocorrelation Periodogram | Ehlers dominant cycle detection |
+| [**EACP**](../lib/cycles/eacp/Eacp.md) | Ehlers Autocorrelation Periodogram | Ehlers dominant cycle detection |
-| [**EBSW**](../lib/cycles/ebsw/Ebsw.md) | Even Better Sinewave | Ehlers improved cycle indicator |
+| [**EBSW**](../lib/cycles/ebsw/Ebsw.md) | Ehlers Even Better Sinewave | Ehlers improved cycle indicator |
-| [**HOMOD**](../lib/cycles/homod/Homod.md) | Homodyne Discriminator | Dominant cycle period tracking |
+| [**HOMOD**](../lib/cycles/homod/Homod.md) | Ehlers Homodyne Discriminator | Dominant cycle period tracking |
-| [**HT_DCPERIOD**](../lib/cycles/ht_dcperiod/HtDcperiod.md) | HT Dominant Cycle Period | Hilbert Transform period estimation |
+| [**HT_DCPERIOD**](../lib/cycles/ht_dcperiod/HtDcperiod.md) | Ehlers HT Dominant Cycle Period | Hilbert Transform period estimation |
-| [**HT_DCPHASE**](../lib/cycles/ht_dcphase/HtDcphase.md) | HT Dominant Cycle Phase | Hilbert Transform phase angle |
+| [**HT_DCPHASE**](../lib/cycles/ht_dcphase/HtDcphase.md) | Ehlers HT Dominant Cycle Phase | Hilbert Transform phase angle |
-| [**HT_PHASOR**](../lib/cycles/ht_phasor/HtPhasor.md) | HT Phasor Components | In-phase and quadrature components |
+| [**HT_PHASOR**](../lib/cycles/ht_phasor/HtPhasor.md) | Ehlers HT Phasor Components | In-phase and quadrature components |
-| [**HT_SINE**](../lib/cycles/ht_sine/HtSine.md) | HT SineWave | Dominant cycle phase with lead signal |
+| [**HT_SINE**](../lib/cycles/ht_sine/HtSine.md) | Ehlers HT SineWave | Dominant cycle phase with lead signal |
 | [**LUNAR**](../lib/cycles/lunar/Lunar.md) | Lunar Phase | Moon phase cycle |
-| [**SINE**](../lib/cycles/sine/Sine.md) | Sine Wave | Periodic sine oscillation |
+| [**SINE**](../lib/cycles/sine/Sine.md) | Ehlers Sine Wave | Periodic sine oscillation |
 | [**SOLAR**](../lib/cycles/solar/Solar.md) | Solar Activity Cycle | Solar activity periodicity |
-| [**SSFDSP**](../lib/cycles/ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Dual Super Smoother oscillator |
+| [**SSFDSP**](../lib/cycles/ssfdsp/Ssfdsp.md) | Ehlers SSF Detrended Synthetic Price | Dual Super Smoother oscillator |
 | [**STC**](../lib/cycles/stc/Stc.md) | Schaff Trend Cycle | MACD-based cycle oscillator |
 
 ### Numerics

docs/validation.md

@@ -47,8 +47,8 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Aroon Oscillator** | [AroonOsc](../lib/momentum/aroonosc/AroonOsc.md) | ✔️ | ✔️ | ✔️ | - |
 | **ATR Bands** | Atrbands | ✔️ | - | ✔️ | ❔ |
 | **Adaptive FIR Moving Average** | [Afirma](../lib/forecasts/afirma/Afirma.md) | - | - | - | - |
-| **Adaptive Laguerre Filter** | [ALaguerre](../lib/filters/alaguerre/ALaguerre.md) | - | - | - | - |
+| **Ehlers Adaptive Laguerre Filter** | [ALaguerre](../lib/filters/alaguerre/ALaguerre.md) | - | - | - | - |
-| **Automatic Gain Control** | [Agc](../lib/filters/agc/Agc.md) | - | - | - | - |
+| **Ehlers Automatic Gain Control** | [Agc](../lib/filters/agc/Agc.md) | - | - | - | - |
 | **Average Daily Range** | [Adr](../lib/volatility/adr/Adr.md) | - | - | - | - |
 | **Average Directional Index** | [Adx](../lib/momentum/adx/adx.md) | ✔️ | ✔️ | ✔️ | ✔️ |
 | **Average Directional Movement Rating** | [Adxr](../lib/momentum/adxr/Adxr.md) | ✔️ | ✔️ | - | - |
@@ -72,7 +72,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Bollinger Band Width Normalized** | Bbwn | - | - | - | - |
 | **Bollinger Band Width Percentile** | Bbwp | - | - | - | - |
 | **Bollinger Bands** | Bbands | ✔️ | ✔️ | ✔️ | ❔ |
-| **Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
+| **Ehlers Butterworth Filter** | [Butter](../lib/trends/butter/Butter.md) | - | - | - | ✔️ |
 | **Camarilla Pivot Points** | [Pivotcam](../lib/reversals/pivotcam/Pivotcam.md) | - | - | - | ❔ |
 | **Chandelier Exit** | [Chandelier](../lib/reversals/chandelier/Chandelier.md) | - | - | ✔️ | - |
 | **Chande Kroll Stop** | [Ckstop](../lib/reversals/ckstop/Ckstop.md) | - | - | - | - |
@@ -92,9 +92,10 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Correlation** | Correlation | - | - | ✔️ | - |
 | **Cumulative Moving Average** | [Cma](../lib/statistics/cma/Cma.md) | - | - | - | - |
 | **Decay Min-Max Channel** | [Decaychannel](../lib/channels/decaychannel/decaychannel.md) | - | - | - | - |
+| **Ehlers Decycler** | [Decycler](../lib/trends_IIR/decycler/Decycler.md) | - | - | - | - |
 | **DeMark Pivot Points** | [Pivotdem](../lib/reversals/pivotdem/Pivotdem.md) | - | - | - | ❔ |
 | **Detrended Price Oscillator** | [Dpo](../lib/oscillators/dpo/Dpo.md) | - | ⚠️ | - | ❔ |
-| **Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
+| **Ehlers Detrended Synthetic Price** | Dsp | - | - | - | ❔ |
 | **Deviation-Scaled MA** | Dsma | - | - | - | ❔ |
 | **Directional Movement Index** | Dx | ✔️ | ✔️ | ✔️ | ✔️ |
 | **Directional Movement Index (Jurik)** | [Dmx](../lib/momentum/dmx/dmx.md) | - | - | - | - |
@@ -121,7 +122,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Exponential Weighted MA Volatility** | [Ewma](../lib/volatility/ewma/Ewma.md) | - | - | - | ❔ |
 | **Extended Traditional Pivots** | [Pivotext](../lib/reversals/pivotext/Pivotext.md) | - | - | - | - |
 | **Fibonacci Pivot Points** | Pivotfib | - | - | - | ❔ |
-| **Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | ❔ | ❔ | ❔ |
+| **Ehlers Fisher Transform** | [Fisher](../lib/oscillators/fisher/Fisher.md) | - | ❔ | ❔ | ❔ |
 | **Force Index** | [Efi](../lib/volume/efi/Efi.md) | - | - | ✔️ | ✔️ |
 | **Fractal Chaos Bands** | [Fcb](../lib/channels/fcb/fcb.md) | - | - | ✔️ | ❔ |
 | **Garman-Klass Volatility** | [Gkv](../lib/volatility/gkv/Gkv.md) | - | - | - | - |
@@ -135,16 +136,16 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Hanning Window MA** | Hanma | - | - | - | ❔ |
 | **High-Low Volatility (Parkinson)** | [Hlv](../lib/volatility/hlv/Hlv.md) | - | - | - | - |
 | **Highest value** | [Highest](../lib/numerics/highest/Highest.md) | ✔️ | ✔️ | - | - |
-| **Hilbert Transform Dominant Cycle Period** | [HtDcPeriod](../lib/cycles/ht_dcperiod/ht_dcperiod.md) | ✔️ | - | - | - |
+| **Ehlers Hilbert Transform Dominant Cycle Period** | [HtDcPeriod](../lib/cycles/ht_dcperiod/ht_dcperiod.md) | ✔️ | - | - | - |
-| **Hilbert Transform Dominant Cycle Phase** | [HtDcPhase](../lib/cycles/ht_dcphase/ht_dcphase.md) | ✔️ | - | - | - |
+| **Ehlers Hilbert Transform Dominant Cycle Phase** | [HtDcPhase](../lib/cycles/ht_dcphase/ht_dcphase.md) | ✔️ | - | - | - |
-| **Hilbert Transform Instantaneous Trend** | [Htit](../lib/trends/htit/htit.md) | ✔️ | - | ✔️ | ✔️ |
+| **Ehlers Hilbert Transform Instantaneous Trend** | [Htit](../lib/trends/htit/htit.md) | ✔️ | - | ✔️ | ✔️ |
-| **Hilbert Transform Phasor** | [HtPhasor](../lib/cycles/ht_phasor/ht_phasor.md) | ✔️ | - | - | - |
+| **Ehlers Hilbert Transform Phasor Components** | [HtPhasor](../lib/cycles/ht_phasor/ht_phasor.md) | ✔️ | - | - | - |
-| **Hilbert Transform Sine Wave** | [HtSine](../lib/cycles/ht_sine/ht_sine.md) | ✔️ | - | - | - |
+| **Ehlers Hilbert Transform SineWave** | [HtSine](../lib/cycles/ht_sine/ht_sine.md) | ✔️ | - | - | - |
-| **Hilbert Transform Trend Mode** | Ht_trendmode | ✔️ | - | - | - |
+| **Ehlers Hilbert Transform Trend vs Cycle Mode** | Ht_trendmode | ✔️ | - | - | - |
 | **Historical Volatility (Close-to-Close)** | [Hv](../lib/volatility/hv/Hv.md) | - | - | - | - |
 | **Hodrick-Prescott Filter** | [Hp](../lib/filters/hp/Hp.md) | - | - | - | - |
 | **Holt Weighted MA** | Hwma | - | - | - | ❔ |
-| **Homodyne Discriminator Dominant Cycle** | [Homod](../lib/cycles/homod/homod.md) | - | - | - | ❔ |
+| **Ehlers Homodyne Discriminator** | [Homod](../lib/cycles/homod/homod.md) | - | - | - | ❔ |
 | **Huber Loss** | Huber | - | - | - | - |
 | **Hull Exponential MA** | [Hema](../lib/trends_IIR/hema/Hema.md) | - | - | - | - |
 | **Hull Moving Average** | [Hma](../lib/trends/hma/hma.md) | - | ✔️ | ✔️ | [⚠️](../lib/trends/hma/hma.md#external-library-discrepancies) |
@@ -167,7 +168,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Kendall Rank Correlation** | [Kendall](../lib/statistics/kendall/Kendall.md) | - | - | - | - |
 | **Klinger Volume Oscillator** | [Kvo](../lib/volume/kvo/Kvo.md) | - | ✔️ | ✔️ | ❔ |
 | **Kurtosis** | [Kurtosis](../lib/statistics/kurtosis/Kurtosis.md) | - | - | - | [✔️](../lib/statistics/kurtosis/Kurtosis.md#validation) |
-| **Laguerre Filter** | [Laguerre](../lib/filters/laguerre/Laguerre.md) | - | - | - | - |
+| **Ehlers Laguerre Filter** | [Laguerre](../lib/filters/laguerre/Laguerre.md) | - | - | - | - |
 | **Least Mean Squares** | [Lms](../lib/filters/lms/Lms.md) | - | - | - | - |
 | **Recursive Least Squares** | [Rls](../lib/filters/rls/Rls.md) | - | - | - | - |
 | **Least Squares Moving Average** | [Lsma](../lib/trends/lsma/lsma.md) | - | - | ✔️ | ❔ |
@@ -191,7 +192,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Mean Percentage Error** | Mpe | - | - | - | - |
 | **Mean Squared Error** | Mse | - | - | - | - |
 | **Mean Squared Logarithmic Error** | Msle | - | - | - | - |
-| **MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | - | - | ✔️ | ✔️ |
+| **Ehlers MESA Adaptive Moving Average** | [Mama](../lib/trends/mama/mama.md) | - | - | ✔️ | ✔️ |
 | **Midpoint** | [Midpoint](../lib/numerics/midpoint/Midpoint.md) | ✔️ | - | - | - |
 | **Min-Max Channel** | [Mmchannel](../lib/channels/mmchannel/mmchannel.md) | - | - | ✔️ | - |
 | **Min-Max Scaling (Normalization)** | [Normalize](../lib/numerics/normalize/Normalize.md) | - | - | - | - |
@@ -248,7 +249,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Relative Volatility Index** | [Rvi](../lib/volatility/rvi/Rvi.md) | - | - | - | ❔ |
 | **Renko** | - | - | - | ✔️ | - |
 | **Rogers-Satchell Volatility** | Rsv | - | - | - | - |
-| **Roofing Filter** | [Roofing](../lib/filters/roofing/Roofing.md) | - | - | - | ✔️ |
+| **Ehlers Roofing Filter** | [Roofing](../lib/filters/roofing/Roofing.md) | - | - | - | ✔️ |
 | **Root Mean Squared Error** | Rmse | - | - | - | - |
 | **Root Mean Squared Logarithmic Error** | Rmsle | - | - | - | - |
 | **R-Squared** | [RSquared](../lib/statistics/linreg/LinReg.md) | - | - | ✔️ | ❔ |
@@ -260,7 +261,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Smoothed Moving Average** | [Rma](../lib/trends/rma/rma.md) | - | - | ✔️ | ✔️ |
 | **Solar Activity Cycle** | Solar | - | - | - | - |
 | **Spearman Rank Correlation** | Spearman | - | - | - | ❔ |
-| **Super Passband Filter** | [Spbf](../lib/filters/spbf/Spbf.md) | - | - | - | - |
+| **Ehlers Super Passband Filter** | [Spbf](../lib/filters/spbf/Spbf.md) | - | - | - | - |
 | **Square Root Transformation** | [Sqrttrans](../lib/numerics/sqrttrans/Sqrttrans.md) | - | - | - | - |
 | **Standard Deviation Channel** | [Sdchannel](../lib/channels/sdchannel/sdchannel.md) | - | - | - | ❔ |
 | **Standardization (Z-score)** | Standardize | - | - | - | ❔ |
@@ -289,8 +290,8 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **TTM Wave** | [TtmWave](../lib/oscillators/ttm_wave/TtmWave.md) | - | - | - | - |
 | **Two-Argument Arctangent** | Atan2 | - | - | - | - |
 | **Ulcer Index** | Ui | - | - | - | ❔ |
-| **Ultimate Bands (Ehlers)** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - |
+| **Ehlers Ultimate Bands** | [Ubands](../lib/channels/ubands/Ubands.md) | - | - | - | - |
-| **Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - |
+| **Ehlers Ultimate Channel** | [Uchannel](../lib/channels/uchannel/Uchannel.md) | - | - | - | - |
 | **Ultimate Oscillator** | [Ultosc](../lib/momentum/ultosc/Ultosc.md) | ✔️ | ✔️ | ✔️ | ✔️ |
 | **Variable Index Dynamic Average** | [Vidya](../lib/trends/vidya/vidya.md) | - | - | - | ❔ |
 | **Velocity (Jurik)** | [Vel](../lib/momentum/vel/vel.md) | - | - | - | - |
@@ -305,7 +306,7 @@ No external reference exists. Implementation verified through unit tests, edge c
 | **Volume Weighted Average Price** | [Vwap](../lib/volume/vwap/Vwap.md) | - | - | - | - |
 | **Volume Weighted Moving Average** | [Vwma](../lib/volume/vwma/Vwma.md) | - | - | ✔️ | - |
 | **Vortex Indicator** | Vortex | - | - | ✔️ | ❔ |
-| **Voss Predictive Filter** | [Voss](../lib/filters/voss/Voss.md) | - | - | - | ✔️ |
+| **Ehlers Voss Predictive Filter** | [Voss](../lib/filters/voss/Voss.md) | - | - | - | ✔️ |
 | **VWAP Bands** | [Vwapbands](../lib/channels/vwapbands/Vwapbands.md) | - | - | - | - |
 | **VWAP with Standard Deviation Bands** | [Vwapsd](../lib/channels/vwapsd/Vwapsd.md) | - | - | - | - |
 | **Wavelet Denoising Filter** | [Wavelet](../lib/filters/wavelet/Wavelet.md) | - | - | - | - |

lib/_index.md

@@ -5,9 +5,9 @@
 | Category | Count | Description |
 | :--- | :---: | :--- |
 | [Trends (FIR)](trends_FIR/_index.md) | 17 | Finite Impulse Response moving averages |
-| [Trends (IIR)](trends_IIR/_index.md) | 23 | Infinite Impulse Response moving averages |
+| [Trends (IIR)](trends_IIR/_index.md) | 24 | Infinite Impulse Response moving averages |
-| [Filters](filters/_index.md) | 26 | Signal processing filters |
+| [Filters](filters/_index.md) | 31 | Signal processing filters |
-| [Oscillators](oscillators/_index.md) | 19 | Indicators that fluctuate around a center line |
+| [Oscillators](oscillators/_index.md) | 20 | Indicators that fluctuate around a center line |
 | [Dynamics](dynamics/_index.md) | 18 | Trend strength and direction indicators |
 | [Momentum](momentum/_index.md) | 16 | Momentum-based indicators |
 | [Volatility](volatility/_index.md) | 26 | Volatility estimators and indicators |
@@ -19,7 +19,7 @@
 | [Forecasts](forecasts/_index.md) | 1 | Predictive indicators |
 | [Errors](errors/_index.md) | 26 | Error metrics and loss functions |
 | [Numerics](numerics/_index.md) | 15 | Mathematical transformations |
-| **Total** | **292** | |
+| **Total** | **299** | |
 
 ## All Indicators
 
@@ -36,8 +36,8 @@
 | [ADX](dynamics/adx/Adx.md) | Average Directional Index | Dynamics |
 | [ADXR](dynamics/adxr/Adxr.md) | Average Directional Movement Rating | Dynamics |
 | [AFIRMA](forecasts/afirma/Afirma.md) | Adaptive FIR Moving Average | Forecasts |
-| [AGC](filters/agc/Agc.md) | Automatic Gain Control | Filters |
+| [AGC](filters/agc/Agc.md) | Ehlers Automatic Gain Control | Filters |
-| [ALAGUERRE](filters/alaguerre/ALaguerre.md) | Adaptive Laguerre Filter | Filters |
+| [ALAGUERRE](filters/alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Filters |
 | [ALLIGATOR](dynamics/alligator/Alligator.md) | Williams Alligator | Dynamics |
 | [ALMA](trends_FIR/alma/Alma.md) | Arnaud Legoux MA | Trends (FIR) |
 | [AMAT](dynamics/amat/Amat.md) | Archer Moving Averages Trends | Dynamics |
@@ -71,13 +71,13 @@
 | [BOP](momentum/bop/Bop.md) | Balance of Power | Momentum |
 | [BPF](filters/bpf/Bpf.md) | BandPass Filter | Filters |
 | BRAR | BRAR | Oscillators |
-| [BUTTER](filters/butter/Butter.md) | Butterworth Filter | Filters |
+| [BUTTER](filters/butter/Butter.md) | Ehlers Butterworth Filter | Filters |
 | [BWMA](trends_FIR/bwma/Bwma.md) | Bessel-Weighted MA | Trends (FIR) |
 | [CCI](momentum/cci/Cci.md) | Commodity Channel Index | Momentum |
 | [CCV](volatility/ccv/Ccv.md) | Close-to-Close Volatility | Volatility |
 | [CFB](momentum/cfb/Cfb.md) | Composite Fractal Behavior | Momentum |
 | [CFO](oscillators/cfo/Cfo.md) | Chande Forecast Oscillator | Oscillators |
-| [CG](cycles/cg/Cg.md) | Center of Gravity | Cycles |
+| [CG](cycles/cg/Cg.md) | Ehlers Center of Gravity | Cycles |
 | [CHANDELIER](reversals/chandelier/Chandelier.md) | Chandelier Exit | Reversals |
 | [CHANGE](numerics/change/Change.md) | Percentage Change | Numerics |
 | [CHEBY1](filters/cheby1/Cheby1.md) | Chebyshev Type I | Filters |
@@ -99,17 +99,19 @@
 | CWT | Continuous Wavelet Transform | Numerics |
 | [DCHANNEL](channels/dchannel/Dchannel.md) | Donchian Channels | Channels |
 | [DECAYCHANNEL](channels/decaychannel/decaychannel.md) | Decay Min-Max Channel | Channels |
+| [DECO](oscillators/deco/Deco.md) | Ehlers Decycler Oscillator | Oscillators |
+| [DECYCLER](trends_IIR/decycler/Decycler.md) | Ehlers Decycler | Trends (IIR) |
 | [DEMA](trends_IIR/dema/Dema.md) | Double Exponential MA | Trends (IIR) |
 | [DMX](dynamics/dmx/Dmx.md) | Jurik Directional Movement Index | Dynamics |
 | DOSC | Derivative Oscillator | Oscillators |
 | [DPO](oscillators/dpo/Dpo.md) | Detrended Price Oscillator | Oscillators |
 | [DSMA](trends_IIR/dsma/Dsma.md) | Deviation-Scaled MA | Trends (IIR) |
-| [DSP](cycles/dsp/Dsp.md) | Detrended Synthetic Price | Cycles |
+| [DSP](cycles/dsp/Dsp.md) | Ehlers Detrended Synthetic Price | Cycles |
 | [DWMA](trends_FIR/dwma/Dwma.md) | Double Weighted MA | Trends (FIR) |
 | DWT | Discrete Wavelet Transform | Numerics |
 | [DX](dynamics/dx/Dx.md) | Directional Movement Index | Dynamics |
-| [EACP](cycles/eacp/Eacp.md) | Autocorrelation Periodogram | Cycles |
+| [EACP](cycles/eacp/Eacp.md) | Ehlers Autocorrelation Periodogram | Cycles |
-| [EBSW](cycles/ebsw/Ebsw.md) | Even Better Sinewave | Cycles |
+| [EBSW](cycles/ebsw/Ebsw.md) | Ehlers Even Better Sinewave | Cycles |
 | [EDCF](filters/edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Filters |
 | [EFI](volume/efi/Efi.md) | Elder's Force Index | Volume |
 | [ELLIPTIC](filters/elliptic/Elliptic.md) | Elliptic Filter | Filters |
@@ -123,11 +125,11 @@
 | [EXPTRANS](numerics/exptrans/Exptrans.md) | Exponential Transform | Numerics |
 | FDIST | F-Distribution | Numerics |
 | FFT | Fast Fourier Transform | Numerics |
-| [FISHER](oscillators/fisher/Fisher.md) | Fisher Transform | Oscillators |
+| [FISHER](oscillators/fisher/Fisher.md) | Ehlers Fisher Transform | Oscillators |
 | FOSC | Forecast Oscillator | Oscillators |
 | [FRACTALS](reversals/fractals/Fractals.md) | Williams Fractals | Reversals |
 | [FCB](channels/fcb/fcb.md) | Fractal Chaos Bands | Channels |
-| [FRAMA](trends_IIR/frama/Frama.md) | Fractal Adaptive MA | Trends (IIR) |
+| [FRAMA](trends_IIR/frama/Frama.md) | Ehlers Fractal Adaptive MA | Trends (IIR) |
 | GAMMADIST | Gamma Distribution | Numerics |
 | [GAUSS](filters/gauss/Gauss.md) | Gaussian Filter | Filters |
 | [GEOMEAN](statistics/geomean/Geomean.md) | Geometric Mean | Statistics |
@@ -142,15 +144,15 @@
 | [HIGHEST](numerics/highest/Highest.md) | Rolling Maximum | Numerics |
 | [HLV](volatility/hlv/Hlv.md) | High-Low Volatility | Volatility |
 | [HMA](trends_FIR/hma/Hma.md) | Hull MA | Trends (FIR) |
-| [HOMOD](cycles/homod/Homod.md) | Homodyne Discriminator | Cycles |
+| [HOMOD](cycles/homod/Homod.md) | Ehlers Homodyne Discriminator | Cycles |
 | [HP](filters/hp/Hp.md) | Hodrick-Prescott | Filters |
-| [HPF](filters/hpf/Hpf.md) | High Pass Filter | Filters |
+| [HPF](filters/hpf/Hpf.md) | Ehlers Highpass Filter | Filters |
-| [HTIT](trends_IIR/htit/Htit.md) | Hilbert Transform Instantaneous Trend | Trends (IIR) |
+| [HTIT](trends_IIR/htit/Htit.md) | Ehlers Hilbert Transform Instantaneous Trend | Trends (IIR) |
-| [HT_DCPERIOD](cycles/ht_dcperiod/Ht_dcperiod.md) | HT Dominant Cycle Period | Cycles |
+| [HT_DCPERIOD](cycles/ht_dcperiod/Ht_dcperiod.md) | Ehlers HT Dominant Cycle Period | Cycles |
-| [HT_DCPHASE](cycles/ht_dcphase/Ht_dcphase.md) | HT Dominant Cycle Phase | Cycles |
+| [HT_DCPHASE](cycles/ht_dcphase/Ht_dcphase.md) | Ehlers HT Dominant Cycle Phase | Cycles |
-| [HT_PHASOR](cycles/ht_phasor/Ht_phasor.md) | HT Phasor Components | Cycles |
+| [HT_PHASOR](cycles/ht_phasor/Ht_phasor.md) | Ehlers HT Phasor Components | Cycles |
-| [HT_SINE](cycles/ht_sine/Ht_sine.md) | HT SineWave | Cycles |
+| [HT_SINE](cycles/ht_sine/Ht_sine.md) | Ehlers HT SineWave | Cycles |
-| [HT_TRENDMODE](dynamics/ht_trendmode/Ht_trendmode.md) | HT Trend vs Cycle | Dynamics |
+| [HT_TRENDMODE](dynamics/ht_trendmode/Ht_trendmode.md) | Ehlers HT Trend vs Cycle | Dynamics |
 | [HUBER](errors/huber/Huber.md) | Huber Loss | Errors |
 | [HURST](statistics/hurst/Hurst.md) | Hurst Exponent | Statistics |
 | [HV](volatility/hv/Hv.md) | Historical Volatility | Volatility |
@@ -169,7 +171,7 @@
 | [JVOLTY](volatility/jvolty/Jvolty.md) | Jurik Volatility | Volatility |
 | [JVOLTYN](volatility/jvoltyn/Jvoltyn.md) | Jurik Volatility Normalized | Volatility |
 | [KALMAN](filters/kalman/Kalman.md) | Kalman Filter | Filters |
-| [LAGUERRE](filters/laguerre/Laguerre.md) | Laguerre Filter | Filters |
+| [LAGUERRE](filters/laguerre/Laguerre.md) | Ehlers Laguerre Filter | Filters |
 | [LMS](filters/lms/Lms.md) | Least Mean Squares Adaptive Filter | Filters |
 | [RLS](filters/rls/Rls.md) | Recursive Least Squares Adaptive Filter | Filters |
 | [KAMA](trends_IIR/kama/Kama.md) | Kaufman Adaptive MA | Trends (IIR) |
@@ -194,7 +196,7 @@
 | [MACD](momentum/macd/Macd.md) | Moving Average Convergence Divergence | Momentum |
 | [MAE](errors/mae/Mae.md) | Mean Absolute Error | Errors |
 | [MAENV](channels/maenv/maenv.md) | Moving Average Envelope | Channels |
-| [MAMA](trends_IIR/mama/Mama.md) | MESA Adaptive MA | Trends (IIR) |
+| [MAMA](trends_IIR/mama/Mama.md) | Ehlers MESA Adaptive MA | Trends (IIR) |
 | [MAPD](errors/mapd/Mapd.md) | Mean Absolute % Deviation | Errors |
 | [MAPE](errors/mape/Mape.md) | Mean Absolute % Error | Errors |
 | [MASE](errors/mase/Mase.md) | Mean Absolute Scaled Error | Errors |
@@ -263,7 +265,7 @@
 | [ROC](momentum/roc/Roc.md) | Rate of Change | Momentum |
 | [ROCP](momentum/rocp/Rocp.md) | Rate of Change Percentage | Momentum |
 | [ROCR](momentum/rocr/Rocr.md) | Rate of Change Ratio | Momentum |
-| [ROOFING](filters/roofing/Roofing.md) | Roofing Filter | Filters |
+| [ROOFING](filters/roofing/Roofing.md) | Ehlers Roofing Filter | Filters |
 | [RSE](errors/rse/Rse.md) | Relative Squared Error | Errors |
 | [RSI](momentum/rsi/Rsi.md) | Relative Strength Index | Momentum |
 | [RSQUARED](errors/rsquared/Rsquared.md) | R² (Coefficient of Determination) | Errors |
@@ -276,7 +278,7 @@
 | [SGF](filters/sgf/Sgf.md) | Savitzky-Golay Filter | Filters |
 | [SGMA](trends_FIR/sgma/Sgma.md) | Savitzky-Golay MA | Trends (FIR) |
 | [SIGMOID](numerics/sigmoid/Sigmoid.md) | Logistic Function | Numerics |
-| [SINE](cycles/sine/Sine.md) | Sine Wave | Cycles |
+| [SINE](cycles/sine/Sine.md) | Ehlers Sine Wave | Cycles |
 | [SINEMA](trends_FIR/sinema/Sinema.md) | Sine-Weighted MA | Trends (FIR) |
 | [SKEW](statistics/skew/Skew.md) | Skewness | Statistics |
 | [SLOPE](numerics/slope/Slope.md) | Rate of Change | Numerics |
@@ -284,12 +286,12 @@
 | [SMAPE](errors/smape/Smape.md) | Symmetric MAPE | Errors |
 | [SMI](oscillators/smi/Smi.md) | Stochastic Momentum Index | Oscillators |
 | [SOLAR](cycles/solar/Solar.md) | Solar Activity Cycle | Cycles |
-| [SPBF](filters/spbf/Spbf.md) | Super Passband Filter | Filters |
+| [SPBF](filters/spbf/Spbf.md) | Ehlers Super Passband Filter | Filters |
 | [SPEARMAN](statistics/spearman/Spearman.md) | Spearman Rank Correlation | Statistics |
 | SQUEEZE | Squeeze | Oscillators |
 | [SQRTTRANS](numerics/sqrttrans/Sqrttrans.md) | Square Root Transform | Numerics |
-| [SSF](filters/ssf/Ssf.md) | Super Smoother | Filters |
+| [SSF](filters/ssf/Ssf.md) | Ehlers Super Smoother | Filters |
-| [SSFDSP](cycles/ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Cycles |
+| [SSFDSP](cycles/ssfdsp/Ssfdsp.md) | Ehlers SSF Detrended Synthetic Price | Cycles |
 | [STANDARDIZE](numerics/standardize/Standardize.md) | Z-Score Normalization | Numerics |
 | [STARCHANNEL](channels/starchannel/Starchannel.md) | Stoller Average Range Channel | Channels |
 | [STBANDS](channels/stbands/Stbands.md) | Super Trend Bands | Channels |
@@ -320,11 +322,11 @@
 | [TUKEY](errors/tukey/Tukey.md) | Tukey Biweight Loss | Errors |
 | [TVI](volume/tvi/Tvi.md) | Trade Volume Index | Volume |
 | [TWAP](volume/twap/Twap.md) | Time Weighted Average Price | Volume |
-| [UBANDS](channels/ubands/Ubands.md) | Ultimate Bands | Channels |
+| [UBANDS](channels/ubands/Ubands.md) | Ehlers Ultimate Bands | Channels |
-| [UCHANNEL](channels/uchannel/Uchannel.md) | Ultimate Channel | Channels |
+| [UCHANNEL](channels/uchannel/Uchannel.md) | Ehlers Ultimate Channel | Channels |
 | [UI](volatility/ui/Ui.md) | Ulcer Index | Volatility |
 | [ULTOSC](oscillators/ultosc/Ultosc.md) | Ultimate Oscillator | Oscillators |
-| [USF](filters/usf/Usf.md) | Ultra Smoother | Filters |
+| [USF](filters/usf/Usf.md) | Ehlers Ultimate Smoother | Filters |
 | [VA](volume/va/Va.md) | Volume Accumulation | Volume |
 | [VAMA](trends_IIR/vama/Vama.md) | Volatility Adjusted MA | Trends (IIR) |
 | [VARIANCE](statistics/variance/Variance.md) | Variance | Statistics |
@@ -333,7 +335,7 @@
 | [VIDYA](trends_IIR/vidya/Vidya.md) | Variable Index Dynamic Average | Trends (IIR) |
 | [VO](volume/vo/Vo.md) | Volume Oscillator | Volume |
 | [VORTEX](dynamics/vortex/Vortex.md) | Vortex Indicator | Dynamics |
-| [VOSS](filters/voss/Voss.md) | Voss Predictive Filter | Filters |
+| [VOSS](filters/voss/Voss.md) | Ehlers Voss Predictive Filter | Filters |
 | [VOV](volatility/vov/Vov.md) | Volatility of Volatility | Volatility |
 | [VR](volatility/vr/Vr.md) | Volatility Ratio | Volatility |
 | [VROC](volume/vroc/Vroc.md) | Volume Rate of Change | Volume |

lib/channels/uchannel/uchannel.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Ultimate Channel logic based on work by John F. Ehlers (c) 2024
-indicator("Ultimate Channel (UCHANNEL)", "UCHANNEL", overlay=true)
+indicator("Ehlers Ultimate Channel (UCHANNEL)", "UCHANNEL", overlay=true)
 
 //@function Calculates Ultimate Channel
 //@param src Source series for the centerline (typically close)

lib/cycles/_index.md

@@ -8,17 +8,17 @@ Cycle analysis identifies repeating patterns in price data. John Ehlers pioneere
 
 | Indicator | Full Name | Description |
 | :--- | :--- | :--- |
-| [CG](cg/Cg.md) | Center of Gravity | Ehlers. Weighted sum position. Minimal lag cycle indicator. |
+| [CG](cg/Cg.md) | Ehlers Center of Gravity | Ehlers. Weighted sum position. Minimal lag cycle indicator. |
-| [DSP](dsp/Dsp.md) | Detrended Synthetic Price | Removes trend to reveal underlying cycles. |
+| [DSP](dsp/Dsp.md) | Ehlers Detrended Synthetic Price | Removes trend to reveal underlying cycles. |
-| [EACP](eacp/Eacp.md) | Autocorrelation Periodogram | Ehlers. Spectral analysis via autocorrelation. Detects dominant period. |
+| [EACP](eacp/Eacp.md) | Ehlers Autocorrelation Periodogram | Ehlers. Spectral analysis via autocorrelation. Detects dominant period. |
-| [EBSW](ebsw/Ebsw.md) | Even Better Sinewave | Ehlers. Improved sinewave extraction. Reduces false signals. |
+| [EBSW](ebsw/Ebsw.md) | Ehlers Even Better Sinewave | Ehlers. Improved sinewave extraction. Reduces false signals. |
-| [HOMOD](homod/Homod.md) | Homodyne Discriminator | Dominant cycle detection via homodyne technique. |
+| [HOMOD](homod/Homod.md) | Ehlers Homodyne Discriminator | Dominant cycle detection via homodyne technique. |
-| [HT_DCPERIOD](ht_dcperiod/Ht_dcperiod.md) | Hilbert Transform Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
+| [HT_DCPERIOD](ht_dcperiod/Ht_dcperiod.md) | Ehlers Hilbert Transform Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
-| [HT_DCPHASE](ht_dcphase/Ht_dcphase.md) | Hilbert Transform Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
+| [HT_DCPHASE](ht_dcphase/Ht_dcphase.md) | Ehlers Hilbert Transform Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
-| [HT_PHASOR](ht_phasor/HtPhasor.md) | Hilbert Transform Phasor Components | Ehlers. In-phase and quadrature components. |
+| [HT_PHASOR](ht_phasor/HtPhasor.md) | Ehlers Hilbert Transform Phasor Components | Ehlers. In-phase and quadrature components. |
-| [HT_SINE](ht_sine/HtSine.md) | Hilbert Transform SineWave | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
+| [HT_SINE](ht_sine/HtSine.md) | Ehlers Hilbert Transform SineWave | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
 | [LUNAR](lunar/Lunar.md) | Lunar Phase | 29.5-day lunar cycle. Studied for market correlations. |
-| [SINE](sine/Sine.md) | Sine Wave | Ehlers. Basic sinewave indicator for cycle mode. |
+| [SINE](sine/Sine.md) | Ehlers Sine Wave | Ehlers. Basic sinewave indicator for cycle mode. |
 | [SOLAR](solar/Solar.md) | Solar Activity Cycle | ~11-year sunspot cycle. Long-term research indicator. |
-| [SSFDSP](ssfdsp/Ssfdsp.md) | SSF Detrended Synthetic Price | Super Smoother Filter based DSP. Cleaner cycle extraction. |
+| [SSFDSP](ssfdsp/Ssfdsp.md) | Ehlers SSF Detrended Synthetic Price | Super Smoother Filter based DSP. Cleaner cycle extraction. |
 | [STC](stc/Stc.md) | Schaff Trend Cycle | MACD + double Stochastic smoothing. Fast cycle oscillator (0-100). |

lib/cycles/cg/Cg.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class CgIndicatorTests
         Assert.Equal(10, indicator.Period);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("CG - Center of Gravity", indicator.Name);
+        Assert.Equal("CG - Ehlers Center of Gravity", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/cg/Cg.Quantower.cs

@@ -31,7 +31,7 @@ public sealed class CgIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "CG - Center of Gravity";
+        Name = "CG - Ehlers Center of Gravity";
         Description = "Ehlers' Center of Gravity oscillator identifies potential turning points using weighted center of mass";
 
         _series = new LineSeries(name: "CG", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/cg/cg.md

@@ -1,4 +1,4 @@
-# CG: Center of Gravity
+# CG: Ehlers Center of Gravity
 
 > "The market's center of mass reveals where momentum shifts before price does."
 

lib/cycles/cg/cg.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Center of Gravity (CG)", "CG", overlay=false)
+indicator("Ehlers Center of Gravity (CG)", "CG", overlay=false)
 
 //@function Calculates Ehlers' Center of Gravity indicator
 //@param src Series to calculate Center of Gravity from

lib/cycles/dsp/Dsp.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class DspIndicatorTests
         Assert.Equal(40, indicator.Period);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("DSP - Detrended Synthetic Price", indicator.Name);
+        Assert.Equal("DSP - Ehlers Detrended Synthetic Price", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/dsp/Dsp.Quantower.cs

@@ -31,7 +31,7 @@ public sealed class DspIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "DSP - Detrended Synthetic Price";
+        Name = "DSP - Ehlers Detrended Synthetic Price";
         Description = "Ehlers' Detrended Synthetic Price oscillator removes trend using dual EMA smoothing";
 
         _series = new LineSeries(name: "DSP", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/dsp/dsp.md

@@ -1,4 +1,4 @@
-# DSP: Detrended Synthetic Price
+# DSP: Ehlers Detrended Synthetic Price
 
 > "Remove the trend, reveal the cycles."
 

lib/cycles/dsp/dsp.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Detrended Synthetic Price (DSP)", "DSP", overlay=false)
+indicator("Ehlers Detrended Synthetic Price (DSP)", "DSP", overlay=false)
 
 //@function Calculates Detrended Synthetic Price using Ehlers dual-EMA algorithm
 //@param source Series to detrend

lib/cycles/eacp/eacp.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("EACP: Ehlers Autocorrelation Periodogram","EACP",overlay=false)
+indicator("Ehlers Autocorrelation Periodogram (EACP)","EACP",overlay=false)
 //@function Autocorrelation periodogram dominant cycle estimator
 //@param source Price input series
 //@param minPeriod Minimum period to evaluate

lib/cycles/ebsw/Ebsw.Quantower.Tests.cs

@@ -13,7 +13,7 @@ public class EbswIndicatorTests
         Assert.Equal(10, indicator.SsfLength);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("EBSW - Even Better Sinewave", indicator.Name);
+        Assert.Equal("EBSW - Ehlers Even Better Sinewave", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/ebsw/Ebsw.Quantower.cs

@@ -36,7 +36,7 @@ public sealed class EbswIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "EBSW - Even Better Sinewave";
+        Name = "EBSW - Ehlers Even Better Sinewave";
         Description = "Ehlers' Even Better Sinewave oscillator with high-pass filter, super-smoother, and automatic gain control";
 
         _series = new LineSeries(name: "EBSW", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/homod/Homod.Quantower.Tests.cs

@@ -13,7 +13,7 @@ public class HomodIndicatorTests
         Assert.Equal(50.0, indicator.MaxPeriod);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HOMOD - Homodyne Discriminator", indicator.Name);
+        Assert.Equal("HOMOD - Ehlers Homodyne Discriminator", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/homod/Homod.Quantower.cs

@@ -33,7 +33,7 @@ public sealed class HomodIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HOMOD - Homodyne Discriminator";
+        Name = "HOMOD - Ehlers Homodyne Discriminator";
         Description = "Ehlers' Homodyne Discriminator estimates the dominant cycle period using homodyne multiplication and phase angle measurement";
 
         _cycleSeries = new LineSeries(name: "Cycle", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/homod/homod.md

@@ -1,4 +1,4 @@
-# HOMOD: Homodyne Discriminator
+# HOMOD: Ehlers Homodyne Discriminator
 
 > "The homodyne discriminator reveals instantaneous frequency by multiplying a signal with its delayed self — the phase rotation between samples directly encodes the cycle period."
 

lib/cycles/homod/homod.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("HOMOD: Homodyne Discriminator Dominant Cycle","HOMOD",overlay=false)
+indicator("Ehlers Homodyne Discriminator (HOMOD)","HOMOD",overlay=false)
 
 //@function Quadrant-aware angle calculation using stable atan2
 //@param y Imaginary component

lib/cycles/ht_dcperiod/HtDcperiod.Quantower.cs

@@ -27,7 +27,7 @@ public sealed class HtDcperiodIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HT_DCPERIOD - Hilbert Transform Dominant Cycle Period";
+        Name = "HT_DCPERIOD - Ehlers Hilbert Transform Dominant Cycle Period";
         Description = "Hilbert Transform Dominant Cycle Period indicator measuring the dominant cycle period in price data";
 
         _periodSeries = new LineSeries(name: "DCPeriod", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/ht_dcperiod/HtDcperiod.md

@@ -1,4 +1,4 @@
-# HT_DCPERIOD: Hilbert Transform - Dominant Cycle Period
+# HT_DCPERIOD: Ehlers Hilbert Transform Dominant Cycle Period
 
 > "Knowing the cycle period is the master key—it calibrates other indicators to the market's current rhythm."
 

lib/cycles/ht_dcperiod/ht_dcperiod.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("HT_DCPERIOD: Hilbert Transform Dominant Cycle Period", "HT_DCPERIOD", overlay=false)
+indicator("Ehlers Hilbert Transform Dominant Cycle Period (HT_DCPERIOD)", "HT_DCPERIOD", overlay=false)
 
 //@function Numerically stable atan2 implementation for quadrant-aware angle calculation
 //@param y Y-coordinate (imaginary/quadrature component)

lib/cycles/ht_dcphase/HtDcphase.Quantower.Tests.cs

@@ -11,7 +11,7 @@ public class HtDcphaseIndicatorTests
 
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HT_DCPHASE - Hilbert Transform Dominant Cycle Phase", indicator.Name);
+        Assert.Equal("HT_DCPHASE - Ehlers Hilbert Transform Dominant Cycle Phase", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/ht_dcphase/HtDcphase.Quantower.cs

@@ -28,7 +28,7 @@ public sealed class HtDcphaseIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HT_DCPHASE - Hilbert Transform Dominant Cycle Phase";
+        Name = "HT_DCPHASE - Ehlers Hilbert Transform Dominant Cycle Phase";
         Description = "Hilbert Transform Dominant Cycle Phase indicator measuring the phase angle of the dominant cycle in price data (degrees, -45 to 315)";
 
         _phaseSeries = new LineSeries(name: "DCPhase", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/ht_dcphase/HtDcphase.md

@@ -1,4 +1,4 @@
-# HT_DCPHASE: Hilbert Transform - Dominant Cycle Phase
+# HT_DCPHASE: Ehlers Hilbert Transform Dominant Cycle Phase
 
 > "The phase advances through a full 360-degree cycle as the dominant cycle completes; rapid phase changes indicate turning points."
 

lib/cycles/ht_dcphase/ht_dcphase.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("HT_DCPHASE: Hilbert Transform Dominant Cycle Phase", "HT_DCPHASE", overlay=false)
+indicator("Ehlers Hilbert Transform Dominant Cycle Phase (HT_DCPHASE)", "HT_DCPHASE", overlay=false)
 
 //@function Numerically stable atan2 implementation for quadrant-aware angle calculation
 //@param y Y-coordinate (imaginary/quadrature component)

lib/cycles/ht_phasor/HtPhasor.Quantower.Tests.cs

@@ -11,7 +11,7 @@ public class HtPhasorIndicatorTests
 
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HT_PHASOR - Hilbert Transform Phasor", indicator.Name);
+        Assert.Equal("HT_PHASOR - Ehlers Hilbert Transform Phasor Components", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/ht_phasor/HtPhasor.Quantower.cs

@@ -29,7 +29,7 @@ public sealed class HtPhasorIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HT_PHASOR - Hilbert Transform Phasor";
+        Name = "HT_PHASOR - Ehlers Hilbert Transform Phasor Components";
         Description = "Hilbert Transform Phasor components (InPhase, Quadrature) for cycle analysis";
 
         _inPhaseSeries = new LineSeries(name: "InPhase", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/ht_phasor/HtPhasor.md

@@ -1,4 +1,4 @@
-# HT_PHASOR: Hilbert Transform - Phasor Components
+# HT_PHASOR: Ehlers Hilbert Transform Phasor Components
 
 > "Phasors let us measure a cycle's position and strength; trading becomes geometry over time."
 

lib/cycles/ht_phasor/phasor.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Ehlers Phasor Analysis (PHASOR)", shorttitle="PHASOR", overlay=false)
+indicator("Ehlers Hilbert Transform Phasor Components (HT_PHASOR)", shorttitle="HT_PHASOR", overlay=false)
 
 //@function Calculates the Ehlers Phasor Angle, Derived Period, and Trend State.
 //@param src The source series to analyze.

lib/cycles/ht_sine/HtSine.Quantower.Tests.cs

@@ -11,7 +11,7 @@ public class HtSineIndicatorTests
 
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HT_SINE - Hilbert Transform SineWave", indicator.Name);
+        Assert.Equal("HT_SINE - Ehlers Hilbert Transform SineWave", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/ht_sine/HtSine.Quantower.cs

@@ -29,7 +29,7 @@ public sealed class HtSineIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HT_SINE - Hilbert Transform SineWave";
+        Name = "HT_SINE - Ehlers Hilbert Transform SineWave";
         Description = "Hilbert Transform SineWave indicator showing Sine and LeadSine for cycle timing";
 
         _sineSeries = new LineSeries(name: "Sine", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/ht_sine/HtSine.md

@@ -1,4 +1,4 @@
-# HT_SINE: Hilbert Transform SineWave
+# HT_SINE: Ehlers Hilbert Transform SineWave
 
 > "The Hilbert Transform gives us the phase of the dominant cycle—knowing when to buy and sell becomes a matter of trigonometry."
 

lib/cycles/ht_sine/ht_sine.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("HT_SINE: Hilbert Transform - SineWave", "HT_SINE", overlay=false)
+indicator("Ehlers Hilbert Transform SineWave (HT_SINE)", "HT_SINE", overlay=false)
 
 //@function Numerically stable atan2 implementation for quadrant-aware angle calculation
 //@param y Y-coordinate (imaginary/quadrature component)

lib/cycles/ssfdsp/Ssfdsp.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class SsfdspIndicatorTests
         Assert.Equal(20, indicator.Period);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("SSFDSP - SSF Detrended Synthetic Price", indicator.Name);
+        Assert.Equal("SSFDSP - Ehlers SSF Detrended Synthetic Price", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/cycles/ssfdsp/Ssfdsp.Quantower.cs

@@ -31,7 +31,7 @@ public sealed class SsfdspIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "SSFDSP - SSF Detrended Synthetic Price";
+        Name = "SSFDSP - Ehlers SSF Detrended Synthetic Price";
         Description = "Ehlers' Super Smooth Filter based Detrended Synthetic Price oscillator for cycle extraction";
 
         _series = new LineSeries(name: "SSFDSP", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid);

lib/cycles/ssfdsp/Ssfdsp.md

@@ -1,4 +1,4 @@
-# SSFDSP: SSF-Based Detrended Synthetic Price
+# SSFDSP: Ehlers SSF Detrended Synthetic Price
 
 > "The Super-Smoother filter provides Butterworth-quality noise rejection—combine two of them and you isolate cycles with surgical precision."
 

lib/cycles/ssfdsp/ssfdsp.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("SSF-Based Detrended Synthetic Price", "SSF-DSP", overlay=false)
+indicator("Ehlers SSF Detrended Synthetic Price (SSFDSP)", "SSF-DSP", overlay=false)
 
 //@function Calculates SSF-based Detrended Synthetic Price using dual Super Smooth Filters
 //@param source Series to detrend

lib/dynamics/_index.md

@@ -17,7 +17,7 @@ Dynamics indicators measure trend strength, speed, and direction. Unlike momentu
 | [CHOP](chop/Chop.md) | Choppiness Index | Trendiness measure. High values = choppy. Low = trending. |
 | [DMX](dmx/Dmx.md) | Jurik DMX | Smoothed bipolar DMI using Jurik smoothing. Low noise. |
 | [DX](dx/Dx.md) | Directional Movement Index | Raw directional strength. Unsmoothed ADX component. |
-| [HT_TRENDMODE](ht_trendmode/Ht_trendmode.md) | HT Trend vs Cycle | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
+| [HT_TRENDMODE](ht_trendmode/Ht_trendmode.md) | Ehlers Hilbert Transform Trend vs Cycle Mode | Ehlers Hilbert Transform. Binary trend/cycle mode detection. |
 | [ICHIMOKU](ichimoku/Ichimoku.md) | Ichimoku Cloud | Five-line system. Cloud defines support/resistance zones. |
 | [IMI](imi/Imi.md) | Intraday Momentum Index | RSI variant using open-close range. Intraday overbought/oversold. |
 | [IMPULSE](impulse/Impulse.md) | Elder Impulse System | EMA + MACD histogram alignment. Color-coded trend/momentum filter. |

lib/dynamics/ht_trendmode/HtTrendmode.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class HtTrendmodeIndicatorTests
 
         Assert.Equal(SourceType.Close, indicator.SourceInput);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HT_TRENDMODE - Hilbert Transform Trend Mode", indicator.Name);
+        Assert.Equal("HT_TRENDMODE - Ehlers Hilbert Transform Trend vs Cycle Mode", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/dynamics/ht_trendmode/HtTrendmode.Quantower.cs

@@ -26,8 +26,8 @@ public sealed class HtTrendmodeIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "HT_TRENDMODE - Hilbert Transform Trend Mode";
+        Name = "HT_TRENDMODE - Ehlers Hilbert Transform Trend vs Cycle Mode";
-        Description = "Determines if market is trending (1) or cycling (0)";
+        Description = "Ehlers Hilbert Transform — determines if market is trending (1) or cycling (0)";
 
         _trendModeSeries = new LineSeries(name: "TrendMode", color: Color.Blue, width: 3, style: LineStyle.Solid);
         AddLineSeries(_trendModeSeries);

lib/dynamics/ht_trendmode/HtTrendmode.md

@@ -1,4 +1,4 @@
-# HT_TRENDMODE: Hilbert Transform Trend Mode
+# HT_TRENDMODE: Ehlers Hilbert Transform Trend vs Cycle Mode
 
 ## Historical Context
 

lib/dynamics/ht_trendmode/ht_trendmode.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("HT_TRENDMODE: Hilbert Transform Trend Mode (TA-Lib)", "HT_TRENDMODE", overlay=false)
+indicator("Ehlers Hilbert Transform Trend vs Cycle Mode (HT_TRENDMODE)", "HT_TRENDMODE", overlay=false)
 
 //@function Determines if market is in trend mode (1) or cycle mode (0) using TA-Lib's Ehlers algorithm
 //@param source Series to analyze for trend/cycle state

lib/filters/_index.md

@@ -8,34 +8,34 @@ Signal processing filters adapted for financial time series. These are not indic
 
 | Indicator | Full Name | Description |
 | :--- | :--- | :--- |
-| [AGC](agc/Agc.md) | Automatic Gain Control | Ehlers. Amplitude normalization via exponential peak tracking. |
+| [AGC](agc/Agc.md) | Ehlers Automatic Gain Control | Ehlers. Amplitude normalization via exponential peak tracking. |
-| [ALAGUERRE](alaguerre/ALaguerre.md) | Adaptive Laguerre Filter | Ehlers. Variable-alpha Laguerre from tracking-error normalization. |
+| [ALAGUERRE](alaguerre/ALaguerre.md) | Ehlers Adaptive Laguerre Filter | Ehlers. Variable-alpha Laguerre from tracking-error normalization. |
 | [BAXTERKING](baxterking/BaxterKing.md) | Baxter-King Band-Pass Filter | Symmetric FIR band-pass. Ideal for business cycle extraction. |
 | [CFITZ](cfitz/Cfitz.md) | Christiano-Fitzgerald Filter | Asymmetric full-sample band-pass. Optimal under random-walk assumption. |
 | [EDCF](edcf/Edcf.md) | Ehlers Distance Coefficient Filter | Nonlinear FIR. Distance-weighted smoothing adapts to local structure. |
 | [BESSEL](bessel/Bessel.md) | Bessel Filter | Maximally flat group delay. Best phase response. Minimal overshoot. |
 | [BILATERAL](bilateral/Bilateral.md) | Bilateral Filter | Edge-preserving smoothing. Adapts to local gradients. |
 | [BPF](bpf/Bpf.md) | BandPass Filter | 2nd-order IIR. Cascade of HP + LP. Extracts specific frequency band. |
-| [BUTTER](butter/Butter.md) | Butterworth Filter | Maximally flat frequency response. Classic IIR filter. |
+| [BUTTER](butter/Butter.md) | Ehlers Butterworth Filter | Maximally flat frequency response. Classic IIR filter. |
 | [CHEBY1](cheby1/Cheby1.md) | Chebyshev Type I | Steeper roll-off with passband ripple. Sharper cutoff than Butterworth. |
 | [CHEBY2](cheby2/Cheby2.md) | Chebyshev Type II | Equiripple stopband, monotonic passband. Better stopband rejection. |
 | [ELLIPTIC](elliptic/Elliptic.md) | Elliptic Filter | Equiripple both bands. Sharpest transition for given order. |
 | [GAUSS](gauss/Gauss.md) | Gaussian Filter | Bell-curve weighted smoothing. No overshoot. |
 | [HANN](hann/Hann.md) | Hann Filter | Hann window smoothing. Good spectral leakage control. |
 | [HP](hp/Hp.md) | Hodrick-Prescott | Causal trend/cycle decomposition. Regularization parameter λ controls smoothness. |
-| [HPF](hpf/Hpf.md) | High Pass Filter | Attenuates below cutoff. Isolates fast components. |
+| [HPF](hpf/Hpf.md) | Ehlers Highpass Filter | Attenuates below cutoff. Isolates fast components. |
 | [KALMAN](kalman/Kalman.md) | Kalman Filter | Recursive state estimation. Optimal under Gaussian assumptions. |
-| [LAGUERRE](laguerre/Laguerre.md) | Laguerre Filter | Ehlers. 4-element all-pass cascade. γ-controlled smoothing. |
+| [LAGUERRE](laguerre/Laguerre.md) | Ehlers Laguerre Filter | Ehlers. 4-element all-pass cascade. γ-controlled smoothing. |
 | [LMS](lms/Lms.md) | Least Mean Squares | Widrow-Hoff adaptive FIR. NLMS weight update. O(order) per bar. |
 | [RLS](rls/Rls.md) | Recursive Least Squares | Inverse correlation matrix. Faster convergence than LMS. O(order²) per bar. |
 | [LOESS](loess/Loess.md) | LOESS Smoothing | Local polynomial regression. Robust to outliers. |
 | [NOTCH](notch/Notch.md) | Notch Filter | Band-stop. Removes specific frequency (e.g., 60 Hz noise). |
 | [ONEEURO](oneeuro/OneEuro.md) | One Euro Filter | Speed-adaptive low-pass. Adaptive cutoff from signal derivative. |
-| [ROOFING](roofing/Roofing.md) | Roofing Filter | Ehlers. HP + SS cascade. Bandpass for cycle extraction. |
+| [ROOFING](roofing/Roofing.md) | Ehlers Roofing Filter | Ehlers. HP + SS cascade. Bandpass for cycle extraction. |
 | [SGF](sgf/Sgf.md) | Savitzky-Golay | Polynomial smoothing. Preserves higher moments (derivatives). |
-| [SPBF](spbf/Spbf.md) | Super Passband Filter | Ehlers. Wide-band bandpass via differenced EMAs with RMS envelope. |
+| [SPBF](spbf/Spbf.md) | Ehlers Super Passband Filter | Ehlers. Wide-band bandpass via differenced EMAs with RMS envelope. |
-| [SSF](ssf/Ssf.md) | Super Smoother | Ehlers. 2-pole Butterworth variant. Standard cycle pre-filter. |
+| [SSF](ssf/Ssf.md) | Ehlers Super Smoother Filter | Ehlers. 2-pole Butterworth variant. Standard cycle pre-filter. |
-| [USF](usf/Usf.md) | Ultra Smoother | Ehlers. 3-pole variant. More smoothing than SSF. |
+| [USF](usf/Usf.md) | Ehlers Ultimate Smoother Filter | Ehlers. 3-pole variant. More smoothing than SSF. |
-| [VOSS](voss/Voss.md) | Voss Predictive Filter | Ehlers. BPF + negative group delay predictor. Anticipatory cycle extraction. |
+| [VOSS](voss/Voss.md) | Ehlers Voss Predictive Filter | Ehlers. BPF + negative group delay predictor. Anticipatory cycle extraction. |
 | [WAVELET](wavelet/Wavelet.md) | Wavelet Denoising Filter | A trous Haar decomposition + MAD soft thresholding. Edge-preserving. |
 | [WIENER](wiener/Wiener.md) | Wiener Filter | Optimal linear filter. Minimizes MSE given signal/noise spectra. |

lib/filters/agc/Agc.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class AgcIndicatorTests
         Assert.Equal(0.991, indicator.Decay);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("AGC - Automatic Gain Control", indicator.Name);
+        Assert.Equal("AGC - Ehlers Automatic Gain Control", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/agc/Agc.Quantower.cs

@@ -31,8 +31,8 @@ public sealed class AgcIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = true;
-        Name = "AGC - Automatic Gain Control";
+        Name = "AGC - Ehlers Automatic Gain Control";
-        Description = "Ehlers AGC: amplitude normalization via exponential peak tracking, applied after Roofing filter";
+        Description = "Ehlers Automatic Gain Control: amplitude normalization via exponential peak tracking, applied after Roofing filter";
         _series = new LineSeries(name: $"AGC {Decay:F3}", color: Color.Blue, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }

lib/filters/agc/Agc.md

@@ -1,4 +1,4 @@
-# AGC: Automatic Gain Control
+# AGC: Ehlers Automatic Gain Control
 
 > "The purpose of the AGC is to normalize the amplitude of any indicator to unity." — John F. Ehlers, TASC January 2015
 

lib/filters/agc/agc.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2015 John F. Ehlers
-indicator("Automatic Gain Control (AGC)", "AGC", overlay=false)
+indicator("Ehlers Automatic Gain Control (AGC)", "AGC", overlay=false)
 
 //@function Ehlers Automatic Gain Control — amplitude normalization via exponential peak tracking
 //@param source Series to normalize (must oscillate around zero — use a filter output, not raw price)

lib/filters/alaguerre/ALaguerre.Quantower.Tests.cs

@@ -13,7 +13,7 @@ public class ALaguerreIndicatorTests
         Assert.Equal(5, indicator.MedianLength);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("ALAGUERRE - Adaptive Laguerre Filter (Ehlers)", indicator.Name);
+        Assert.Equal("ALAGUERRE - Ehlers Adaptive Laguerre Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/alaguerre/ALaguerre.Quantower.cs

@@ -34,8 +34,8 @@ public class ALaguerreIndicator : Indicator, IWatchlistIndicator
         OnBackGround = true;
         SeparateWindow = false;
         SourceName = Source.ToString();
-        Name = "ALAGUERRE - Adaptive Laguerre Filter (Ehlers)";
+        Name = "ALAGUERRE - Ehlers Adaptive Laguerre Filter";
-        Description = "Adaptive variant of Laguerre Filter with variable alpha from tracking-error normalization and median smoothing";
+        Description = "Ehlers Adaptive Laguerre Filter: variable alpha from tracking-error normalization and median smoothing";
         Series = new LineSeries(name: $"ALaguerre {Length},{MedianLength}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }

lib/filters/alaguerre/ALaguerre.md

@@ -1,4 +1,4 @@
-# ALAGUERRE: Adaptive Laguerre Filter
+# ALAGUERRE: Ehlers Adaptive Laguerre Filter
 
 > "The best filter is one that knows when to listen closely and when to smooth aggressively." -- John F. Ehlers (paraphrased)
 

lib/filters/alaguerre/alaguerre.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2004 John F. Ehlers
-indicator("Adaptive Laguerre Filter (ALAGUERRE)", "ALAGUERRE", overlay=true)
+indicator("Ehlers Adaptive Laguerre Filter (ALAGUERRE)", "ALAGUERRE", overlay=true)
 
 //@function Calculates Adaptive Laguerre Filter with variable alpha from tracking error
 //@param source Series to calculate Adaptive Laguerre filter from

lib/filters/butter/Butter.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class ButterIndicatorTests
 
         Assert.Equal(14, indicator.Period);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("BUTTER - Butterworth Filter", indicator.Name);
+        Assert.Equal("BUTTER - Ehlers Butterworth Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.Equal(SourceType.Close, indicator.Source);
     }

lib/filters/butter/Butter.Quantower.cs

@@ -32,8 +32,8 @@ public class ButterIndicator : Indicator, IWatchlistIndicator
         OnBackGround = true;
         SeparateWindow = false;
         SourceName = Source.ToString();
-        Name = "BUTTER - Butterworth Filter";
+        Name = "BUTTER - Ehlers Butterworth Filter";
-        Description = "A 2nd-order low-pass filter with maximally flat frequency response in the passband.";
+        Description = "Ehlers Butterworth Filter: 2nd-order low-pass filter with maximally flat frequency response in the passband.";
         _series = new LineSeries(name: $"BUTTER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }

lib/filters/butter/Butter.md

@@ -1,4 +1,4 @@
-# BUTTER: Butterworth Filter
+# BUTTER: Ehlers Butterworth Filter
 
 > "Maximally flat frequency response in the passband."
 

lib/filters/butter/butter.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Butterworth 2nd Order Filter (BUTTER)", "BUTTER", overlay=true)
+indicator("Ehlers Butterworth Filter (BUTTER)", "BUTTER", overlay=true)
 
 //@function Calculates 2nd Order Butterworth Lowpass Filter
 //@param src Series to calculate Butterworth filter from

lib/filters/edcf/Edcf.md

@@ -1,4 +1,4 @@
-# EDCF — Ehlers Distance Coefficient Filter
+# EDCF: Ehlers Distance Coefficient Filter
 
 ## Overview
 

lib/filters/hpf/Hpf.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class HpfIndicatorTests
         Assert.Equal(40, indicator.Length);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("HPF - Highpass Filter (2-Pole)", indicator.Name);
+        Assert.Equal("HPF - Ehlers Highpass Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/hpf/Hpf.Quantower.cs

@@ -30,8 +30,8 @@ public class HpfIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = false;
-        Name = "HPF - Highpass Filter (2-Pole)";
+        Name = "HPF - Ehlers Highpass Filter";
-        Description = "2-Pole Infinite Impulse Response (IIR) highpass filter.";
+        Description = "Ehlers Highpass Filter: 2-pole IIR highpass filter for cycle isolation and detrending.";
         _series = new LineSeries(name: $"HPF {Length}", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }

lib/filters/hpf/Hpf.md

@@ -1,4 +1,4 @@
-# HPF - Highpass Filter (2-Pole)
+# HPF: Ehlers Highpass Filter
 
 > "Noise is just signal you haven't figured out how to filter yet. Or maybe, it's the only signal that matters."
 

lib/filters/hpf/hpf.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Highpass Filter (2-Pole) (HPF)", "HPF", overlay=true)
+indicator("Ehlers Highpass Filter (HPF)", "HPF", overlay=true)
 
 //@function Calculates 2-Pole Highpass Filter
 //@param src Series to calculate HPF from

lib/filters/laguerre/Laguerre.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class LaguerreIndicatorTests
         Assert.Equal(0.8, indicator.Gamma);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("LAGUERRE - Laguerre Filter (Ehlers)", indicator.Name);
+        Assert.Equal("LAGUERRE - Ehlers Laguerre Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/laguerre/Laguerre.Quantower.cs

@@ -31,8 +31,8 @@ public class LaguerreIndicator : Indicator, IWatchlistIndicator
         OnBackGround = true;
         SeparateWindow = false;
         SourceName = Source.ToString();
-        Name = "LAGUERRE - Laguerre Filter (Ehlers)";
+        Name = "LAGUERRE - Ehlers Laguerre Filter";
-        Description = "Four-element IIR filter with cascaded all-pass sections and gamma damping factor";
+        Description = "Ehlers Laguerre Filter: four-element IIR filter with cascaded all-pass sections and gamma damping factor";
         Series = new LineSeries(name: $"Laguerre {Gamma:F2}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }

lib/filters/laguerre/Laguerre.md

@@ -1,4 +1,4 @@
-# LAGUERRE: Laguerre Filter
+# LAGUERRE: Ehlers Laguerre Filter
 
 > "The problem with conventional filters is that they use unit delays. All-pass filters replace unit delays with frequency-dependent delays, and that changes everything." — John F. Ehlers
 

lib/filters/laguerre/laguerre.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2004 John F. Ehlers
-indicator("Laguerre Filter (LAGUERRE)", "LAGUERRE", overlay=true)
+indicator("Ehlers Laguerre Filter (LAGUERRE)", "LAGUERRE", overlay=true)
 
 //@function Calculates Laguerre Filter using 4 cascaded all-pass IIR elements
 //@param source Series to calculate Laguerre filter from

lib/filters/roofing/roofing.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2004-2024 John F. Ehlers
-indicator("Roofing Filter (ROOFING)", "ROOFING", overlay=false)
+indicator("Ehlers Roofing Filter (ROOFING)", "ROOFING", overlay=false)
 
 //@function Calculates Ehlers Roofing Filter (2-pole HPF → Super Smoother composite)
 //@param source Series to calculate Roofing Filter from

lib/filters/spbf/spbf.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2016 John F. Ehlers
-indicator("Super Passband Filter (SPBF)", "SPBF", overlay=false)
+indicator("Ehlers Super Passband Filter (SPBF)", "SPBF", overlay=false)
 
 //@function Ehlers Super Passband Filter — wide-band bandpass via differenced z-transformed EMAs
 //@param source Series to filter

lib/filters/ssf/Ssf.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class SsfIndicatorTests
         Assert.Equal(10, indicator.Period);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("SSF - Super Smooth Filter", indicator.Name);
+        Assert.Equal("SSF - Ehlers Super Smoother Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/ssf/Ssf.Quantower.cs

@@ -30,8 +30,8 @@ public sealed class SsfIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = false;
-        Name = "SSF - Super Smooth Filter";
+        Name = "SSF - Ehlers Super Smoother Filter";
-        Description = "Ehlers Super Smooth Filter";
+        Description = "Ehlers Super Smoother Filter: 2-pole Butterworth lowpass with maximally flat passband response";
         _series = new LineSeries(name: $"SSF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }

lib/filters/ssf/Ssf.md

@@ -1,4 +1,4 @@
-# SSF: Ehlers Super Smooth Filter
+# SSF: Ehlers Super Smoother Filter
 
 > "Noise is the enemy of the trend follower. The Super Smooth Filter is the silencer."
 

lib/filters/ssf/ssf.pine

@@ -2,7 +2,7 @@
 // © mihakralj
 //@version=6
 // Indicator algorithm (C) 2004-2024 John F. Ehlers
-indicator("Supersmooth Filter (SSF)", "SSF", overlay=true)
+indicator("Ehlers Super Smoother Filter (SSF)", "SSF", overlay=true)
 
 //@function Calculates Supersmooth Lowpass Filter
 //@param source Series to calculate SSF from

lib/filters/usf/Usf.Quantower.Tests.cs

@@ -12,7 +12,7 @@ public class UsfIndicatorTests
         Assert.Equal(20, indicator.Period);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("USF - Ultimate Smoother Filter", indicator.Name);
+        Assert.Equal("USF - Ehlers Ultimate Smoother Filter", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }

lib/filters/usf/Usf.Quantower.cs

@@ -30,8 +30,8 @@ public sealed class UsfIndicator : Indicator, IWatchlistIndicator
     {
         OnBackGround = true;
         SeparateWindow = false;
-        Name = "USF - Ultimate Smoother Filter";
+        Name = "USF - Ehlers Ultimate Smoother Filter";
-        Description = "Ehlers Ultimate Smoother Filter";
+        Description = "Ehlers Ultimate Smoother Filter: zero-lag smoothing via high-pass subtraction from Super Smoother";
         _series = new LineSeries(name: $"USF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }

lib/filters/usf/Usf.md

@@ -1,4 +1,4 @@
-# Usf: Ehlers Ultimate Smoother Filter
+# USF: Ehlers Ultimate Smoother Filter
 
 > "The Ultimate Smoother achieves superior smoothing by subtracting high-frequency components using a high-pass filter, resulting in zero lag in the passband."
 

lib/filters/usf/usf.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Ultrasmooth Filter (USF)", "USF", overlay=true)
+indicator("Ehlers Ultimate Smoother Filter (USF)", "USF", overlay=true)
 
 //@function Calculates Ultrasmooth Filter
 //@param src Series to calculate USF from

lib/filters/voss/voss.pine

@@ -1,7 +1,7 @@
 // The MIT License (MIT)
 // © mihakralj
 //@version=6
-indicator("Voss Predictive Filter (VOSS)", "VOSS", overlay=false)
+indicator("Ehlers Voss Predictive Filter (VOSS)", "VOSS", overlay=false)
 
 //@function Ehlers Voss Predictive Filter — negative group delay bandpass predictor
 //@param source Series to filter

lib/oscillators/_index.md

@@ -12,8 +12,9 @@ Oscillators fluctuate above and below a centerline or within bounded ranges. Use
 | [BBB](bbb/Bbb.md) | Bollinger %B | Position within Bollinger Bands. 0=lower band, 1=upper band. |
 | [BBS](bbs/Bbs.md) | Bollinger Band Squeeze | BB width < KC width indicates consolidation. Breakout imminent. |
 | [CFO](cfo/Cfo.md) | Chande Forecast Oscillator | Percentage difference between price and linear regression forecast. |
+| [DECO](deco/Deco.md) | Ehlers Decycler Oscillator | Dual HP bandpass isolating intermediate-frequency market cycles. |
 | [DPO](dpo/Dpo.md) | Detrended Price Oscillator | Removes trend via displaced SMA. Reveals cycles. |
-| [FISHER](fisher/Fisher.md) | Fisher Transform | Converts prices to Gaussian distribution. Sharp reversals. |
+| [FISHER](fisher/Fisher.md) | Ehlers Fisher Transform | Converts prices to Gaussian distribution. Sharp reversals. |
 | [INERTIA](inertia/Inertia.md) | Inertia | Linear regression residual. Raw deviation from trend forecast. |
 | [KDJ](kdj/Kdj.md) | KDJ Indicator | Enhanced Stochastic. J = 3K - 2D provides leading signal. |
 | [PGO](pgo/Pgo.md) | Pretty Good Oscillator | Distance from SMA normalized by ATR. Units: ATR multiples. |

lib/oscillators/deco/Deco.Quantower.Tests.cs

@@ -0,0 +1,142 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public sealed class DecoIndicatorTests
+{
+    [Fact]
+    public void DecoIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new DecoIndicator();
+
+        Assert.Equal(30, indicator.ShortPeriod);
+        Assert.Equal(60, indicator.LongPeriod);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("DECO - Ehlers Decycler Oscillator", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void DecoIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 20 };
+
+        Assert.Equal(0, DecoIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void DecoIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 10, LongPeriod = 30 };
+        indicator.Initialize();
+
+        Assert.Contains("DECO", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("10", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void DecoIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new DecoIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Deco.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void DecoIndicator_Initialize_CreatesInternalDeco()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void DecoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double value = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(value));
+    }
+
+    [Fact]
+    public void DecoIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Add a new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
+        var newArgs = new UpdateArgs(UpdateReason.NewBar);
+        indicator.ProcessUpdate(newArgs);
+
+        double value = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(value));
+    }
+
+    [Fact]
+    public void DecoIndicator_ProcessUpdate_DifferentSources()
+    {
+        foreach (SourceType source in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
+        {
+            var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < 15; i++)
+            {
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+                var args = new UpdateArgs(UpdateReason.HistoricalBar);
+                indicator.ProcessUpdate(args);
+            }
+
+            double value = indicator.LinesSeries[0].GetValue(0);
+            Assert.True(double.IsFinite(value), $"Source {source} produced non-finite value");
+        }
+    }
+
+    [Fact]
+    public void DecoIndicator_Reinitialize_ResetsState()
+    {
+        var indicator = new DecoIndicator { ShortPeriod = 5, LongPeriod = 10 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 15; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Re-initialize should reset
+        indicator.Initialize();
+        Assert.Single(indicator.LinesSeries);
+    }
+}

lib/oscillators/deco/Deco.Quantower.cs

@@ -0,0 +1,66 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class DecoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Short Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int ShortPeriod { get; set; } = 30;
+
+    [InputParameter("Long Period", sortIndex: 2, 2, 2000, 1, 0)]
+    public int LongPeriod { get; set; } = 60;
+
+    [IndicatorExtensions.DataSourceInput(sortIndex: 3)]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Deco _deco = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"DECO ({ShortPeriod},{LongPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/deco/Deco.Quantower.cs";
+
+    public DecoIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "DECO - Ehlers Decycler Oscillator";
+        Description = "Ehlers' Decycler Oscillator isolates intermediate cycles via dual HP filters";
+
+        _series = new LineSeries("DECO", Color.Yellow, 2, LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _deco = new Deco(ShortPeriod, LongPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var priceSelector = Source.GetPriceSelector();
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double price = priceSelector(item);
+
+        TValue input = new(item.TimeLeft, price);
+        TValue result = _deco.Update(input, args.IsNewBar());
+
+        if (!_deco.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _series.SetValue(result.Value);
+    }
+}

lib/oscillators/deco/Deco.Tests.cs

@@ -0,0 +1,391 @@
+namespace QuanTAlib;
+
+public class DecoTests
+{
+    private const double Tolerance = 1e-10;
+
+    // ── A) Constructor validation ──
+
+    [Fact]
+    public void Constructor_DefaultParameters_SetsCorrectly()
+    {
+        var deco = new Deco();
+        Assert.Equal("Deco(30,60)", deco.Name);
+        Assert.Equal(30, deco.ShortPeriod);
+        Assert.Equal(60, deco.LongPeriod);
+        Assert.Equal(60, deco.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Constructor_CustomParameters_SetsCorrectly()
+    {
+        var deco = new Deco(shortPeriod: 10, longPeriod: 40);
+        Assert.Equal("Deco(10,40)", deco.Name);
+        Assert.Equal(10, deco.ShortPeriod);
+        Assert.Equal(40, deco.LongPeriod);
+    }
+
+    [Fact]
+    public void Constructor_ZeroShortPeriod_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 0));
+        Assert.Equal("shortPeriod", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_NegativeShortPeriod_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: -1));
+        Assert.Equal("shortPeriod", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_LongNotGreaterThanShort_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 30, longPeriod: 30));
+        Assert.Equal("longPeriod", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_LongLessThanShort_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Deco(shortPeriod: 30, longPeriod: 20));
+        Assert.Equal("longPeriod", ex.ParamName);
+    }
+
+    // ── B) Basic calculation ──
+
+    [Fact]
+    public void Update_ReturnsFiniteValue()
+    {
+        var deco = new Deco(5, 10);
+        TValue result = default;
+        for (int i = 0; i < 20; i++)
+        {
+            result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_Last_MatchesReturnValue()
+    {
+        var deco = new Deco(5, 10);
+        var result = deco.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.Equal(result.Value, deco.Last.Value);
+    }
+
+    [Fact]
+    public void Update_Name_AccessibleAfterUpdate()
+    {
+        var deco = new Deco(5, 10);
+        _ = deco.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.Contains("Deco", deco.Name, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void Update_FirstTwoBars_ReturnZero()
+    {
+        var deco = new Deco(5, 10);
+        var r0 = deco.Update(new TValue(DateTime.UtcNow, 100.0));
+        var r1 = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0));
+        Assert.Equal(0.0, r0.Value);
+        Assert.Equal(0.0, r1.Value);
+    }
+
+    // ── C) State + bar correction ──
+
+    [Fact]
+    public void Update_IsNew_True_AdvancesState()
+    {
+        var deco = new Deco(5, 10);
+        var r1 = deco.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        var r2 = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0), isNew: true);
+        Assert.True(double.IsFinite(r1.Value));
+        Assert.True(double.IsFinite(r2.Value));
+    }
+
+    [Fact]
+    public void Update_IsNew_False_RewritesLastBar()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 10; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
+        }
+
+        var before = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 120.0), isNew: true);
+        var correction = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 115.0), isNew: false);
+
+        Assert.NotEqual(before.Value, correction.Value);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_RestoreState()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 10; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i), isNew: true);
+        }
+
+        _ = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 120.0), isNew: true);
+
+        var restored = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0), isNew: false);
+        var again = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0), isNew: false);
+
+        Assert.Equal(restored.Value, again.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 20; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        deco.Reset();
+
+        Assert.False(deco.IsHot);
+        Assert.Equal(0.0, deco.Last.Value);
+    }
+
+    // ── D) Warmup / convergence ──
+
+    [Fact]
+    public void IsHot_FlipsWhenWarmupReached()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 9; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+            Assert.False(deco.IsHot);
+        }
+        deco.Update(new TValue(DateTime.UtcNow.AddSeconds(10), 110.0));
+        Assert.True(deco.IsHot);
+    }
+
+    [Fact]
+    public void WarmupPeriod_EqualsLongPeriod()
+    {
+        var deco = new Deco(20, 60);
+        Assert.Equal(60, deco.WarmupPeriod);
+    }
+
+    // ── E) Robustness ──
+
+    [Fact]
+    public void Update_NaN_UsesLastValidValue()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 5; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(5), double.NaN));
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_Infinity_UsesLastValidValue()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 5; i++)
+        {
+            deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(5), double.PositiveInfinity));
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Batch_NaN_Safe()
+    {
+        double[] src = [100, 101, double.NaN, 103, 104, 105, 106, 107, 108, 109];
+        double[] output = new double[src.Length];
+        Deco.Batch(src, output, 3, 6);
+        for (int i = 0; i < output.Length; i++)
+        {
+            Assert.True(double.IsFinite(output[i]));
+        }
+    }
+
+    // ── F) Consistency (4 modes match) ──
+
+    [Fact]
+    public void AllModes_ProduceSameResults()
+    {
+        int shortP = 10, longP = 20;
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+
+        // 1. Streaming
+        var streaming = new Deco(shortP, longP);
+        var streamResults = new double[source.Count];
+        for (int i = 0; i < source.Count; i++)
+        {
+            streamResults[i] = streaming.Update(source[i]).Value;
+        }
+
+        // 2. Batch TSeries
+        TSeries batchSeries = Deco.Batch(source, shortP, longP);
+
+        // 3. Batch Span
+        var spanOutput = new double[source.Count];
+        Deco.Batch(source.Values, spanOutput, shortP, longP);
+
+        // 4. Event-based
+        var eventSource = new TSeries();
+        var eventIndicator = new Deco(eventSource, shortP, longP);
+        var eventResults = new double[source.Count];
+        for (int i = 0; i < source.Count; i++)
+        {
+            eventSource.Add(source[i]);
+            eventResults[i] = eventIndicator.Last.Value;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(streamResults[i], batchSeries.Values[i], Tolerance);
+            Assert.Equal(streamResults[i], spanOutput[i], Tolerance);
+            Assert.Equal(streamResults[i], eventResults[i], Tolerance);
+        }
+    }
+
+    // ── G) Span API tests ──
+
+    [Fact]
+    public void Batch_MismatchedLengths_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[2];
+        var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 1, 2));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_ZeroShortPeriod_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[3];
+        var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 0, 2));
+        Assert.Equal("shortPeriod", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_LongNotGreater_Throws()
+    {
+        double[] src = [1, 2, 3];
+        double[] output = new double[3];
+        var ex = Assert.Throws<ArgumentException>(() => Deco.Batch(src, output, 5, 5));
+        Assert.Equal("longPeriod", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_EmptyInput_NoOp()
+    {
+        double[] src = [];
+        double[] output = [];
+        var ex = Record.Exception(() => Deco.Batch(src, output, 5, 10));
+        Assert.Null(ex);
+    }
+
+    [Fact]
+    public void Batch_Span_MatchesTSeries()
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 7);
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+        int shortP = 10, longP = 20;
+
+        TSeries batchTs = Deco.Batch(source, shortP, longP);
+        var spanOutput = new double[source.Count];
+        Deco.Batch(source.Values, spanOutput, shortP, longP);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(batchTs.Values[i], spanOutput[i], Tolerance);
+        }
+    }
+
+    // ── H) Chainability ──
+
+    [Fact]
+    public void PubEvent_FiresOnUpdate()
+    {
+        var deco = new Deco(5, 10);
+        int firedCount = 0;
+        deco.Pub += (object? _, in TValueEventArgs _) => firedCount++;
+
+        deco.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.Equal(1, firedCount);
+    }
+
+    [Fact]
+    public void Chained_Constructor_ReceivesEvents()
+    {
+        var src = new TSeries();
+        var deco = new Deco(src, 5, 10);
+
+        src.Add(new TValue(DateTime.UtcNow, 100.0));
+        src.Add(new TValue(DateTime.UtcNow.AddSeconds(1), 101.0));
+        src.Add(new TValue(DateTime.UtcNow.AddSeconds(2), 102.0));
+
+        Assert.True(double.IsFinite(deco.Last.Value));
+    }
+
+    // ── Additional: Oscillator behavior ──
+
+    [Fact]
+    public void ConstantInput_ProducesZeroOutput()
+    {
+        var deco = new Deco(5, 10);
+        for (int i = 0; i < 30; i++)
+        {
+            var result = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+            if (i >= 2)
+            {
+                Assert.Equal(0.0, result.Value, Tolerance);
+            }
+        }
+    }
+
+    [Fact]
+    public void NonLinearInput_NonZeroOutput()
+    {
+        // Use quadratic input (non-zero second derivative) since HP filter
+        // removes linear trends (which have zero second derivative)
+        var deco = new Deco(5, 10);
+        TValue last = default;
+        for (int i = 0; i < 30; i++)
+        {
+            last = deco.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * i * 0.1));
+        }
+        Assert.NotEqual(0.0, last.Value);
+    }
+
+    [Fact]
+    public void Calculate_ReturnsResultsAndIndicator()
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2, seed: 99);
+        var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+        var (results, indicator) = Deco.Calculate(source, 10, 20);
+        Assert.Equal(source.Count, results.Count);
+        Assert.True(indicator.IsHot);
+    }
+
+    [Fact]
+    public void Prime_InitializesState()
+    {
+        var deco = new Deco(5, 10);
+        double[] primeData = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111];
+        deco.Prime(primeData);
+        Assert.True(deco.IsHot);
+    }
+}