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@@ -161,12 +161,12 @@ public class CcycValidationTests
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var ccycNoise = new Ccyc(0.07);
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var ccycSine = new Ccyc(0.07);
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var rng = new Random(42);
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var rng = new GBM(startPrice: 100.0, sigma: 0.1, seed: 42);
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double sineEnergy = 0;
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for (int i = 0; i < 300; i++)
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{
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double noiseVal = 100 + rng.NextDouble() * 10;
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double noiseVal = rng.Next().Close;
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ccycNoise.Update(new TValue(DateTime.UtcNow.AddMinutes(i), noiseVal), true);
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double sineVal = 100 + 10 * Math.Sin(2 * Math.PI * i / 20.0);
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@@ -1,5 +1,22 @@
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# CCYC: Ehlers Cyber Cycle
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Cycle |
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| **Inputs** | Source (close) |
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| **Parameters** | `alpha` (default 0.07) |
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| **Outputs** | Single series (Ccyc) |
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| **Output range** | Varies (see docs) |
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| **Warmup** | `7` bars |
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### TL;DR
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- CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an ...
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- Parameterized by `alpha` (default 0.07).
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- Output range: Varies (see docs).
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- Requires `7` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an oscillator that strips trend while preserving cyclical content with minimal lag. The companion trigger line (one-bar delay of the cycle output) provides crossover signals for timing entries and exits. Unlike band-pass approaches that require specifying a center frequency, CCYC's high-pass architecture extracts whatever cyclic energy exists above a cutoff controlled by a single $\alpha$ damping parameter, making it adaptive to the dominant period present in the data.
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## Historical Context
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