doc headers

This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
+2 -2
View File
@@ -161,12 +161,12 @@ public class CcycValidationTests
var ccycNoise = new Ccyc(0.07);
var ccycSine = new Ccyc(0.07);
var rng = new Random(42);
var rng = new GBM(startPrice: 100.0, sigma: 0.1, seed: 42);
double sineEnergy = 0;
for (int i = 0; i < 300; i++)
{
double noiseVal = 100 + rng.NextDouble() * 10;
double noiseVal = rng.Next().Close;
ccycNoise.Update(new TValue(DateTime.UtcNow.AddMinutes(i), noiseVal), true);
double sineVal = 100 + 10 * Math.Sin(2 * Math.PI * i / 20.0);
+17
View File
@@ -1,5 +1,22 @@
# CCYC: Ehlers Cyber Cycle
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Cycle |
| **Inputs** | Source (close) |
| **Parameters** | `alpha` (default 0.07) |
| **Outputs** | Single series (Ccyc) |
| **Output range** | Varies (see docs) |
| **Warmup** | `7` bars |
### TL;DR
- 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 ...
- Parameterized by `alpha` (default 0.07).
- Output range: Varies (see docs).
- Requires `7` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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.
## Historical Context