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lib/cycles/ht_dcperiod/HtDcperiod.md
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# HT_DCPERIOD: Ehlers Hilbert Transform Dominant Cycle Period
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Cycle |
| **Inputs** | Source (close) |
| **Parameters** | None |
| **Outputs** | Single series (HT_DCPERIOD) |
| **Output range** | Varies (see docs) |
| **Warmup** | `LOOKBACK` bars |
### TL;DR
- HT_DCPERIOD estimates the period of the dominant market cycle using Ehlers' Hilbert Transform cascade.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires `LOOKBACK` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
HT_DCPERIOD estimates the period of the dominant market cycle using Ehlers' Hilbert Transform cascade. The algorithm extracts In-Phase and Quadrature components from price, computes instantaneous phase via homodyne discrimination, and derives the period from the phase rate of change. Output is a continuously varying period (typically 6-50 bars) compatible with TA-Lib's `HT_DCPERIOD` function. The indicator enables dynamic tuning of other indicators to the market's actual rhythm rather than fixed-parameter assumptions.
## Historical Context