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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/cycles/ccyc/Ccyc.md
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| **PineScript** | [ccyc.pine](ccyc.pine) |
- 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).
- **Similar:** [Ccor](../ccor/Ccor.md), [CG](../cg/cg.md) | **Complementary:** EBSW for trend/cycle mode | **Trading note:** Cyber Cycle; Ehlers' bandpass approach to isolate dominant market cycles.
- 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.
@@ -152,4 +150,4 @@ O(1) per bar. The 4-tap FIR smoother uses 3 MUL + 2 ADD; the 2-pole IIR high-pas
- **Ehlers, J.F.** *Rocket Science for Traders*. Wiley, 2001. (Foundational DSP framework for markets)
- **Ehlers, J.F.** "Cybernetic Analysis." *Technical Analysis of Stocks & Commodities*, 2004.
- **Wiener, N.** *Cybernetics: Or Control and Communication in the Animal and the Machine*. MIT Press, 1948. (Origin of the "cybernetic" terminology)
- **Oppenheim, A.V. & Schafer, R.W.** *Discrete-Time Signal Processing*. Pearson, 2009. (IIR filter theory, z-domain analysis)
- **Oppenheim, A.V. & Schafer, R.W.** *Discrete-Time Signal Processing*. Pearson, 2009. (IIR filter theory, z-domain analysis)