gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 19:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev'

Browse Source
This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
parent a8946cfab7 c75135ab14
commit 86a1db286c
404 changed files with 2754 additions and 1763 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/cycles/dsp/dsp.md
+1 -3
View File
@@ -13,9 +13,7 @@
| **PineScript** | [dsp.pine](dsp.pine) |
- DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price...
- Parameterized by `period` (default 40).
- Output range: Varies (see docs).
- Requires `slowPeriod * 3` bars of warmup before first valid output (IsHot = true).
- **Similar:** [SSFDSP](../ssfdsp/Ssfdsp.md), [Ccyc](../ccyc/Ccyc.md) | **Complementary:** ATR for volatility filter | **Trading note:** Digital Signal Processing filter; separates signal from noise in price data.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price while cancelling longer-term trends. Developed by John Ehlers, the indicator is grounded in cycle theory rather than arbitrary period selection, making it a principled alternative to MACD for cycle-aware trading. Bias-corrected EMAs ensure accurate amplitude during warmup.