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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/cycles/ht_dcperiod/HtDcperiod.md
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- 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.
@@ -112,4 +110,4 @@ The period range [6, 50] and all smoothing constants are fixed by the TA-Lib spe
- **Ehlers, J.F.** *Rocket Science for Traders*. Wiley, 2001.
- **TA-Lib** `TA_HT_DCPERIOD()` reference implementation.
- **Ehlers, J.F.** *Cybernetic Analysis for Stocks and Futures*. Wiley, 2004.
- **Ehlers, J.F.** *Cybernetic Analysis for Stocks and Futures*. Wiley, 2004.