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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/trends_IIR/decycler/Decycler.md
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| **Signature** | [decycler_signature](decycler_signature.md) |
- The Ehlers Decycler extracts the trend component from a price series by subtracting a 2-pole Butterworth high-pass filter from the source signal.
- Parameterized by `period` (default 60).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [EMA](../ema/ema.md), [HTIT](../htit/htit.md) | **Complementary:** Cycle indicators | **Trading note:** Ehlers Decycler; high-pass complement removes cycle components to isolate trend.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Ehlers Decycler extracts the trend component from a price series by subtracting a 2-pole Butterworth high-pass filter from the source signal. Where most moving averages blur the boundary between trend and cycle, the Decycler defines it with a frequency-domain cutoff: cycles shorter than the specified period are removed, everything longer stays. The result is an overlay that hugs price with near-zero lag during trends and rejects short-term oscillations without the smoothing artifacts of convolution-based averages.
@@ -244,4 +242,4 @@ var (results, indicator) = Decycler.Calculate(series, period: 60);
- Ehlers, J. F. (2015). "Decyclers." *Technical Analysis of Stocks & Commodities*, September 2015.
- Ehlers, J. F. (2013). *Cycle Analytics for Traders*. Wiley. Chapter 4.
- Ehlers, J. F. (2004). *Cybernetic Analysis for Stocks and Futures*. Wiley.
- Ehlers, J. F. (2004). *Cybernetic Analysis for Stocks and Futures*. Wiley.