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Add SSF-DSP implementation with validation tests and documentation

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- Implemented the SSF-DSP (Super Smooth Filter Detrended Synthetic Price) indicator using dual Super Smooth Filters.
- Added validation tests to ensure correctness against PineScript implementation and mathematical properties.
- Created comprehensive documentation outlining the architecture, mathematical foundation, performance profile, and common pitfalls.
- Included batch processing capabilities for efficient calculations on time series data.
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Miha Kralj
2026-02-04 20:58:05 -08:00
parent 3e854eac3f
commit 95838a6435
28 changed files with 6742 additions and 1 deletions
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lib/cycles/_index.md
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@@ -16,7 +16,7 @@ Cycle analysis identifies repeating patterns in price data. John Ehlers pioneere
| [HT_DCPERIOD](ht_dcperiod/Ht_dcperiod.md) | HT Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
| [HT_DCPHASE](ht_dcphase/Ht_dcphase.md) | HT Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
| [HT_PHASOR](ht_phasor/Ht_phasor.md) | HT Phasor Components | Ehlers. In-phase and quadrature components. |
| [HT_SINE](ht_sine/Ht_sine.md) | HT SineWave | Ehlers. Sine and lead sine for cycle timing. |
| [HT_SINE](ht_sine/HtSine.md) | Hilbert Transform SineWave | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
| [LUNAR](lunar/Lunar.md) | Lunar Phase | 29.5-day lunar cycle. Studied for market correlations. |
| [PHASOR](phasor/Phasor.md) | Phasor Analysis | Ehlers. Phase angle from Hilbert Transform. |
| [SINE](sine/Sine.md) | Sine Wave | Ehlers. Basic sinewave indicator for cycle mode. |