QuanTAlib/lib/cycles/_index.md

Cycles

Cycle analysis identifies repeating patterns in price data. John Ehlers pioneered digital signal processing techniques for financial cycles, using Hilbert transforms and autocorrelation to detect dominant periods. Cycles exist but are non-stationary: period and amplitude shift over time.

Indicators

Indicator	Full Name	Description
ACP	Ehlers Autocorrelation Periodogram	Ehlers. Spectral analysis via autocorrelation. Detects dominant period.
AMFM	Ehlers AM Detector / FM Demodulator	Ehlers. DSP decomposition into amplitude (volatility) and frequency (timing).
CCOR	Ehlers Correlation Cycle	Ehlers. Dual Pearson correlation (cos + -sin). Phasor angle + market state.
CCYC	Ehlers Cyber Cycle	Ehlers. 4-tap FIR + 2-pole high-pass IIR. Isolates dominant cycle component.
CG	Ehlers Center of Gravity	Ehlers. Weighted sum position. Minimal lag cycle indicator.
DSP	Ehlers Detrended Synthetic Price	Removes trend to reveal underlying cycles.
EPA	Ehlers Phasor Analysis	Ehlers. Pearson correlation phasor with wraparound + trend state detection.
FSI	Ehlers Fourier Series Indicator	Ehlers. 3-harmonic bandpass + amplitude-weighted reconstruction. Cycle timing.
EBSW	Ehlers Even Better Sinewave	Ehlers. Improved sinewave extraction. Reduces false signals.
HOMOD	Ehlers Homodyne Discriminator	Dominant cycle detection via homodyne technique.
HT_DCPERIOD	Ehlers Hilbert Transform Dominant Cycle Period	Ehlers Hilbert Transform. Measures current cycle length.
HT_DCPHASE	Ehlers Hilbert Transform Dominant Cycle Phase	Ehlers Hilbert Transform. Measures current position in cycle.
HT_PHASOR	Ehlers Hilbert Transform Phasor Components	Ehlers. In-phase and quadrature components.
HT_SINE	Ehlers Hilbert Transform SineWave (also known as SINE)	Ehlers Hilbert Transform. Sine and lead sine for cycle timing.
LPF	Ehlers Linear Predictive Filter	Ehlers. Griffiths LMS predictor coefficients → DFT spectrum → dominant cycle.
LUNAR	Lunar Phase	29.5-day lunar cycle. Studied for market correlations.
SOLAR	Solar Activity Cycle	~11-year sunspot cycle. Long-term research indicator.
SSFDSP	Ehlers SSF Detrended Synthetic Price	Super Smoother Filter based DSP. Cleaner cycle extraction.