QuanTAlib/lib/cycles/_index.md

Cycles

"The market is a discounting mechanism that anticipates cycles before they complete." Unknown

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
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.
EACP	Ehlers Autocorrelation Periodogram	Ehlers. Spectral analysis via autocorrelation. Detects dominant period.
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.
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.