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Miha Kralj
7253f61299
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic. - Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks. - Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations). - Enhanced documentation for TRAMA, including performance profiles and quality metrics. - Updated workspace configuration by removing unnecessary folder references.
2.4 KiB
2.4 KiB
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 | Ehlers Hilbert Transform. Sine and lead sine for cycle timing. |
| LUNAR | Lunar Phase | 29.5-day lunar cycle. Studied for market correlations. |
| SINE | Ehlers Sine Wave | Ehlers. Basic sinewave indicator for cycle mode. |
| 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. |
| STC | Schaff Trend Cycle | MACD + double Stochastic smoothing. Fast cycle oscillator (0-100). |