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
CG	Center of Gravity	Ehlers. Weighted sum position. Minimal lag cycle indicator.
DSP	Detrended Synthetic Price	Removes trend to reveal underlying cycles.
EACP	Autocorrelation Periodogram	Ehlers. Spectral analysis via autocorrelation. Detects dominant period.
EBSW	Even Better Sinewave	Ehlers. Improved sinewave extraction. Reduces false signals.
HOMOD	Homodyne Discriminator	Dominant cycle detection via homodyne technique.
HT_DCPERIOD	HT Dominant Cycle Period	Ehlers Hilbert Transform. Measures current cycle length.
HT_DCPHASE	HT Dominant Cycle Phase	Ehlers Hilbert Transform. Measures current position in cycle.
HT_PHASOR	HT Phasor Components	Ehlers. In-phase and quadrature components.
HT_SINE	HT SineWave	Ehlers. Sine and lead sine for cycle timing.
LUNAR	Lunar Phase	29.5-day lunar cycle. Studied for market correlations.
PHASOR	Phasor Analysis	Ehlers. Phase angle from Hilbert Transform.
SINE	Sine Wave	Ehlers. Basic sinewave indicator for cycle mode.
SOLAR	Solar Activity Cycle	~11-year sunspot cycle. Long-term research indicator.
SSFDSP	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).