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Miha Kralj
3dd05f23e4
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)". - Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average". - Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)". - Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)". - Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)". - Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)". - Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names. - Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)". - Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)". - Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)". - Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX). - Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
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2.1 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 |
|---|---|---|
| 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). |