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Miha Kralj
26280ce80b
- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2.0 KiB
2.0 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 | 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 | Hilbert Transform Dominant Cycle Period | Ehlers Hilbert Transform. Measures current cycle length. |
| HT_DCPHASE | Hilbert Transform Dominant Cycle Phase | Ehlers Hilbert Transform. Measures current position in cycle. |
| HT_PHASOR | Hilbert Transform Phasor Components | Ehlers. In-phase and quadrature components. |
| HT_SINE | 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 | 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). |