Hilbert Transform - Dominant Cycle Period (HT_DCPERIOD)

Summary

Hilbert Transform estimate of the dominant cycle period (in bars) of the price series. Outputs the smoothed instantaneous cycle period. Output is the estimated dominant cycle length in bars (clamped to 6-50).

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · positive

Inputs

• inReal — Source price/value series

Outputs

• outReal — Smoothed dominant cycle period in bars

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
✅ Uses Transcendental i
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_HT_DCPERIOD( 0, n - 1, series, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.ht_dcperiod(0, series.len() - 1, &series, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.htDcperiod(0, series.length - 1, series, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.HtDcperiod(0, series.Length - 1, series, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { htDcperiod } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = htDcperiod(series);
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: ht_dcperiod.c · ht_dcperiod.yaml

Native	File
C	ta_HT_DCPERIOD.c
Rust	ht_dcperiod.rs
Java	Core_HT_DCPERIOD.java
C#	Core_HT_DCPERIOD.cs
TypeScript	htDcperiod.ts

Python: talib.HT_DCPERIOD, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Hilbert Transform Dominant Cycle Period, Dominant Cycle Period

See Also

HT_DCPHASE · HT_PHASOR · HT_SINE · HT_TRENDMODE · MAMA · WMA

References

• John F. Ehlers, Rocket Science for Traders: Digital Signal Processing Applications, John Wiley & Sons (ISBN 0471405671)