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).
Inputs
inReal— Source price/value series
Outputs
outReal— Smoothed dominant cycle period in bars
Implementation
TA-Lib Definition: ht_dcperiod.c · ht_dcperiod.yaml
| Native | File |
|---|---|
| C | ta_HT_DCPERIOD.c |
| Rust | ht_dcperiod.rs |
| Java | Core.java |
TA-Lib is also available for Python, 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)