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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)