Hilbert Transform - Dominant Cycle Phase (HT_DCPHASE)

Summary

Hilbert Transform Dominant Cycle Phase: the instantaneous phase (in degrees) of the dominant market cycle, derived from a homodyne discriminator on a Hilbert-transformed, smoothed price. One real output per bar. Output is degrees, in the range −45 to 315 (a full 360° span).

Interpretation

DCPhase is a rotating angle: it locates the current bar within the dominant price cycle the Hilbert-transform model has locked onto. One full lap of that cycle is the same −45°-to-315° span described above — Ehlers' original algorithm cuts the circle at 315° instead of the more common 0°. HT_TRENDMODE separately flags bars where the market isn't cycling at all.

Inputs

• inReal — Price series to analyze

Outputs

• outReal — Dominant cycle phase in degrees

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Can Output NaN or ±Inf
☐ Identity at Period 1

Implementation

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

Native	File
C	ta_HT_DCPHASE.c
Rust	ht_dcphase.rs
Java	Core_HT_DCPHASE.java

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

Aliases

Hilbert Transform Dominant Cycle Phase

See Also

HT_DCPERIOD · HT_PHASOR · HT_SINE · HT_TRENDLINE · HT_TRENDMODE · MAMA · WMA

References

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