Class: Quant::Indicators::DecyclerPoint

Inherits:
IndicatorPoint show all
Defined in:
lib/quant/indicators/decycler.rb

Overview

The decycler oscillator can be useful for determining the transition be- tween uptrends and downtrends by the crossing of the zero line. Alternatively, the changes of slope of the decycler oscillator are easier to identify than the changes in slope of the original decycler. Optimum cutoff periods can easily be found by experimentation.

  1. A decycler filter functions the same as a low-pass filter.

  2. A decycler filter is created by subtracting the output of a high-pass filter from the input, thereby removing the high-frequency components by cancellation.

  3. A decycler filter has very low lag.

  4. A decycler oscillator is created by subtracting the output of a high-pass filter having a shorter cutoff period from the output of another high-pass filter having a longer cutoff period.

  5. A decycler oscillator shows transitions between uptrends and down-trends at the zero crossings.

Instance Attribute Summary

Attributes inherited from IndicatorPoint

#indicator, #tick

Method Summary

Methods inherited from IndicatorPoint

#initialize, #initialize_data_points, #oc2

Methods included from Attributes

deregister, included, register, registry

Constructor Details

This class inherits a constructor from Quant::Indicators::IndicatorPoint