Ehlers Detrended Synthetic Price (DSP)

Category: cycle, momentum

Measures the cycle component of price by taking the difference between a quarter-cycle and a half-cycle EMA, effectively removing the trend.

Formula

DSP = EMA_{fast}(source) - EMA_{slow}(source) \text{ where } fast = period/4, slow = period/2

Inputs

• i_source (default: hlc3)
• i_period (default: 40)

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