Schaff Trend Cycle
Install and import#
npm install fintech-algorithmsimport { schaffTrendCycle } from "fintech-algorithms/technical-indicators/momentum/schaff-trend-cycle";Signature#
schaffTrendCycle(input)Runs the MACD line through two stochastic passes, each followed by a 3-period EMA, turning a trend measure into a 0..100 cycle oscillator.
Parameters#
| Name | Type | Notes |
|---|---|---|
input | TopicInput | bars is a chronological array of OHLCV rows, each with a non-empty timestamp plus finite open, high, low, close and volume. From parameters this topic reads cycle_period (integer >= 2, default 10), the window for both stochastic passes. The 12/26 MACD lengths and the two 3-period EMA passes are fixed. The shared momentum preamble still validates period (default 14), fast_period (default 5) and slow_period (default 34) before branching, so a bad value for any of them throws even though this topic reads none of them. |
Returns#
TopicResult
series and latest carry one key, value, the twice-stochastic, twice-EMA-smoothed MACD line. Four stacked stages make this the longest warm-up prefix in the family.
Warm-up#
The first 25 + 2 * (cycle_period + 1) bars (47 with the default cycle_period of 10) positions are null. The MACD line resolves at index 25 once the 26-period EMA seeds; each stochastic pass then costs cycle_period - 1 bars and each 3-period EMA two more, so ready_at is 47 on the canonical fixture.
Errors#
- When
cycle_periodis not an integer >= 2 — throws Error - When
barsis empty — throws Error
Complexity: time O(n * cycle_period),
space O(n).
Worked example#
executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.
Input#
{
"bars": [
{
"timestamp": "2024-01-02",
"basis": "synthetic-unadjusted",
"open": 100,
"high": 101.45,
"low": 98.695,
"close": 100,
"volume": 750000,
"benchmark": 200
},
{
"timestamp": "2024-01-03",
"basis": "synthetic-unadjusted",
"open": 101.49111452,
"high": 103.38381693,
"low": 100.05480022,
"close": 101.78791214,
"volume": 795117,
"benchmark": 200.56326135
},
{
"timestamp": "2024-01-04",
"basis": "synthetic-unadjusted",
"open": 102.45519048,
"high": 104.6701838,
"low": 100.91147007,
"close": 102.9549389,
"volume": 840234,
"benchmark": 201.11020913
}
],
"parameters": {}
}Call#
schaffTrendCycle(input)Returns#
object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …
{
"topic_id": "D07-F03-A21",
"title": "Schaff Trend Cycle",
"state": "calculated",
"ready": true,
"ready_at": 47,
"series": {
"value": [null, null, null, null, null, null]
},
"latest": {
"value": 6.810924814132896
},
"parameters": {},
"diagnostics": {
"causal": true,
"input_count": 96
}
}Diagrams#
Calculation flow#
Schaff Trend Cycle calculation flow
flowchart LR
A["an ordered price or OHLC series, declared lookbacks, smoot"] --> B["Validate order, basis, and finite values"]
B --> C["Apply the selected Schaff Trend Cycle convention"]
C --> D["Emit value, readiness, and diagnostics"]
D --> E["Interpret descriptively; test outcomes separately"]
B -->|invalid or insufficient| X["Withhold output with a reason"]
Schaff Trend Cycle readiness and evidence states
stateDiagram-v2
[*] --> Waiting
Waiting --> Ready: enough valid causal observations
Waiting --> Rejected: malformed or unsupported input
Ready --> Calculated: selected formula applied
Calculated --> Interpreted: diagnostic and limitation retained
Interpreted --> Ready: next observation arrives
Rejected --> Waiting: corrected input and deterministic reset
How it works#
This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.
References#
- TA-Lib function groups — see linked primary or authoritative record
- TA-Lib C/C++ API — see linked primary or authoritative record
- TA-Lib maintained source — see linked primary or authoritative record
- Evidence decision
- Level 1 evidence map