# Schaff Trend Cycle

`D07-F03-A21` · Technical Indicators → Momentum · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/momentum/schaff-trend-cycle/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { schaffTrendCycle } from "fintech-algorithms/technical-indicators/momentum/schaff-trend-cycle";
```

## Signature

```ts
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 | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `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_period` is not an integer >= 2 — throws Error
- When `bars` is empty — throws Error

## Complexity

Time `O(n * cycle_period)`, space `O(n)`.

## Worked example

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

`input`:

```json
{
  "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

```ts
schaffTrendCycle(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "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
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/momentum/schaff-trend-cycle/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/momentum/schaff-trend-cycle/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt