EvenBetterSinewave

Ehlers' EBSW — a self-normalising cycle oscillator that swings cleanly in [−1, +1] regardless of price amplitude.

Quick reference

Field	Value
Family	Ehlers / Cycle (DSP)
Input type	f64
Output type	f64
Output range	[−1, +1]
Default parameters	(hp_period = 40, ssf_length = 10)
Warmup period	3
Interpretation	Cross up ~−0.9/0 = buy; cross down ~+0.9/0 = sell.

Formula

alpha1 = (1 − sin(2π/hp_period)) / cos(2π/hp_period)
HP_t   = 0.5·(1 + alpha1)·(price_t − price_{t−1}) + alpha1·HP_{t−1}   (one-pole highpass)
Filt   = SuperSmoother(HP, ssf_length)
Wave   = (Filt_t + Filt_{t−1} + Filt_{t−2}) / 3
Pwr    = (Filt_t² + Filt_{t−1}² + Filt_{t−2}²) / 3
EBSW   = Wave / sqrt(Pwr)

Price is highpass-filtered (trend removed), SuperSmoothed (noise removed), then a 3-bar average of the result is divided by its RMS power to normalise the amplitude. The output behaves like a clean sine wave in [−1, +1] on any instrument — far more stable than the Hilbert-transform SineWave in trends. Source: crates/wickra-core/src/indicators/even_better_sinewave.rs.

Parameters

Name	Type	Default	Valid range	Source	Description
hp_period	usize	40	>= 1	even_better_sinewave.rs:69	One-pole highpass cutoff (removes trend).
ssf_length	usize	10	>= 1	even_better_sinewave.rs:69	SuperSmoother length (removes noise). 0 for either errors with Error::PeriodZero.

params() returns (hp_period, ssf_length); value returns the current output if ready.

Inputs / Outputs

From crates/wickra-core/src/indicators/even_better_sinewave.rs:

use wickra::{Indicator, EvenBetterSinewave};
// EvenBetterSinewave: Input = f64, Output = f64
const _: fn(&mut EvenBetterSinewave, f64) -> Option<f64> =
    <EvenBetterSinewave as Indicator>::update;

An f64 in, an Option<f64> out. The Python binding takes a scalar for update and a 1-D numpy array for batch (NaN warmup); Node takes update(value) and batch(values[]).

Warmup

warmup_period() == 3. Three SuperSmoothed samples are needed for the Wave/Power window (first_emission_at_warmup_period pins this).

Edge cases

• Bounded. The reading is clamped to [−1, +1] (output_in_range pins this).
• Cyclic input → both signs. A sine input swings the oscillator across zero (cyclic_input_swings_both_signs pins this).
• Zero power → 0. A degenerate window with zero power returns 0 (guarded in the source).
• Non-finite input. A NaN/∞ input is ignored and the last value returned (ignores_non_finite pins this).
• Reset. e.reset() clears the highpass, the SuperSmoother, the filter buffer and the last value (reset_clears_state).

Examples

Rust

use wickra::{BatchExt, Indicator, EvenBetterSinewave};
use std::f64::consts::TAU;

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut e = EvenBetterSinewave::new(40, 10)?;
    let xs: Vec<f64> = (0..200).map(|i| 100.0 + (TAU * f64::from(i) / 30.0).sin() * 5.0).collect();
    println!("last = {:?}", e.batch(&xs).last().unwrap());
    Ok(())
}

Python

import numpy as np
import wickra as ta

e = ta.EvenBetterSinewave(40, 10)
x = 100 + np.sin(2 * np.pi * np.arange(200) / 30) * 5
print(e.batch(x)[-5:])  # in [-1, 1]

Node

const ta = require('wickra');

const e = new ta.EvenBetterSinewave(40, 10);
console.log('warmupPeriod:', e.warmupPeriod()); // 3

Streaming

use wickra::{Indicator, EvenBetterSinewave};

let mut e = EvenBetterSinewave::new(40, 10).unwrap();
let mut last = None;
for i in 0..120 {
    last = e.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
println!("{last:?}");

Streaming update and batch are equivalent tick-for-tick (batch_equals_streaming pins this).

Interpretation

1. Turning points. The oscillator peaks near +1 at cycle tops and −1 at bottoms; act on the turn back through the extreme.
2. Zero-line. Crossing zero confirms a shift in the cycle's direction.
3. Stable in trends. Because of the normalisation it does not run to the rail and stick the way raw sine-wave indicators do.

Common pitfalls

• Cycle, not trend. EBSW measures the de-trended cycle; pair it with a trend filter for directional bias.
• Two lengths to tune. hp_period sets what counts as trend; ssf_length sets smoothing — adjust both to your timeframe.
• Not the Hilbert sinewave. Different construction from SineWave; readings will not match.

References

Ehlers, J. F. (2013), Cycle Analytics for Traders, Wiley, ch. 12 ("The Even Better Sinewave Indicator").

See also

• Indicator-SineWave — the Hilbert-transform sinewave.
• Indicator-BandpassFilter — single-band cycle isolator.
• Indicator-Reflex — zero-lag cycle oscillator.
• Indicators-Overview — the full taxonomy.