D07-F01-A24 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Ehlers Instantaneous Trendline
How can a cycle estimate control a causal trendline window? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
package convention: detrend and quadrature-filter price, estimate dominant period, then smooth over the adaptive period
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7