Add Ehlers Hilbert Transform Instantaneous Trend (HTIT) implementation and tests

- Implemented the HTIT indicator in Htit.cs, utilizing the Hilbert Transform for trend analysis.
- Added unit tests for HTIT validation against TA-Lib, Skender, and Ooples implementations in Htit.Validation.Tests.cs.
- Created documentation for HTIT in Htit.md, detailing its core concepts, formula, parameters, usage, and interpretation.
This commit is contained in:
Miha Kralj
2025-12-14 16:52:02 -08:00
parent f7b8fe1654
commit 822aaa0d40
18 changed files with 951 additions and 267 deletions
+4 -4
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@@ -44,7 +44,7 @@
| BWMA | Bessel-Weighted MA | Trends |
| CCI | Commodity Channel Index | Momentum |
| CCV | Close-to-Close Volatility | Volatility |
| CFB | Jurik Composite Fractal Behavior | Cycles |
| [CFB](momentum/cfb/Cfb.md) | Jurik Composite Fractal Behavior | Cycles |
| CFO | Chande Forecast Oscillator | Forecasts |
| CG | Ehlers Center of Gravity | Cycles |
| CHANGE | Percentage Change | Numerics |
@@ -64,7 +64,7 @@
| DECAYCHANNEL | Decay Min-Max Channel | Channels |
| [DEMA](trends/dema/Dema.md) | Double Exponential MA | Trends |
| DIRTY | Dirty Data Detection | Errors |
| DMX | Jurik Directional Movement Index | Momentum |
| [DMX](momentum/dmx/Dmx.md) | Jurik Directional Movement Index | Momentum |
| DPO | Detrended Price Oscillator | Momentum |
| DSMA | Deviation-Scaled MA | Trends |
| DSP | Detrended Synthetic Price | Cycles |
@@ -207,7 +207,7 @@
| RSI | Relative Strength Index | Momentum |
| RSQUARED | R-Squared | Errors |
| RSV | Rogers-Satchell Volatility | Volatility |
| RSX | Jurik Relative Strength Quality Index | Momentum |
| [RSX](momentum/rsx/Rsx.md) | Jurik Relative Strength Quality Index | Momentum |
| RV | Realized Volatility | Volatility |
| RVI | Relative Volatility Index | Volatility |
| SDCHANNEL | Standard Deviation Channel | Channels |
@@ -257,7 +257,7 @@
| VA | Volume Accumulation | Volume |
| VAMA | Volatility Adjusted Moving Average | Trends |
| VARIANCE | Variance | Statistics |
| VEL | Jurik Velocity | Momentum |
| [VEL](momentum/vel/Vel.md) | Jurik Velocity | Momentum |
| VF | Volume Force | Volume |
| [VIDYA](trends/vidya/Vidya.md) | Variable Index Dynamic Average | Trends |
| VO | Volume Oscillator | Volume |