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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/cycles/ht_phasor/HtPhasor.md
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@@ -14,8 +14,6 @@
- HT_PHASOR decomposes the price signal into two orthogonal components, InPhase ($I$) and Quadrature ($Q$), using the Hilbert Transform.
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires `LOOKBACK` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
HT_PHASOR decomposes the price signal into two orthogonal components, InPhase ($I$) and Quadrature ($Q$), using the Hilbert Transform. Together these form a complex phasor $Z = I + jQ$ that describes the instantaneous amplitude and phase of the dominant market cycle. Compatible with TA-Lib's `HT_PHASOR` function, this dual-output indicator provides the fundamental building blocks for cycle analysis, phasor crossover timing, and instantaneous amplitude measurement.
@@ -105,4 +103,4 @@ $O(1)$ per bar. Fixed Hilbert cascade with circular buffers. Warmup: 32 bars (TA
- **Ehlers, J.F.** *Rocket Science for Traders*. Wiley, 2001.
- **TA-Lib** `TA_HT_PHASOR()` reference implementation.
- **Ehlers, J.F.** *Cybernetic Analysis for Stocks and Futures*. Wiley, 2004.
- **Ehlers, J.F.** *Cybernetic Analysis for Stocks and Futures*. Wiley, 2004.