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@@ -13,9 +13,7 @@
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| **PineScript** | [cwt.pine](cwt.pine) |
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- CWT computes the magnitude of the Continuous Wavelet Transform at a specified scale using the Morlet wavelet, providing a time-frequency decomposit...
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- Parameterized by `scale` (default 10.0), `omega0` (default 6.0).
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- Output range: Varies (see docs).
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- Requires windowSize (2K+1) bars of warmup before first valid output (IsHot = true), where K = round(3 × scale).
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- **Similar:** [DWT](../dwt/Dwt.md), [FFT](../fft/Fft.md) | **Trading note:** Continuous Wavelet Transform; multi-resolution time-frequency analysis for cycle detection.
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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CWT computes the magnitude of the Continuous Wavelet Transform at a specified scale using the Morlet wavelet, providing a time-frequency decomposition that measures the energy content of a specific frequency band at each point in time. Unlike Fourier analysis which loses time localization, the wavelet transform maintains both time and frequency information simultaneously. The output is a non-negative magnitude series where peaks indicate strong presence of the target frequency (determined by the scale parameter) and troughs indicate absence of that frequency component.
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@@ -97,4 +95,4 @@ Strong SIMD candidate for batch: inner products are FMA-vectorizable. AVX2 proce
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- Morlet, J. et al. (1982). "Wave propagation and sampling theory." *Geophysics*, 47(2): 203-236
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- Torrence, C. & Compo, G.P. (1998). "A Practical Guide to Wavelet Analysis." *Bulletin of the American Meteorological Society*
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- PineScript reference: [`cwt.pine`](cwt.pine)
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- PineScript reference: [`cwt.pine`](cwt.pine)
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