gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-23 21:18:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

SIMD Refactor: Merge simd-dev into dev (#55)

Browse Source 
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
This commit is contained in:
Miha Kralj
2026-01-18 19:02:03 -08:00
committed by GitHub
co-authored by Claude Opus 4.5 aider Warp
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends_IIR/htit/htit.pine
+63
View File
@@ -0,0 +1,63 @@
// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Hilbert Trendline (HTIT)", "HTIT", overlay=true)
//@function Calculates the Hilbert Transform Instantaneous Trendline (HTIT)
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/htit.md
//@param source Series to calculate HTIT from
//@returns HTIT value using Hilbert Transform with adaptive period estimation
//@optimized Uses Hilbert Transform quadrature components for O(1) complexity per bar
htit(series float source) =>
var float price = na
var float smooth = na
var float detrender = 0.0
var float I1 = 0.0
var float Q1 = 0.0
var float I2 = 0.0
var float Q2 = 0.0
var float Re = 0.0
var float Im = 0.0
var float periodEst = 10.0
var float iTrend = na
var float iTrend1 = na
var float iTrend2 = na
float result = na
price := (4 * source + 3 * source[1] + 2 * source[2] + source[3]) / 10
smooth := (4 * price + 3 * price[1] + 2 * price[2] + price[3]) / 10
float padAdj = 0.075 * periodEst + 0.54
detrender := (0.0962 * smooth + 0.5769 * smooth[2] - 0.5769 * smooth[4] - 0.0962 * smooth[6]) * padAdj
I1 := nz(detrender[3])
Q1 := (0.0962 * detrender + 0.5769 * detrender[2] - 0.5769 * detrender[4] - 0.0962 * detrender[6]) * padAdj
float jI = (0.0962 * I1 + 0.5769 * I1[2] - 0.5769 * I1[4] - 0.0962 * I1[6]) * padAdj
float jQ = (0.0962 * Q1 + 0.5769 * Q1[2] - 0.5769 * Q1[4] - 0.0962 * Q1[6]) * padAdj
I2 := 0.2 * (I1 - jQ) + 0.8 * nz(I2[1])
Q2 := 0.2 * (Q1 + jI) + 0.8 * nz(Q2[1])
Re := 0.2 * (I2 * nz(I2[1]) + Q2 * nz(Q2[1])) + 0.8 * nz(Re[1])
Im := 0.2 * (I2 * nz(Q2[1]) - Q2 * nz(I2[1])) + 0.8 * nz(Im[1])
float newP = Im != 0 and Re != 0 ? 2 * math.pi / math.atan(Im / Re) : periodEst
periodEst := math.max(6, math.min(50, 0.2 * newP + 0.8 * periodEst))
float angle = I1 != 0 ? math.atan(Q1 / I1) : math.pi / 2 * math.sign(Q1)
angle += I1 < 0 ? math.pi : Q1 < 0 and I1 > 0 ? 2 * math.pi : 0
angle := angle % (2 * math.pi)
float trendPower = math.sqrt(I1 * I1 + Q1 * Q1)
float newITrendComponent = smooth + 0.07 * trendPower * math.sin(angle)
float currentITrend2 = nz(iTrend1[1], smooth)
float currentITrend1 = nz(iTrend[1], smooth)
float currentITrend = 0.9 * newITrendComponent + 1.1 * currentITrend1 - 1.0 * currentITrend2
iTrend2 := currentITrend1
iTrend1 := currentITrend
iTrend := currentITrend
result := currentITrend
result
// ---------- Main loop ----------
// Inputs
i_source = input.source(close, "Source")
// Calculation
htit_value = htit(i_source)
// Plot
plot(htit_value, "HTIT", color=color.yellow, linewidth=2)