mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 04:57:44 +00:00
Miha Kralj
3dd05f23e4
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)". - Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average". - Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)". - Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)". - Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)". - Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)". - Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names. - Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)". - Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)". - Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)". - Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX). - Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
63 lines
2.6 KiB
Plaintext
63 lines
2.6 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Ehlers Hilbert Transform Instantaneous Trend (HTIT)", "HTIT", overlay=true)
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//@function Calculates the Hilbert Transform Instantaneous Trendline (HTIT)
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//@param source Series to calculate HTIT from
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//@returns HTIT value using Hilbert Transform with adaptive period estimation
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//@optimized Uses Hilbert Transform quadrature components for O(1) complexity per bar
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htit(series float source) =>
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var float price = na
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var float smooth = na
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var float detrender = 0.0
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var float I1 = 0.0
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var float Q1 = 0.0
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var float I2 = 0.0
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var float Q2 = 0.0
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var float Re = 0.0
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var float Im = 0.0
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var float periodEst = 10.0
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var float iTrend = na
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var float iTrend1 = na
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var float iTrend2 = na
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float result = na
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price := (4 * source + 3 * source[1] + 2 * source[2] + source[3]) / 10
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smooth := (4 * price + 3 * price[1] + 2 * price[2] + price[3]) / 10
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float padAdj = 0.075 * periodEst + 0.54
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detrender := (0.0962 * smooth + 0.5769 * smooth[2] - 0.5769 * smooth[4] - 0.0962 * smooth[6]) * padAdj
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I1 := nz(detrender[3])
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Q1 := (0.0962 * detrender + 0.5769 * detrender[2] - 0.5769 * detrender[4] - 0.0962 * detrender[6]) * padAdj
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float jI = (0.0962 * I1 + 0.5769 * I1[2] - 0.5769 * I1[4] - 0.0962 * I1[6]) * padAdj
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float jQ = (0.0962 * Q1 + 0.5769 * Q1[2] - 0.5769 * Q1[4] - 0.0962 * Q1[6]) * padAdj
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I2 := 0.2 * (I1 - jQ) + 0.8 * nz(I2[1])
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Q2 := 0.2 * (Q1 + jI) + 0.8 * nz(Q2[1])
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Re := 0.2 * (I2 * nz(I2[1]) + Q2 * nz(Q2[1])) + 0.8 * nz(Re[1])
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Im := 0.2 * (I2 * nz(Q2[1]) - Q2 * nz(I2[1])) + 0.8 * nz(Im[1])
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float newP = Im != 0 and Re != 0 ? 2 * math.pi / math.atan(Im / Re) : periodEst
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periodEst := math.max(6, math.min(50, 0.2 * newP + 0.8 * periodEst))
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float angle = I1 != 0 ? math.atan(Q1 / I1) : math.pi / 2 * math.sign(Q1)
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angle += I1 < 0 ? math.pi : Q1 < 0 and I1 > 0 ? 2 * math.pi : 0
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angle := angle % (2 * math.pi)
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float trendPower = math.sqrt(I1 * I1 + Q1 * Q1)
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float newITrendComponent = smooth + 0.07 * trendPower * math.sin(angle)
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float currentITrend2 = nz(iTrend1[1], smooth)
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float currentITrend1 = nz(iTrend[1], smooth)
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float currentITrend = 0.9 * newITrendComponent + 1.1 * currentITrend1 - 1.0 * currentITrend2
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iTrend2 := currentITrend1
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iTrend1 := currentITrend
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iTrend := currentITrend
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result := currentITrend
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result
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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// Calculation
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htit_value = htit(i_source)
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// Plot
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plot(htit_value, "HTIT", color=color.yellow, linewidth=2)
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