mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
63 lines
2.5 KiB
Plaintext
63 lines
2.5 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Hilbert Trendline (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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