mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 12:37:43 +00:00
Miha Kralj
86fe32a682
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>
89 lines
3.3 KiB
Plaintext
89 lines
3.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("HT_TRENDMODE: Hilbert Transform Trend Mode", "HT_TRENDMODE", overlay=false)
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//@function Numerically stable atan2 implementation for quadrant-aware angle calculation
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//@param y Y-coordinate (imaginary/quadrature component)
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//@param x X-coordinate (real/in-phase component)
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//@returns Angle in radians from -π to π
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atan2(series float y, series float x) =>
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if y == 0.0 and x == 0.0
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runtime.error("atan2: Both y and x cannot be zero")
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ay = math.abs(y)
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ax = math.abs(x)
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angle = 0.0
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if ax > ay
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angle := math.atan(ay / ax)
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else
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angle := (math.pi / 2.0) - math.atan(ax / ay)
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if x < 0.0
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angle := math.pi - angle
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if y < 0.0
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angle := -angle
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angle
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//@function Determines if market is in trend mode (1) or cycle mode (0)
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/dynamics/ht_trendmode.md
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//@param source Series to analyze for trend/cycle state
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//@returns 1 for trend mode, 0 for cycle mode
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ht_trendmode(series float source) =>
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var float smooth_price = 0.0
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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 ji = 0.0
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var float jq = 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 period = 15.0
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var float smooth_period = 15.0
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var float dc_phase = 0.0
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var float inst_period = 15.0
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var int trend_mode = 0
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float price = nz(source)
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float bandwidth = 0.075 * smooth_period + 0.54
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smooth_price := (4.0 * price + 3.0 * nz(price[1]) + 2.0 * nz(price[2]) + nz(price[3])) / 10.0
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detrender := (0.0962 * smooth_price + 0.5769 * nz(smooth_price[2]) - 0.5769 * nz(smooth_price[4]) - 0.0962 * nz(smooth_price[6])) * bandwidth
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q1 := (0.0962 * detrender + 0.5769 * nz(detrender[2]) - 0.5769 * nz(detrender[4]) - 0.0962 * nz(detrender[6])) * bandwidth
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i1 := nz(detrender[3])
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ji := (0.0962 * i1 + 0.5769 * nz(i1[2]) - 0.5769 * nz(i1[4]) - 0.0962 * nz(i1[6])) * bandwidth
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jq := (0.0962 * q1 + 0.5769 * nz(q1[2]) - 0.5769 * nz(q1[4]) - 0.0962 * nz(q1[6])) * bandwidth
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i2 := i1 - jq
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q2 := q1 + ji
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i2 := 0.2 * i2 + 0.8 * nz(i2[1])
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q2 := 0.2 * q2 + 0.8 * nz(q2[1])
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re := i2 * nz(i2[1]) + q2 * nz(q2[1])
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im := i2 * nz(q2[1]) - q2 * nz(i2[1])
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re := 0.2 * re + 0.8 * nz(re[1])
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im := 0.2 * im + 0.8 * nz(im[1])
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if im != 0.0 or re != 0.0
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float angle = atan2(im, re)
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if angle != 0.0
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period := 2.0 * math.pi / angle
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period := math.max(6.0, math.min(50.0, period))
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smooth_period := 0.33 * period + 0.67 * smooth_period
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if im != 0.0 or re != 0.0
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dc_phase := atan2(im, re)
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float delta_phase = dc_phase - nz(dc_phase[1])
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if math.abs(delta_phase) < 0.1
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delta_phase := nz(delta_phase[1])
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if delta_phase != 0.0
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float temp_period = 2.0 * math.pi / delta_phase
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inst_period := 0.33 * temp_period + 0.67 * nz(inst_period[1])
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trend_mode := inst_period > (1.5 * smooth_period) ? 1 : 0
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trend_mode
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(hlc3, "Source")
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// Calculation
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trendmode = ht_trendmode(i_source)
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// Plot
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plot(trendmode, "Trend Mode", color=trendmode == 1 ? color.green : color.red, linewidth=3, style=plot.style_stepline)
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