mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +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>
79 lines
2.9 KiB
Plaintext
79 lines
2.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("HT_PHASOR: Hilbert Transform Phasor Components", "HT_PHASOR", 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 Calculates Hilbert Transform Phasor Components (InPhase and Quadrature)
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/cycles/ht_phasor.md
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//@param source Series to analyze for phasor components
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//@returns Tuple [inphase, quadrature] components
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ht_phasor(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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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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[i2, q2]
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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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[inphase, quadrature] = ht_phasor(i_source)
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// Plot
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plot(inphase, "InPhase", color=color.yellow, linewidth=2)
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plot(quadrature, "Quadrature", color=color.blue, linewidth=2)
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hline(0, "Zero", color=color.gray, linestyle=hline.style_solid)
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