Hilbert Transform Instantaneous Trendline
Created by John Ehlers, the Hilbert Transform Instantaneous Trendline is a 5-period trendline of high/low price that that uses classic electrical radio-frequency signal processing algorithms reduce noise. Dominant Cycle Periods information is also provided. [Discuss]
// usage IEnumerable<HtlResult> results = quotes.GetHtTrendline();
Historical quotes requirements
You must have at least
100 periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
6periods will have
SmoothPricesince there’s not enough data to calculate.
- The first
7periods will have
DcPeriodssince there is not enough data to calculate; and are generally unreliable for the first ~25 periods.
Convergence warning: The first
100periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
DateTime - Date from evaluated
int - Dominant cycle periods (smoothed)
double - HT Trendline
double - Weighted moving average of
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HLC3) .GetHtTrendline(..);
Results can be further processed on
Trendline with additional chain-enabled indicators.
// example var results = quotes .GetHtTrendline(..) .GetRsi(..);