HilbertTransform Class Reference

This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. <remark>Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf</remark> More...

Inheritance diagram for HilbertTransform:

Public Member Functions
	HilbertTransform (string name, int length, decimal inPhaseMultiplicationFactor, decimal quadratureMultiplicationFactor)
	Creates a new Hilbert Transform indicator More...
	HilbertTransform (int length=7, decimal inPhaseMultiplicationFactor=0.635m, decimal quadratureMultiplicationFactor=0.338m)
	Creates a new Hilbert Transform indicator with default name and default params More...
override void	Reset ()
	Resets this indicator to its initial state More...

Public Attributes
int	WarmUpPeriod => _length + 2
	Required period, in data points, for the indicator to be ready and fully initialized. More...
override bool	IsReady => Samples >= WarmUpPeriod
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (IndicatorDataPoint input)
	Computes the next value of this indicator from the given state More...

Properties
IndicatorBase< IndicatorDataPoint >	InPhase [get]
	Real (inPhase) part of complex number component of price values More...
IndicatorBase< IndicatorDataPoint >	Quadrature [get]
	Imaginary (quadrature) part of complex number component of price values More...

Detailed Description

This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. <remark>Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf</remark>

Definition at line 26 of file HilbertTransform.cs.

Constructor & Destructor Documentation

HilbertTransform() [1/2]

HilbertTransform.HilbertTransform	(	string	name,
		int	length,
		decimal	inPhaseMultiplicationFactor,
		decimal	quadratureMultiplicationFactor
	)

Creates a new Hilbert Transform indicator

Parameters

name	The name of this indicator
length	The length of the FIR filter used in the calculation of the Hilbert Transform. This parameter determines the number of filter coefficients in the FIR filter.
inPhaseMultiplicationFactor	The multiplication factor used in the calculation of the in-phase component of the Hilbert Transform. This parameter adjusts the sensitivity and responsiveness of the transform to changes in the input signal.
quadratureMultiplicationFactor	The multiplication factor used in the calculation of the quadrature component of the Hilbert Transform. This parameter also adjusts the sensitivity and responsiveness of the transform to changes in the input signal.

Definition at line 67 of file HilbertTransform.cs.

HilbertTransform() [2/2]

HilbertTransform.HilbertTransform	(	int	length = 7,
		decimal	inPhaseMultiplicationFactor = 0.635m,
		decimal	quadratureMultiplicationFactor = 0.338m
	)

Creates a new Hilbert Transform indicator with default name and default params

Parameters

length	The length of the FIR filter used in the calculation of the Hilbert Transform. This parameter determines the number of filter coefficients in the FIR filter.
inPhaseMultiplicationFactor	The multiplication factor used in the calculation of the in-phase component of the Hilbert Transform. This parameter adjusts the sensitivity and responsiveness of the transform to changes in the input signal.
quadratureMultiplicationFactor	The multiplication factor used in the calculation of the quadrature component of the Hilbert Transform. This parameter also adjusts the sensitivity and responsiveness of the transform to changes in the input signal.

Definition at line 137 of file HilbertTransform.cs.

Member Function Documentation

ComputeNextValue()

override decimal HilbertTransform.ComputeNextValue ( IndicatorDataPoint  input )

protected

Computes the next value of this indicator from the given state

Parameters

input

The input given to the indicator

Returns

A new value for this indicator

Definition at line 147 of file HilbertTransform.cs.

Reset()

override void HilbertTransform.Reset

(

)

Resets this indicator to its initial state

Definition at line 183 of file HilbertTransform.cs.

Member Data Documentation

WarmUpPeriod

int HilbertTransform.WarmUpPeriod => _length + 2

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 50 of file HilbertTransform.cs.

IsReady

override bool HilbertTransform.IsReady => Samples >= WarmUpPeriod

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 55 of file HilbertTransform.cs.

Property Documentation

InPhase

IndicatorBase<IndicatorDataPoint> HilbertTransform.InPhase

get

Real (inPhase) part of complex number component of price values

Definition at line 40 of file HilbertTransform.cs.

Quadrature

IndicatorBase<IndicatorDataPoint> HilbertTransform.Quadrature

get

Imaginary (quadrature) part of complex number component of price values

Definition at line 45 of file HilbertTransform.cs.

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The documentation for this class was generated from the following file:

• Indicators/HilbertTransform.cs