MetaStock™ Zone • Forum & FAQ • Artykuły • Linki • Elliott Waves • EasyLanguage™ Zone
 
Hilbert Transform by John Ehlers
In my first article, using the Hilbert Transform, I showed how the technique could be used
for measuring the cyclic content in prices at any given bar on your chart. This, in turn, I used to create an indicator showing you what the cyclic content was and, inferentially, whether you were in a cycle or trending pricing mode. I also included a signal-to-noise ratio computation so you could estimate whether there existed enough signal in the pricing activity to justify trading on the cycle content. Since the article was published, I've come up with a simpler expression for achieving the same result and with slightly less delay.

The revised TradeStation code is:


Typ : Indicator, Name : Hilbert Transform

Inputs: Price((H+L)/2);

Vars: InPhase(0),
Quadrature(0);

If CurrentBar > 5 then begin

Value1 = Price - Price[6];
Value2 =Value1[3];
Value3 =.75*(Value1 - Value1[6]) + .25*(Value1[2] - Value1[4]);
InPhase = .33*Value2 + .67*InPhase[1];
Quadrature = .2*Value3 + .8*Quadrature[1];

Plot1(Inphase, "I");
Plot2(Quadrature, "Q");

end;

 
t-i-Hilbert_Transform.gif
Source / From: TOP
http://www.traders.com
TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.
Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!