Indicator Name: Hilbert Transform (Cybernetic
Analysis)
This indicator consists
of two functions - InPhase and Quadrature.
Function Name: Hilbert Transform (InPhase
component) (Cybernetics)
Format: ExtFml( "ADSI.HilbertTransInPhase2",
Prices, alphas, deltaPhaseLows, deltaPhaseHighs)
Function Name: Hilbert Transform (Quadrature component)
(Cybernetics)
Format: ExtFml( "ADSI.HilbertTransQuad2",
Prices, alphas, deltaPhaseLows, deltaPhaseHighs )
Input 1: Prices. (suggested input is Median
Price)
Input 2: alphas. The alpha factor "cuts off"
the frequencies which are extracted from price for measuring
the cycle content. It determines a lower bound for the period
length. The higher the alpha, the higher the frequencies used
for cycle measurement. An alpha of 0.18 considers frequencies
at about a cycle length of 11 & above. An alpha of 0.09 considers
frequencies at about a cycle length of 22 & above. An alpha
of .07 considers frequencies at about a cycle length of 28 &
above, and so on. The variable is range bound between 0.0 and
1.0.
Input 3: DeltaPhaseLows. This is a value (in
radians) that determines the an upper bound for the period length.
A lower value allows longer cycles to be measured. For example,
a value of 0.1 only allows cycles less than 63 periods to be
measured.
Input 4: DeltaPhaseHighs. This is a value
(in radians) that determines the a lower bound for the period
length, much like the alphas input. A higher value allows shorter
cycles to be measured. For example, a value of 1.1 only allows
cycles greater than 6 periods to be measured.
Formula 1.)
ExtFml( "ADSI.HilbertTransInPhase2",
MP(), .18 );
Figure 1.)
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Formula 2.)
ExtFml( "ADSI.HilbertTransQuad2",
MP(), .18 );
Figure 2.)
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