Hilbert Transform - Dominant Cycle Phase (HT_DCPHASE)

Summary

Hilbert Transform Dominant Cycle Phase: the instantaneous phase (in degrees) of the dominant market cycle, derived from a homodyne discriminator on a Hilbert-transformed, smoothed price. One real output per bar. Output is degrees, in the range −45 to 315 (a full 360° span).

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · positive · negative

Interpretation

DCPhase is a rotating angle: it locates the current bar within the dominant price cycle the Hilbert-transform model has locked onto. 90° is the modeled cycle's high, 270° its low, and 0°/180° are the midpoints where the cycle is moving fastest. HT_SINE plots this angle as a sine wave, crossing its 45°-lead companion near those highs and lows. HT_TRENDMODE separately flags bars where the market isn't cycling at all.

Inputs

• inReal — Price series to analyze

Outputs

• outReal — Dominant cycle phase in degrees

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
✅ Uses Transcendental i
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_HT_DCPHASE( 0, n - 1, series, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.ht_dcphase(0, series.len() - 1, &series, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.htDcphase(0, series.length - 1, series, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.HtDcphase(0, series.Length - 1, series, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { htDcphase } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = htDcphase(series);
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: ht_dcphase.c · ht_dcphase.yaml

Native	File
C	ta_HT_DCPHASE.c
Rust	ht_dcphase.rs
Java	Core_HT_DCPHASE.java
C#	Core_HT_DCPHASE.cs
TypeScript	htDcphase.ts

Python: talib.HT_DCPHASE, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Hilbert Transform Dominant Cycle Phase

See Also

HT_DCPERIOD · HT_PHASOR · HT_SINE · HT_TRENDLINE · HT_TRENDMODE · MAMA · WMA

References

• John F. Ehlers, Rocket Science for Traders: Digital Signal Processing Applications, John Wiley & Sons (ISBN 0471405671)