Hilbert Transform - Phasor Components (HT_PHASOR)

Summary

Hilbert Transform indicator that decomposes the price series into its in-phase (I) and quadrature (Q) phasor components. Shares the same detrend/Hilbert machinery as the other HT_* cycle functions.

This function is meant for building your own cycle analysis on top of the raw phasor, not as a ready-made signal.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outInPhase: line · zero · positive · negative
outQuadrature: dash_line · zero · positive · negative

Smooth price with a 4-bar WMA (weights 1,2,3,4 /10). Apply the Hilbert Transform (a=0.0962, b=0.5769, scaled per bar by adjustedPrevPeriod = 0.075*period + 0.54) to get detrender = HT(smoothed) and Q1 = HT(detrender). Output: outInPhase = detrender delayed 3 price bars; outQuadrature = Q1.

Interpretation

I and Q are the Cartesian coordinates of the rotating cycle vector — the same phasor HT_DCPHASE reports as an angle (atan(Q/I)), exposed here raw and unsmoothed, one step before that estimate. There's no standalone I/Q trading rule from Ehlers; the practical signals sit downstream, in HT_DCPERIOD, HT_DCPHASE, HT_SINE, and HT_TRENDMODE, which each smooth this same decomposition into a usable period, phase, or trend/cycle read.

Inputs

inReal — Source price series

Outputs

outInPhase — In-phase component (detrender delayed 3 bars)
outQuadrature — Quadrature component (Q1 of the Hilbert Transform)

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

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

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

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

Rust

use ta_lib::Core;

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

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

Java

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

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

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

using System;
using TALib;

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

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

TypeScript

import { htPhasor } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_HT_PHASOR.c`
Rust	`ht_phasor.rs`
Java	`Core_HT_PHASOR.java`
C#	`Core_HT_PHASOR.cs`
TypeScript	`htPhasor.ts`

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

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

Aliases

Hilbert Transform Phasor, InPhase Quadrature

References

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