Hilbert Transform - SineWave (HT_SINE)

Summary

Hilbert Transform SineWave: derives the dominant-cycle phase from price and emits its sine plus a 45-degree-lead sine. The two curves cross near cycle turning points. outSine and outLeadSine crossing marks cycle turning points.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outSine: line · positive · negative
• outLeadSine: dash_line · positive · negative

Inputs

• inReal — Source price series

Outputs

• outSine — Sine of the dominant-cycle phase
• outLeadSine — Sine of the phase advanced 45 degrees (lead)

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 sine[252], leadSine[252];
int outBegIdx, outNBElement;

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

Rust

use ta_lib::Core;

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

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

Java

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

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

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

C#

using System;
using TALib;

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

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

TypeScript

import { htSine } from 'ta-lib';

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

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

Implementation

Added in 0.4.0.

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

Native	File
C	ta_HT_SINE.c
Rust	ht_sine.rs
Java	Core_HT_SINE.java
C#	Core_HT_SINE.cs
TypeScript	htSine.ts

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

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

Aliases

Hilbert Transform SineWave, Ehlers SineWave, SineWave Indicator

See Also

HT_DCPHASE · HT_DCPERIOD · HT_PHASOR · HT_TRENDMODE · MAMA

References

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