Hilbert Transform - Trend vs Cycle Mode (HT_TRENDMODE)

Summary

Hilbert Transform classifier that labels each bar 1 (trending — favor trend-following) or 0 (cycling — favor mean-reversion). Built from the same MAMA dominant-cycle/phase DSP plus a SineWave/trendline test used across the other HT_* functions.

Interpretation

Mean-reversion is the trading assumption that price will swing back toward its recent average rather than keep moving in one direction — instead of chasing a breakout, it buys near the low end of the range and sells near the high end, betting on a reversal rather than continuation. A 0 reading is HT_TRENDMODE's signal that this bar fits that regime: price is oscillating rather than trending, so fading the extremes is expected to hold up better than following the move.

Inputs

• inReal — Source price series

Outputs

• outInteger — 1 = trend mode, 0 = cycle mode

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Can Output NaN or ±Inf
☐ Identity at Period 1

Implementation

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

Native	File
C	ta_HT_TRENDMODE.c
Rust	ht_trendmode.rs
Java	Core_HT_TRENDMODE.java

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

Aliases

Hilbert Transform Trend vs Cycle Mode, Trend Mode

See Also

HT_TRENDLINE · HT_SINE · HT_DCPHASE · HT_DCPERIOD · MAMA

References

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