HT_TRENDMODE
Summary
Hilbert Transform classifier that labels each bar as trending (1) or cycling (0). Reuses the MAMA dominant-cycle/phase DSP plus a SineWave/trendline test to decide the market mode. 1 = trending market (favor trend-following); 0 = cycle/mean-reverting mode.
Inputs
inReal— Source price series
Outputs
outInteger— 1 = trend mode, 0 = cycle mode
Implementation
TA-Lib Definition: ht_trendmode.c · ht_trendmode.yaml
| Native | File |
|---|---|
| C | ta_HT_TRENDMODE.c |
| Rust | ht_trendmode.rs |
| Java | Core.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)