public static HTQuadrature Series(DataSeries ds)
{
string description = string.Concat(new object[] { "HTQuadrature(", ds.Description, ")" });
if (ds.Cache.ContainsKey(description))
{
return((HTQuadrature)ds.Cache[description]);
}
HTQuadrature _HTQuadrature = new HTQuadrature(ds, description);
ds.Cache[description] = _HTQuadrature;
return(_HTQuadrature);
}
public HTPeriod(DataSeries ds, string description)
: base(ds, description)
{
DataSeries InPhase = HTInPhase.Series(ds);
DataSeries Quadrature = HTQuadrature.Series(ds);
DataSeries Phase = new DataSeries(ds, "Phase");
DataSeries Period = new DataSeries(ds, "Period");
DataSeries InstPeriod = new DataSeries(ds, "InstPeriod");
DataSeries DeltaPhase = new DataSeries(ds, "DeltaPhase");
double Value = 0.0;
DataSeries Result = new DataSeries(ds, "Result");
for (int bar = 7; bar < ds.Count; bar++)
{
// Compute the Period of the Dominant Cycle:
//Use ArcTan to compute the current Phase
if (Math.Abs(InPhase[bar] + InPhase[bar - 1]) > 0)
{
Phase[bar] = Math.Atan(
Math.Abs((Quadrature[bar] + Quadrature[bar - 1]) / (InPhase[bar] + InPhase[bar - 1]))
) * 180 / Math.PI; // Where WL4 required degrees, .NET uses radians!
}
// Resolve the ArcTan ambiguity
if ((InPhase[bar] < 0) & (Quadrature[bar] > 0))
{
Phase[bar] = 180 - Phase[bar];
}
if ((InPhase[bar] < 0) & (Quadrature[bar] < 0))
{
Phase[bar] = 180 + Phase[bar];
}
if ((InPhase[bar] > 0) & (Quadrature[bar] < 0))
{
Phase[bar] = 360 - Phase[bar];
}
//Compute A Differential Phase
//Resolve phase wraparound, and limit delta phase errors
DeltaPhase[bar] = Phase[bar - 1] - Phase[bar];
if ((Phase[bar - 1] < 90) & (Phase[bar] > 270))
{
DeltaPhase[bar] = 360 + Phase[bar - 1] - Phase[bar];
}
if (DeltaPhase[bar] < 1)
{
DeltaPhase[bar] = 1;
}
if (DeltaPhase[bar] > 60)
{
DeltaPhase[bar] = 60;
}
//Sum DeltaPhases to reach 360 degrees
//The sum is the instantaneous period
InstPeriod[bar] = 0;
Value = 0;
for (int Count = bar; Count >= 0; Count--)
{
Value += DeltaPhase[Count];
if ((Value > 360) & (InstPeriod[bar] == 0))
{
InstPeriod[bar] = bar - Count;
break;
}
}
//Resolve Instantaneous Period errors and smooth
if (InstPeriod[bar] == 0)
{
InstPeriod[bar] = InstPeriod[bar - 1];
}
Period[bar] = 0.25 * InstPeriod[bar] + 0.75 * Period[bar - 1];
//Return the Hilbert Transform Period measured at the current bar:
Result[bar] = Math.Truncate(Period[bar]);
base[bar] = Result[bar];
}
}