public static RetCode Sin(decimal[] inReal, int startIdx, int endIdx, decimal[] outReal, out int outBegIdx, out int outNbElement)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outReal == null)
{
return(RetCode.BadParam);
}
int outIdx = default;
for (int i = startIdx; i <= endIdx; i++)
{
outReal[outIdx++] = DecimalMath.Sin(inReal[i]);
}
outBegIdx = startIdx;
outNbElement = outIdx;
return(RetCode.Success);
}
public static RetCode HtDcPhase(decimal[] inReal, int startIdx, int endIdx, decimal[] outReal, out int outBegIdx, out int outNbElement)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return RetCode.OutOfRangeStartIndex;
}
if (inReal == null || outReal == null)
{
return RetCode.BadParam;
}
int lookbackTotal = HtDcPhaseLookback();
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
return RetCode.Success;
}
const int smoothPriceSize = 50;
var smoothPrice = new decimal[smoothPriceSize];
const decimal rad2Deg = 180m / DecimalMath.PI;
const decimal constDeg2RadBy360 = 2m * DecimalMath.PI;
outBegIdx = startIdx;
int trailingWMAIdx = startIdx - lookbackTotal;
int today = trailingWMAIdx;
decimal tempReal = inReal[today++];
decimal periodWMASub = tempReal;
decimal periodWMASum = tempReal;
tempReal = inReal[today++];
periodWMASub += tempReal;
periodWMASum += tempReal * 2m;
tempReal = inReal[today++];
periodWMASub += tempReal;
periodWMASum += tempReal * 3m;
decimal trailingWMAValue = default;
var i = 34;
do
{
tempReal = inReal[today++];
DoPriceWma(inReal, ref trailingWMAIdx, ref periodWMASub, ref periodWMASum, ref trailingWMAValue, tempReal, out _);
} while (--i != 0);
int hilbertIdx = default;
int smoothPriceIdx = default;
var hilbertVariables = InitHilbertVariables<decimal>();
int outIdx = default;
decimal prevI2, prevQ2, re, im, i1ForOddPrev3, i1ForEvenPrev3, i1ForOddPrev2, i1ForEvenPrev2, smoothPeriod, dcPhase;
decimal period = prevI2 = prevQ2 =
re = im = i1ForOddPrev3 = i1ForEvenPrev3 = i1ForOddPrev2 = i1ForEvenPrev2 = smoothPeriod = dcPhase = default;
while (today <= endIdx)
{
decimal i2;
decimal q2;
decimal adjustedPrevPeriod = 0.075m * period + 0.54m;
decimal todayValue = inReal[today];
DoPriceWma(inReal, ref trailingWMAIdx, ref periodWMASub, ref periodWMASum, ref trailingWMAValue,
todayValue, out var smoothedValue);
smoothPrice[smoothPriceIdx] = smoothedValue;
if (today % 2 == 0)
{
DoHilbertEven(hilbertVariables, "detrender", smoothedValue, hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "q1", hilbertVariables["detrender"], hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "jI", i1ForEvenPrev3, hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "jQ", hilbertVariables["q1"], hilbertIdx, adjustedPrevPeriod);
if (++hilbertIdx == 3)
{
hilbertIdx = 0;
}
q2 = 0.2m * (hilbertVariables["q1"] + hilbertVariables["jI"]) + 0.8m * prevQ2;
i2 = 0.2m * (i1ForEvenPrev3 - hilbertVariables["jQ"]) + 0.8m * prevI2;
i1ForOddPrev3 = i1ForOddPrev2;
i1ForOddPrev2 = hilbertVariables["detrender"];
}
else
{
DoHilbertOdd(hilbertVariables, "detrender", smoothedValue, hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "q1", hilbertVariables["detrender"], hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "jI", i1ForOddPrev3, hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "jQ", hilbertVariables["q1"], hilbertIdx, adjustedPrevPeriod);
q2 = 0.2m * (hilbertVariables["q1"] + hilbertVariables["jI"]) + 0.8m * prevQ2;
i2 = 0.2m * (i1ForOddPrev3 - hilbertVariables["jQ"]) + 0.8m * prevI2;
i1ForEvenPrev3 = i1ForEvenPrev2;
i1ForEvenPrev2 = hilbertVariables["detrender"];
}
re = 0.2m * (i2 * prevI2 + q2 * prevQ2) + 0.8m * re;
im = 0.2m * (i2 * prevQ2 - q2 * prevI2) + 0.8m * im;
prevQ2 = q2;
prevI2 = i2;
tempReal = period;
if (im != Decimal.Zero && re != Decimal.Zero)
{
period = 360m / (DecimalMath.Atan(im / re) * rad2Deg);
}
decimal tempReal2 = 1.5m * tempReal;
if (period > tempReal2)
{
period = tempReal2;
}
tempReal2 = 0.67m * tempReal;
if (period < tempReal2)
{
period = tempReal2;
}
if (period < 6m)
{
period = 6m;
}
else if (period > 50m)
{
period = 50m;
}
period = 0.2m * period + 0.8m * tempReal;
smoothPeriod = 0.33m * period + 0.67m * smoothPeriod;
decimal dcPeriod = smoothPeriod + 0.5m;
int dcPeriodInt = (int) dcPeriod;
decimal realPart = default;
decimal imagPart = default;
int idx = smoothPriceIdx;
for (i = 0; i < dcPeriodInt; i++)
{
tempReal = i * constDeg2RadBy360 / dcPeriodInt;
tempReal2 = smoothPrice[idx];
realPart += DecimalMath.Sin(tempReal) * tempReal2;
imagPart += DecimalMath.Cos(tempReal) * tempReal2;
if (idx == 0)
{
idx = smoothPriceSize - 1;
}
else
{
idx--;
}
}
tempReal = Math.Abs(imagPart);
if (tempReal > Decimal.Zero)
{
dcPhase = DecimalMath.Atan(realPart / imagPart) * rad2Deg;
}
else if (tempReal <= 0.01m)
{
if (realPart < Decimal.Zero)
{
dcPhase -= 90m;
}
else if (realPart > Decimal.Zero)
{
dcPhase += 90m;
}
}
dcPhase += 90m;
dcPhase += 360m / smoothPeriod;
if (imagPart < Decimal.Zero)
{
dcPhase += 180m;
}
if (dcPhase > 315m)
{
dcPhase -= 360m;
}
if (today >= startIdx)
{
outReal[outIdx++] = dcPhase;
}
if (++smoothPriceIdx > smoothPriceSize - 1)
{
smoothPriceIdx = 0;
}
today++;
}
outNbElement = outIdx;
return RetCode.Success;
}
public static RetCode HtTrendMode(int startIdx, int endIdx, decimal[] inReal, ref int outBegIdx, ref int outNBElement,
int[] outInteger)
{
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outInteger == null)
{
return(RetCode.BadParam);
}
const int smoothPriceSize = 50;
var smoothPrice = new decimal[smoothPriceSize];
const decimal rad2Deg = 180m / DecimalMath.PI;
const decimal deg2Rad = Decimal.One / rad2Deg;
const decimal constDeg2RadBy360 = 2m * DecimalMath.PI;
decimal iTrend3 = default;
decimal iTrend2 = iTrend3;
decimal iTrend1 = iTrend2;
int daysInTrend = default;
decimal sine = default;
decimal leadSine = default;
int lookbackTotal = HtTrendModeLookback();
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
outBegIdx = startIdx;
int trailingWMAIdx = startIdx - lookbackTotal;
int today = trailingWMAIdx;
decimal tempReal = inReal[today++];
decimal periodWMASub = tempReal;
decimal periodWMASum = tempReal;
tempReal = inReal[today++];
periodWMASub += tempReal;
periodWMASum += tempReal * 2m;
tempReal = inReal[today++];
periodWMASub += tempReal;
periodWMASum += tempReal * 3m;
decimal trailingWMAValue = default;
int i = 34;
do
{
tempReal = inReal[today++];
DoPriceWma(inReal, ref trailingWMAIdx, ref periodWMASub, ref periodWMASum, ref trailingWMAValue, out var _, tempReal);
} while (--i != 0);
int hilbertIdx = default;
int smoothPriceIdx = default;
var hilbertVariables = InitHilbertVariables <decimal>();
int outIdx = default;
decimal prevI2, prevQ2, re, im, i1ForOddPrev3, i1ForEvenPrev3, i1ForOddPrev2, i1ForEvenPrev2, smoothPeriod, dcPhase;
decimal period = prevI2 = prevQ2 =
re = im = i1ForOddPrev3 = i1ForEvenPrev3 = i1ForOddPrev2 = i1ForEvenPrev2 = smoothPeriod = dcPhase = default;
while (today <= endIdx)
{
decimal i2;
decimal q2;
decimal adjustedPrevPeriod = 0.075m * period + 0.54m;
decimal todayValue = inReal[today];
DoPriceWma(inReal, ref trailingWMAIdx, ref periodWMASub, ref periodWMASum, ref trailingWMAValue, out var smoothedValue,
todayValue);
smoothPrice[smoothPriceIdx] = smoothedValue;
if (today % 2 == 0)
{
DoHilbertEven(hilbertVariables, "detrender", smoothedValue, hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "q1", hilbertVariables["detrender"], hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "jI", i1ForEvenPrev3, hilbertIdx, adjustedPrevPeriod);
DoHilbertEven(hilbertVariables, "jQ", hilbertVariables["q1"], hilbertIdx, adjustedPrevPeriod);
if (++hilbertIdx == 3)
{
hilbertIdx = 0;
}
q2 = 0.2m * (hilbertVariables["q1"] + hilbertVariables["jI"]) + 0.8m * prevQ2;
i2 = 0.2m * (i1ForEvenPrev3 - hilbertVariables["jQ"]) + 0.8m * prevI2;
i1ForOddPrev3 = i1ForOddPrev2;
i1ForOddPrev2 = hilbertVariables["detrender"];
}
else
{
DoHilbertOdd(hilbertVariables, "detrender", smoothedValue, hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "q1", hilbertVariables["detrender"], hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "jI", i1ForOddPrev3, hilbertIdx, adjustedPrevPeriod);
DoHilbertOdd(hilbertVariables, "jQ", hilbertVariables["q1"], hilbertIdx, adjustedPrevPeriod);
q2 = 0.2m * (hilbertVariables["q1"] + hilbertVariables["jI"]) + 0.8m * prevQ2;
i2 = 0.2m * (i1ForOddPrev3 - hilbertVariables["jQ"]) + 0.8m * prevI2;
i1ForEvenPrev3 = i1ForEvenPrev2;
i1ForEvenPrev2 = hilbertVariables["detrender"];
}
re = 0.2m * (i2 * prevI2 + q2 * prevQ2) + 0.8m * re;
im = 0.2m * (i2 * prevQ2 - q2 * prevI2) + 0.8m * im;
prevQ2 = q2;
prevI2 = i2;
tempReal = period;
if (im != Decimal.Zero && re != Decimal.Zero)
{
period = 360m / (DecimalMath.Atan(im / re) * rad2Deg);
}
decimal tempReal2 = 1.5m * tempReal;
if (period > tempReal2)
{
period = tempReal2;
}
tempReal2 = 0.67m * tempReal;
if (period < tempReal2)
{
period = tempReal2;
}
if (period < 6m)
{
period = 6m;
}
else if (period > 50m)
{
period = 50m;
}
period = 0.2m * period + 0.8m * tempReal;
smoothPeriod = 0.33m * period + 0.67m * smoothPeriod;
decimal prevDCPhase = dcPhase;
decimal dcPeriod = smoothPeriod + 0.5m;
int dcPeriodInt = (int)dcPeriod;
decimal realPart = default;
decimal imagPart = default;
int idx = smoothPriceIdx;
for (i = 0; i < dcPeriodInt; i++)
{
tempReal = i * constDeg2RadBy360 / dcPeriodInt;
tempReal2 = smoothPrice[idx];
realPart += DecimalMath.Sin(tempReal) * tempReal2;
imagPart += DecimalMath.Cos(tempReal) * tempReal2;
if (idx == 0)
{
idx = smoothPriceSize - 1;
}
else
{
idx--;
}
}
tempReal = Math.Abs(imagPart);
if (tempReal > Decimal.Zero)
{
dcPhase = DecimalMath.Atan(realPart / imagPart) * rad2Deg;
}
else if (tempReal <= 0.01m)
{
if (realPart < Decimal.Zero)
{
dcPhase -= 90m;
}
else if (realPart > Decimal.Zero)
{
dcPhase += 90m;
}
}
dcPhase += 90m;
dcPhase += 360m / smoothPeriod;
if (imagPart < Decimal.Zero)
{
dcPhase += 180m;
}
if (dcPhase > 315m)
{
dcPhase -= 360m;
}
decimal prevSine = sine;
decimal prevLeadSine = leadSine;
sine = DecimalMath.Sin(dcPhase * deg2Rad);
leadSine = DecimalMath.Sin((dcPhase + 45m) * deg2Rad);
dcPeriod = smoothPeriod + 0.5m;
dcPeriodInt = (int)dcPeriod;
idx = today;
tempReal = default;
for (i = 0; i < dcPeriodInt; i++)
{
tempReal += inReal[idx--];
}
if (dcPeriodInt > 0)
{
tempReal /= dcPeriodInt;
}
decimal trendline = (4m * tempReal + 3m * iTrend1 + 2m * iTrend2 + iTrend3) / 10m;
iTrend3 = iTrend2;
iTrend2 = iTrend1;
iTrend1 = tempReal;
int trend = 1;
if (sine > leadSine && prevSine <= prevLeadSine || sine < leadSine && prevSine >= prevLeadSine)
{
daysInTrend = 0;
trend = 0;
}
if (++daysInTrend < 0.5m * smoothPeriod)
{
trend = 0;
}
tempReal = dcPhase - prevDCPhase;
if (smoothPeriod != Decimal.Zero && tempReal > 0.67m * 360m / smoothPeriod && tempReal < 1.5m * 360m / smoothPeriod)
{
trend = 0;
}
tempReal = smoothPrice[smoothPriceIdx];
if (trendline != Decimal.Zero && Math.Abs((tempReal - trendline) / trendline) >= 0.015m)
{
trend = 1;
}
if (today >= startIdx)
{
outInteger[outIdx++] = trend;
}
if (++smoothPriceIdx > smoothPriceSize - 1)
{
smoothPriceIdx = 0;
}
today++;
}
outNBElement = outIdx;
return(RetCode.Success);
}
