stock indicatorsfor .NET

Hilbert Transform Instantaneous Trendline ​

Created by John Ehlers, the Hilbert Transform Instantaneous Trendline is a 5-period trendline of high/low price that that uses classic electrical radio-frequency signal processing algorithms reduce noise. Dominant Cycle Periods information is also provided. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<HtlResult> results =
  bars.ToHtTrendline();

Historical price bars requirements ​

You must have at least 100 periods of bars to cover the warmup and convergence periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<HtlResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first 6 periods will have null values for SmoothPrice since there's not enough data to calculate.
  • The first 7 periods will have null values for DcPeriods since there is not enough data to calculate; and are generally unreliable for the first ~25 periods.

🚩 ⚞ Convergence warning

The first 100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

HtlResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
DcPeriods
int?		Dominant cycle periods (smoothed)
Trendline
double?		HT Trendline
SmoothPrice
double?		Weighted moving average of (H+L)/2 price

Utilities ​

See Utilities and helpers for more information.

Streaming ​

Real-time streaming ​

Use the streaming hub for real-time incremental calculations:

csharp
BarHub barHub = new();
HtTrendlineHub observer = barHub.ToHtTrendlineHub();

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<HtlResult> results = observer.Results;

Buffer-style streaming ​

Use the buffer-style List<T> when you need incremental calculations:

csharp
HtTrendlineList htlList = new();

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => htlList.Add(bar);

// based on `ICollection<HtlResult>`; fills as the handler runs
IReadOnlyList<HtlResult> results = htlList;

See Buffer lists and Stream hubs for full usage guides.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HLC3)
    .ToHtTrendline(..);

Results can be further processed on Trendline with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToHtTrendline(..)
    .ToRsi(..);

See Chaining indicators for more.