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Hilbert sine wave indicator
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Hilbert sine wave indicator

  #61 (permalink)
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who would like to FIX the error?

Having already posted the code necessary to fix the indicator, I will leave it to someone else to make the corrections and post an updated version.

However nobody seems to have any real interest in this indicator, and I am not sure that it has any real practical value anyway.

The version I posted is, however, an illustration of some good coding techniques. A subject that also garners a low level of interest.

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  #62 (permalink)
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Zondor View Post
Having already posted the code necessary to fix the indicator, I will leave it to someone else to make the corrections and post an updated version.

However nobody seems to have any real interest in this indicator, and I am not sure that it has any real practical value anyway.

The version I posted is, however, an illustration of some good coding techniques. A subject that also garners a low level of interest.

@Zondor,

I for one am very grateful!! so I'm happy to be a low level

here's an example. you'll recognize some of your coding techniques:

https://futures.io/elite-trading-journals/30600-alpha-trading-method-ninjatrader...eeman-48.html#post394272

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  #63 (permalink)
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I have no clue but tried


Hi @Zondor
well I have no clue about coding(as anyone can see) but did try taking what you posted and replacing in the other indi posted.
Apparently more to it than what I tried.
Here is what I got.
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Oh well gave it a shot.
Thanks for all your contributions!

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  #64 (permalink)
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Let's discard the spurious versions

Cory's version of the Sine Wave probably should not be used, no matter how efficiently I managed to get it to run.

I concur with @Fat Tails that the second version he mentions in post 35 is the preferred one:


Quoting 
2) HilbertSinewaveOscillator:

https://futures.io/download/ninjatrader-7/indicators/840-download.html?view

The indicator uses a different approach to calculate the sinewave. It uses the HilbertTransform2 indicator with a setting of 0.07. The period which can be set via indicator is fake, as it is never used by the calculations. I have not fully understood the formula.

Verdict: The indicator comes close to the original Ehlers formula, the bug is removed.

The fix for the fake period is that alpha should be a function of period. Setting alpha =1.0/(1+period) seems to work well. The Sine Wave on this chart has a period of 50.

Having taken care of that, maybe I will get around to coloring the region between the two plots and drawing support and resistance lines on the price panel.

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Last edited by Zondor; April 4th, 2014 at 11:23 PM.
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Sine wave based on HT with s/r lines added

To the Hilbert Transform version of sine wave, has been added
  • calculation of alpha based on period
  • S/R lines based on logic in the Cory version.

I think there is room for improvement in the logic that draws the S/R lines, which do not seem consistent with the start of trend, pullback, and end of trend logic of the Emini-watch® version.

This is not fully speed optimized, but it's a lot better than what I started from.

The smoothing of the input series in the HT is by the median indicator. This needs to be looked at further.

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"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
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“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
Attached Thumbnails
Hilbert sine wave indicator-ym-06-14-rjay-s-tickrangeadaptive2-100-tradeticks-3-priceticks-4_8_2014.jpg  
Attached Files
Register to download File Type: cs ___HilbertSinewaveOscillator2.cs (12.1 KB, 189 views)
Register to download File Type: cs HilbertTransform2b.cs (9.6 KB, 176 views)

Last edited by Zondor; April 8th, 2014 at 03:21 PM.
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Zondor View Post
To the Hilbert Transform version of sine wave, has been added
  • calculation of alpha based on period
  • S/R lines based on logic in the Cory version.

I think there is room for improvement in the logic that draws the S/R lines, which do not seem consistent with the start of trend, pullback, and end of trend logic of the Emini-watch® version.

This is not fully speed optimized, but it's a lot better than what I started from.

The smoothing of the input series in the HT is by the median indicator. This needs to be looked at further.

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Yeah! looks better than Cybernetics analisys SineWave

Thanks!

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Hello Alicante! I had a long time ago apartment in Denia behind Valencia you know where it is. I had a nice time there. We drunk coffee Karachilio and cheap home wine all the time. Only problem was drinking water - always salty.
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As I can see on this forum are mostly Ninja traders. I cannot use those indicators on the new ZOO-MT4/5.

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  #68 (permalink)
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Improved Version of Hilbert Transform based Sine Wave

Moved the calculation of the Hilbert Transform into the Sine Wave so that there are no longer any dependencies on external classes, and made some performance improvements to reduce CPU load substantially. Please report any problems.

I think this is now the best performing Hilbert Sine Wave of this type that can be found anywhere. However, John Ehlers has introduce a newer, Even Better Sine Wave that is nothing like this one.


__Oscillator Hilbert Sinewave.cs


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Zondor View Post
Moved the calculation of the Hilbert Transform into the Sine Wave so that there are no longer any dependencies on external classes, and made some performance improvements to reduce CPU load substantially. Please report any problems.

I think this is now the best performing Hilbert Sine Wave of this type that can be found anywhere. However, John Ehlers has introduce a newer, Even Better Sine Wave that is nothing like this one.


Attachment 144656


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Hi Zondor,


Using these 2 indicators __Oscillator Hilbert Sinewave and __HilbertSinewaveOscillator2 . I still prefer __HilbertSinewaveOscillator2. I use range bars and japanese bars and works better your first one for me.


Thank you for your work

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A Tale of Two Sine Waves



Quoting 
Using these 2 indicators __Oscillator Hilbert Sinewave and __HilbertSinewaveOscillator2 . I still prefer __HilbertSinewaveOscillator2. I use range bars and japanese bars and works better your first one for me.


They SHOULD, work exactly the same, unless the second one has coding errors.

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
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