Hilbert Transform - Dominant Cycle Period Индикатор

The Hilbert Transform - Dominant Cycle Period indicator is used to generate in-phase and quadrature components of Investor Education price series in order to analyze variations of the instantaneous cycles.

Hilbert transform is used to get an analytic signal which can be used to find envelope and phase of signal. Another way of looking at the Hilbert transform is in frequency domain. As real signals have identical positive and negative frequency components, therefore in analysis this information is redundant.

Hilbert Transform is used to eliminate the negative frequency part and double the magnitude of positive frequency part (to keep power the same).

Индикаторы
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