Summary
HilbertSineWave is RTTA's streaming Hilbert sine and lead-sine pair from the
dominant-cycle phase (TA-Lib HT_SINE). The two waves form a cycle oscillator
suitable for identifying cyclic turns when they cross.
Update API
result = rtta.HilbertSineWave(fillna=True).update(value)
| Parameter | Default | Meaning |
|---|---|---|
fillna |
True |
If False, NaN until lookback of 63 samples is exceeded |
update(...) returns:
sine— \(\sin(\phi_t)\)lead_sine— \(\sin(\phi_t + 45^\circ)\)
where \(\phi_t\) is the dominant-cycle phase in degrees.
advance(value) updates state; last() returns the cached result.
Theory Of Operation
Once HilbertDominantCyclePhase produces
phase \(\phi_t\), mapping through sine yields a normalized cycle waveform on
\([-1,1]\). The lead sine is advanced by \(45^\circ\) so that crosses of sine and
lead sine occur ahead of pure sine peaks and troughs—TA-Lib / Ehlers use these
crosses as cycle-mode timing events (also consumed by
HilbertTrendMode).
Because phase is derived from the adaptive period, the sine wave stretches and compresses as the estimated cycle length changes.
Recurrence
Let \(\phi_t\) be the DC phase from the shared engine (degrees). Convert with
deg2rad = 1/rad2deg, rad2deg = 45/\operatorname{atan}(1):
With fillna=False, both fields are NaN until more than 63 samples have been
processed.
Implementation Notes
- Implemented as
class HilbertSineWavewrappingHilbertCycleEngine::sine()and::lead_sine(). - Result type:
HilbertSineWaveResult(sine,lead_sine). - Lookback:
lookback_phase_ = 63(same as phase / trendline / trend mode). - Batch helper:
batch_hilbert_sine_wave.