Hilbert Transform - Dominant Cycle Period

HT_DCPERIOD identifies the dominant cycle period using Hilbert Transform.

Method

tm.ta.ht_dcperiod(source)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-

Outputs

Output	Type
ht_dcperiod	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Hilbert Transform - Dominant Cycle Period
    ht_dcperiod = tm.ta.ht_dcperiod(data.close)

    # Get the last value and print
    last_value = ht_dcperiod.iloc[-1]
    tm.log(f"Last value of Hilbert Transform - Dominant Cycle Period is {last_value}")

    # Plot the values of ht_dcperiod
    tm.plot(ht_dcperiod, title="Hilbert Transform - Dominant Cycle Period", overlay=False)