Hilbert Transform - SineWave

HT_SINE generates a sine wave that represents the dominant cycle.

Method

tm.ta.ht_sine(source)

Inputs

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

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
sine	np.ndarray
leadsine	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 - SineWave
    sine, leadsine = tm.ta.ht_sine(data.close)

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

    # Plot the values of sine
    tm.plot(sine, title="Hilbert Transform - SineWave", overlay=False)