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已更新 HHT Signal Analyzer (Refined)

HHT Signal Analyzer
The HHT Signal Analyzer provides a real-time, smoothed approximation of the Hilbert-Huang Transform (HHT), designed to reveal adaptive cycles and phase changes in price action. It emulates Intrinsic Mode Functions (IMFs) using a double exponential moving average (EMA) filter to extract short-term oscillatory signals from price.
This indicator is helpful for identifying subtle shifts in market behavior, such as when a trend is transitioning or weakening, and is especially effective when paired with trend-based tools like GRJMOM.
How it works:
Applies a double EMA to the price (EMA of EMA)
Calculates the difference between the fast and slow EMA to emulate IMF behavior
Amplifies the signal for clear visual feedback
Highlights cycle slope changes with background coloring (green = rising, red = falling)
Use Cases:
Use slope direction to detect early phase shifts in the market
Combine with trend indicators to confirm or fade moves
Helps visualize when the market is entering a cycle crest or trough
Best for:
Traders looking to capture short-term reversals, cycle timing, or divergence with smooth and adaptive signals
Can be used on any timeframe
The HHT Signal Analyzer provides a real-time, smoothed approximation of the Hilbert-Huang Transform (HHT), designed to reveal adaptive cycles and phase changes in price action. It emulates Intrinsic Mode Functions (IMFs) using a double exponential moving average (EMA) filter to extract short-term oscillatory signals from price.
This indicator is helpful for identifying subtle shifts in market behavior, such as when a trend is transitioning or weakening, and is especially effective when paired with trend-based tools like GRJMOM.
How it works:
Applies a double EMA to the price (EMA of EMA)
Calculates the difference between the fast and slow EMA to emulate IMF behavior
Amplifies the signal for clear visual feedback
Highlights cycle slope changes with background coloring (green = rising, red = falling)
Use Cases:
Use slope direction to detect early phase shifts in the market
Combine with trend indicators to confirm or fade moves
Helps visualize when the market is entering a cycle crest or trough
Best for:
Traders looking to capture short-term reversals, cycle timing, or divergence with smooth and adaptive signals
Can be used on any timeframe
版本注释
HHT Signal Analyzer (Refined)Overview:
This indicator uses a double exponential moving average (EMA) methodology to create an oscillating signal that approximates certain characteristics of Intrinsic Mode Functions (IMFs) from Hilbert-Huang Transform analysis. The calculation involves EMA smoothing applied twice to price data, with the difference between fast and slow components creating the oscillating output.
Technical Methodology:
Double EMA Calculation: Applies exponential moving average to price, then applies EMA again to the result
Signal Generation: Calculates the difference between fast and slow EMA components
Amplification: Multiplies the difference by a scaling factor for visual clarity
Slope Analysis: Determines rising or falling direction of the oscillating signal
Visual Elements: Background coloring indicates signal direction (green for rising, red for falling)
Parameters:
EMA Length: Period used for both EMA calculations
Amplification Factor: Multiplier applied to the EMA difference for scaling
Color Settings: Background highlighting options
Important Clarifications:
This indicator does not perform actual Hilbert-Huang Transform calculations. True HHT involves complex mathematical processes including Empirical Mode Decomposition (EMD) that cannot be accurately replicated with simple moving averages. This indicator provides a simplified oscillating signal based on double EMA smoothing.
Calculation Limitations:
Double EMA smoothing introduces significant lag compared to price action
The signal is a lagging indicator derived from historical price data
Oscillating behavior depends entirely on the chosen EMA length parameter
Signal quality varies significantly across different market conditions and timeframes
Usage Framework:
Oscillating values above/below zero may indicate directional bias in the smoothed price trend
Signal slope changes show acceleration or deceleration in the underlying EMA trend
Background coloring provides visual reference for signal direction
Critical Warnings:
This is not a predictive indicator and does not forecast future price movements
The relationship to actual HHT methodology is conceptual rather than mathematical
Should be thoroughly backtested before use in any trading decisions
Past signal behavior does not guarantee future performance
Technical Note:
Users seeking true Hilbert-Huang Transform analysis should understand that such calculations require significantly more complex mathematical implementations than moving average-based approximations.
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开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。