Thank you very much Krelian99. Makes a lot of sense. So should we always set Phase Accumulation PaFilter to the same value as PaCycle and if so, why is that? Usually filters eliminate noise but just to be sure, exactly what is PaFilter filtering out in this case? Also are there maximum and minimum values (50 for example) recommended for the DzLookBackBars (Dynamic zone look back) parameter or is 70 the optimal value and if so why 70? I prefer to use 0.05 for the Dz Probability options.Krelian99 wrote: ↑Tue Dec 25, 2018 2:33 amThe answer for you how to use it is on slide 28/29 of the pdf. The osci period should have 1/2*dominant cycle to be in phase, so set PAcycle to 0.5 for scalping/swing trading, 1 to 2 for trend tranding. Maybe use 2 instances with different cycles for better riding the momentum.MATLAB-documentation: Hilbert-Transformation returns a complex helical sequence, sometimes called the analytic signal, from a real data sequence.
The analytic signal x = xr + jxi has a real part, xr, which is the original data, and an imaginary part, xi, which contains the Hilbert transform. The imaginary part is a version of the original real sequence with a 90° phase shift. Sines are therefore transformed to cosines, and conversely, cosines are transformed to sines. The Hilbert-transformed series has the same amplitude and frequency content as the original sequence. The transform includes phase information that depends on the phase of the original.
The Hilbert transform is useful in calculating instantaneous attributes of a time series, especially the amplitude and the frequency. The instantaneous amplitude is the amplitude of the complex Hilbert transform; the instantaneous frequency is the time rate of change of the instantaneous phase angle. For a pure sinusoid, the instantaneous amplitude and frequency are constant. The instantaneous phase, however, is a sawtooth, reflecting how the local phase angle varies linearly over a single cycle. For mixtures of sinusoids, the attributes are short term, or local, averages spanning no more than two or three points.