i put into chat gpt 4.0 and it spat out this
using System;
using
NinjaTrader.Cbi;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Strategies;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript.StrategyAnalyzer;
using NinjaTrader.Gui.StrategyAnalyzer;
using NinjaTrader.NinjaScript.Strategies.SpreadAnalyzer;
using NinjaTrader.NinjaScript.StrategyAnalyzerMetrics;
namespace NinjaTrader.NinjaScript.Strategies
{
public class TrueHilbertSineWaveIndicator : Strategy
{
private int period;
private double[] price;
private double[] hilbert;
private double[] sine;
private double[] leadSine;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"True Hilbert Sine Wave Indicator";
Name = "TrueHilbertSineWaveIndicator";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
// Default period for the Hilbert Transform
period = 40; // This value can be adjusted based on the frequency of the cycle
price = new double[period];
hilbert = new double[period];
sine = new double[period];
leadSine = new double[period];
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < period)
return;
// Store the median price in the price array
price[0] = (High[0] + Low[0]) / 2;
// Compute the Hilbert Transform
for (int i = 0; i < period; i++)
{
double sum = 0.0;
for (int j = 0; j < period; j++)
{
if (i - j >= 0)
{
sum += price[j] * Math.Sin(Math.PI * (i - j) / period);
}
}
hilbert[i] = sum;
}
// Compute the Sine and Lead Sine
for (int i = 0; i < period; i++)
{
sine[i] = Math.Sin(Math.Atan2(hilbert[i], price[i]));
if (i > 0)
{
leadSine[i] = sine[i - 1];
}
}
// Plot the Sine and Lead Sine values
Values[0][0] = sine[0];
Values[1][0] = leadSine[0];
}
public override string[] DataSeries
{
get { return new string[] { "Sine", "Lead Sine" }; }
}
}
}
Key
Points:
Complexity: This implementation is more complex and attempts to more accurately represent the Hilbert Transform. It calculates a continuous sine wave representation of the
price action, useful for identifying market cycles.
Testing and Optimization: This indicator should be thoroughly tested and possibly optimized for the specific asset and time frame you are trading.
Expertise in Signal Processing: The Hilbert Transform is a complex topic in digital signal processing. If you are not familiar with these concepts, you might need further research or consultation with a specialist.
Indicator Characteristics: The Hilbert Sine Wave indicator is used to identify market cycles and should not be used in isolation. It's typically more effective when combined with other indicators and analysis techniques.
Remember to test this script thoroughly in a simulated environment before applying it to live trading, as it's a complex tool and can have significant implications on trading decisions.
