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<?php |
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namespace Laratrade\Indicators; |
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use Illuminate\Support\Collection; |
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use Laratrade\Indicators\Contracts\Indicator; |
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use Laratrade\Indicators\Exceptions\NotEnoughDataPointsException; |
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/** |
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* Hilbert Transform - Sinewave (MESA indicator) |
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* |
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* |
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* We are actually using DSP |
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* on the prices to attempt to get a lag-free/low-lag indicator. |
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* This indicator can be passed an extra parameter and it will tell you in |
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* we are in a trend or not. (when used as an indicator do not use in a trending market) |
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*/ |
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class HilbertTransformSinewaveIndicator implements Indicator |
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{ |
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public function __invoke(Collection $ohlcv, bool $trend = false): int |
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{ |
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$hts = trader_ht_sine($ohlcv->get('open'), $ohlcv->get('close')); |
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if (false === $hts) { |
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throw new NotEnoughDataPointsException('Not enough data points'); |
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} |
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$dcsine = array_pop($hts[1]); |
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$p_dcsine = array_pop($hts[1]); |
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// leadsine is the first one it looks like. |
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$leadsine = array_pop($hts[0]); |
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$p_leadsine = array_pop($hts[0]); |
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if ($trend) { |
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/** if the last two sets of both are negative */ |
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if ($dcsine < 0 && $p_dcsine < 0 && $leadsine < 0 && $p_leadsine < 0) { |
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return static::BUY; // uptrend |
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} |
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/** if the last two sets of both are positive */ |
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if ($dcsine > 0 && $p_dcsine > 0 && $leadsine > 0 && $p_leadsine > 0) { |
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return static::SELL; // downtrend |
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} |
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return static::HOLD; |
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} |
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/** WE ARE NOT ASKING FOR THE TREND, RETURN A SIGNAL */ |
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if ($leadsine > $dcsine && $p_leadsine <= $p_dcsine) { |
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return static::BUY; // buy |
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} |
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if ($leadsine < $dcsine && $p_leadsine >= $p_dcsine) { |
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return static::SELL; // sell |
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} |
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return static::HOLD; |
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} |
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} |
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laratrade /
indicators
