Library · Pine Script v5 · Library

MathTransformsHartley

by ricardosantos79· code credited to RicardoSantos

MathTransformsHartley is a Pine Script v5 mathematical library that implements the Discrete Hartley Transform (DHT).

View on GitHub

GitHub stars261on the repository
Pine versionv5runs as is
Lines of code96
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update4 years ago13 Nov 2021

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  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
  4. 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.

Source Code

96 lines of Pine Script v5 from beta/libs/Math/MathTransformsHartley.pinescript, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.

MathTransformsHartley.pinescript
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RicardoSantos

//@version=5

// @description FHT, implementation of the Fast Discrete Hartley Transform(DHT).
library(title='MathTransformsHartley')

// reference:
//      https://github.com/mathnet/mathnet-numerics/blob/a50d68d52def605a53d129cc60ea3371a2e97548/src/Numerics/IntegralTransforms/

import RicardoSantos/DebugConsole/2 as console
[__T, __C] = console.init(20)

import RicardoSantos/MathConstants/1 as constants

// @function Generic naive transform for the (DHT).
// @param samples float array, 1d data.
// @returns float array.
export naive(float[] samples) => //{
    int _size = array.size(samples)
    if _size < 1
        runtime.error('MathTransformHartley -> naive(): "samples" size does not match.')
        array.new_float()
    else
        float _w0 = constants.Pi2() / _size
        float[] _spectrum = array.new_float(_size)
        float _sqrt2 = constants.Sqrt2()
        float _pi_over4 = constants.PiOver4()
        for _i = 0 to _size-1
            //
            float _wk = _w0 * _i
            float _sum = 0.0
            for _n = 0 to _size - 1
                float _w = _n * _wk
                _sum += array.get(samples, _n) * _sqrt2 * math.cos(_w - _pi_over4)
            array.set(_spectrum, _i, _sum)
        _spectrum
//{ usage:
A = array.from(0.25,0.3,0.7,1,5,3,5,9,5)
B = naive(A)
console.queue_one(__C, str.format('ori: {0}', str.tostring(A, '#.##')))
console.queue_one(__C, str.format('nai: {0}', str.tostring(B, '#.##')))
//{ remarks:
//}}}

// @function Fast Discrete Hartley Transform (DHT).
// @param samples float array, data samples.
// @returns float array.
export fdht (float[] samples) => //{
    int _size = array.size(samples)
    if _size < 1
        runtime.error('MathTransformHartley -> fdht(): "samples" size does not match.')
        array.new_float()
    else
        float[] _frequencyspace = naive(samples)
        float _scaling_factor = math.sqrt(1.0 / _size)

        for _i = 0 to _size-1
            float _yi = array.get(_frequencyspace, _i)
            array.set(_frequencyspace, _i, _yi * _scaling_factor)
        _frequencyspace
//{ usage:
C = fdht(A)
console.queue_one(__C, str.format('fst: {0}', str.tostring(C, '#.##')))
//{ remarks:
//}}}

// @function Inverse Discrete Hartley Transform (DHT).
// @param samples float array, data samples.
// @param asymmetric_scaling bool, default=true, scaling option.
// @returns float array.
export idht (float[] frequencies, bool asymmetric_scaling=true) => //{
    int _size = array.size(frequencies)
    if _size < 1
        runtime.error('MathTransformHartley -> idht(): "frequencies" size does not match.')
        array.new_float()
    else
        float[] _timespace = naive(frequencies)
        float _scaling_factor = 1.0 / _size
        if asymmetric_scaling
            _scaling_factor := math.sqrt(nz(_scaling_factor))
        for _i = 0 to _size-1
            float _yi = array.get(_timespace, _i)
            array.set(_timespace, _i, _yi * _scaling_factor)
        _timespace
//{ usage:
D = idht(C, true)
console.queue_one(__C, str.format('inv: {0}', str.tostring(D, '#.##')))
//{ remarks:
//}}}



//#########################
console.update(__T, __C)//#

Overview

MathTransformsHartley provides functions to calculate naive transforms, fast discrete Hartley transforms (FDHT), and inverse discrete Hartley transforms (IDHT) with optional asymmetric scaling. The library operates on one-dimensional float arrays and does not plot on the price chart or pane, serving purely as a computational utility for other scripts.

Details

Published by

ricardosantos79 on GitHub

Code credit

RicardoSantos, as written in the script's header

Type

Library, Pine Script v5

Draws

Library (no plots)

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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