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TAMath.HtDcPeriod.md

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TAMath.HtDcPeriod Method

Overloads
HtDcPeriod(int, int, double[]) Calculates the Hilbert Transform - Dominant Cycle Period for the input price data.
HtDcPeriod(int, int, float[]) Calculates the Hilbert Transform - Dominant Cycle Period for the input price data.

TAMath.HtDcPeriod(int, int, double[]) Method

Calculates the Hilbert Transform - Dominant Cycle Period for the input price data.

public static TechnicalAnalysis.Functions.HtDcPeriodResult HtDcPeriod(int startIdx, int endIdx, double[] real);

Parameters

startIdx System.Int32

The starting index for the calculation range.

endIdx System.Int32

The ending index for the calculation range.

real System.Double[]

The input price data.

Returns

HtDcPeriodResult
An HtDcPeriodResult containing the calculated dominant cycle period values.

Remarks

The Hilbert Transform - Dominant Cycle Period is used to identify the dominant market cycle period. It uses digital signal processing techniques to measure cycle periods in the price data. This indicator helps traders identify the current market rhythm and can be used to optimize other indicators' parameters.

TAMath.HtDcPeriod(int, int, float[]) Method

Calculates the Hilbert Transform - Dominant Cycle Period for the input price data.

public static TechnicalAnalysis.Functions.HtDcPeriodResult HtDcPeriod(int startIdx, int endIdx, float[] real);

Parameters

startIdx System.Int32

The starting index for the calculation range.

endIdx System.Int32

The ending index for the calculation range.

real System.Single[]

The input price data.

Returns

HtDcPeriodResult
An HtDcPeriodResult containing the calculated dominant cycle period values.

Remarks

This overload accepts float input and converts it to double for calculation.