Hilbert Transform Phasor Components
The Rotating Vector That Splits Price Into Amplitude and Phase
John Ehlers' Hilbert Transform Phasor Components turn raw price into a clean analytic signal by splitting it into two orthogonal streams: the In-Phase component (mirroring filtered price) and the Quadrature component (shifted 90° ahead). Together they form a rotating 'phasor' vector whose length measures instantaneous cycle strength (amplitude) and angle reveals exact position in the cycle (phase). It's the DSP lens that extracts the market's live rhythm – energy and timing – bar by bar, feeding adaptive tools that retune themselves to changing wavelengths instead of guessing fixed periods.
From Price to Phasor – The Signal Flow
The transformation:
- Detrend price: EMA or high-pass to strip slow drift.
- Hilbert kernel: Short FIR filter creates InPhase (I) and Quadrature (Q).
- Analytic signal: Complex vector I + jQ.
- Amplitude: \sqrt{I^2 + Q^2} – cycle energy/volatility.
- Phase: \arctan(Q/I) – position in cycle (unwrapped).
Popular 7-tap causal kernel approximates the ideal transform.
What the Components Reveal
Key insights:
- InPhase (I): Real part – filtered price itself.
- Quadrature (Q): 90° lead – predictive component.
- Amplitude: Phasor length – current cycle strength.
- Phase angle: Rotation position – trough (0°), peak (180°).
- Instantaneous period: From phase change rate.
Practical Trading Applications
How traders use it:
- Cycle timing: Phase near 0° → trough, potential long zone.
- Adaptive windows: Period from phase → auto-tune MAs/oscillators.
- Strength gauge: High amplitude → strong cycle, favor cycle plays.
- Trend filter: Low amplitude + high period → trending regime.
Feeds directly into DCPERIOD, DCPHASE, SineWave, and MAMA.
Pre-Processing Best Practices
Clean inputs:
- Median price: (H+L)/2 to reduce noise.
- Detrend: Two-pole high-pass or short EMA.
- Unwrap phase: Avoid 360° jumps for continuity.
- Light smoothing: On derived outputs if needed.
Strengths and Caveats
The Wins
- Real-time cycle amplitude and phase extraction.
- Powers all adaptive Hilbert tools.
- Low lag, bar-by-bar updates.
- Pure diagnostic foundation.
The Gotchas
- Distorted by gaps/spikes/thin data.
- Needs ~50-bar warm-up.
- Diagnostic only – needs derived rules/signals.
- Complex internals – rely on platform libraries.
Your Phasor Components Checklist
- Use clean median input + detrend.
- Plot I and Q for visual check.
- Derive amplitude, phase, period from components.
- Feed into DCPERIOD/DCPHASE/SineWave.
- Confirm outputs with price/volume.
- Ignore first ~50 bars.
Key Takeaways
Phasor Components split price into InPhase (real) and Quadrature (90° lead).
Vector gives amplitude (cycle strength) and phase (cycle position).
Foundation for all Hilbert cycle tools – real-time rhythm extraction.
Low lag, adaptive – but needs clean data and confirmation.
Master the phasor and unlock cycle-synced trading. Stay rotated and trade strong!
Hilbert Transform Phasor Components
The Rotating Vector That Splits Price Into Amplitude and Phase
John Ehlers' Hilbert Transform Phasor Components turn raw price into a clean analytic signal by splitting it into two orthogonal streams: the In-Phase component (mirroring filtered price) and the Quadrature component (shifted 90° ahead). Together they form a rotating 'phasor' vector whose length measures instantaneous cycle strength (amplitude) and angle reveals exact position in the cycle (phase). It's the DSP lens that extracts the market's live rhythm – energy and timing – bar by bar, feeding adaptive tools that retune themselves to changing wavelengths instead of guessing fixed periods.
Table of Contents
From Price to Phasor – The Signal Flow
The transformation:
- Detrend price: EMA or high-pass to strip slow drift.
- Hilbert kernel: Short FIR filter creates InPhase (I) and Quadrature (Q).
- Analytic signal: Complex vector I + jQ.
- Amplitude: \sqrt{I^2 + Q^2} – cycle energy/volatility.
- Phase: \arctan(Q/I) – position in cycle (unwrapped).
Popular 7-tap causal kernel approximates the ideal transform.
What the Components Reveal
Key insights:
- InPhase (I): Real part – filtered price itself.
- Quadrature (Q): 90° lead – predictive component.
- Amplitude: Phasor length – current cycle strength.
- Phase angle: Rotation position – trough (0°), peak (180°).
- Instantaneous period: From phase change rate.
Practical Trading Applications
How traders use it:
- Cycle timing: Phase near 0° → trough, potential long zone.
- Adaptive windows: Period from phase → auto-tune MAs/oscillators.
- Strength gauge: High amplitude → strong cycle, favor cycle plays.
- Trend filter: Low amplitude + high period → trending regime.
Feeds directly into DCPERIOD, DCPHASE, SineWave, and MAMA.
Pre-Processing Best Practices
Clean inputs:
- Median price: (H+L)/2 to reduce noise.
- Detrend: Two-pole high-pass or short EMA.
- Unwrap phase: Avoid 360° jumps for continuity.
- Light smoothing: On derived outputs if needed.
Strengths and Caveats
The Wins
- Real-time cycle amplitude and phase extraction.
- Powers all adaptive Hilbert tools.
- Low lag, bar-by-bar updates.
- Pure diagnostic foundation.
The Gotchas
- Distorted by gaps/spikes/thin data.
- Needs ~50-bar warm-up.
- Diagnostic only – needs derived rules/signals.
- Complex internals – rely on platform libraries.
Your Phasor Components Checklist
- Use clean median input + detrend.
- Plot I and Q for visual check.
- Derive amplitude, phase, period from components.
- Feed into DCPERIOD/DCPHASE/SineWave.
- Confirm outputs with price/volume.
- Ignore first ~50 bars.
Key Takeaways
Phasor Components split price into InPhase (real) and Quadrature (90° lead).
Vector gives amplitude (cycle strength) and phase (cycle position).
Foundation for all Hilbert cycle tools – real-time rhythm extraction.
Low lag, adaptive – but needs clean data and confirmation.
Master the phasor and unlock cycle-synced trading. Stay rotated and trade strong!
Related Terms
Apply This Knowledge
Ready to put Hilbert Transform Phasor Components into practice? Use our tools to analyze your portfolio and explore market opportunities.
This content is also available on our main website for public access.