Tillson T3 Moving Average
Created by Tim Tillson, the T3 indicator is a smooth moving average that reduces both lag and overshooting. [Discuss]
// usage IEnumerable<T3Result> results = quotes.GetT3(lookbackPeriods, volumeFactor);
int - Number of periods (
N) for the EMA smoothing. Must be greater than 0 and is usually less than 63. Default is 5.
double - Size of the Volume Factor. Must be greater than 0 and is usually less than 2. Default is 0.7
Historical quotes requirements
You must have at least
6×(N-1)+100 periods of
quotes to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least
6×(N-1)+250 data points prior to the intended usage date for better precision.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
Convergence warning: The first
6×(N-1)+250periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
DateTime - Date from evaluated
double - T3 Moving Average
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetT3(..);
Results can be further processed on
T3 with additional chain-enabled indicators.
// example var results = quotes .GetT3(..) .GetRsi(..);