docs

lib/trends/t3/T3.md

@@ -49,6 +49,45 @@ Our implementation uses the recursive GD formula for O(1) updates.
 | Period | 14 | Smoothing period | Standard lookback. |
 | Volume Factor (v) | 0.7 | Responsiveness | 0.7 is standard. Lower (0.1-0.5) = smoother/slower. Higher (0.8-1.0) = faster/responsive. |
 
+## Performance Profile
+
+| Operation | Complexity | Description |
+|-----------|------------|-------------------|
+| Streaming update | O(1) | 6 layers of GD calculation |
+| Bar correction | O(1) | Efficient state rollback |
+| Batch processing | O(N) | Single pass through data |
+| Memory footprint | O(1) | Stores state for 6 internal layers |
+
+## Interpretation
+
+### Trading Signals
+
+#### Trend Identification
+
+- **Smoothness:** T3 is famous for filtering out "noise" better than almost any other MA. If T3 is rising, the trend is likely real, not just a blip.
+- **Crossovers:** Price crossing T3 is a significant event due to the indicator's smoothness.
+
+### When It Works Best
+
+- **Noisy Markets:** T3 shines in markets with lots of wicks and erratic movement, where standard EMAs would get chopped up.
+
+### When It Struggles
+
+- **Lag:** Despite its clever math, applying a filter 6 times introduces lag. It will turn after the market turns, not with it.
+
+## Architecture Notes
+
+This implementation makes specific trade-offs:
+
+### Choice: 6 Layers
+
+- **Implementation:** We implement the standard "T3" which implies 6 layers of smoothing.
+- **Rationale:** While "T2" or "T4" are possible, "T3" (6 layers) is the industry standard definition.
+
+## References
+
+- Tillson, Tim. "Smoothing Techniques for More Accurate Signals." *Technical Analysis of Stocks & Commodities*, V. 16:1 (33-37), 1998.
+
 ## C# Usage
 
 ### Streaming Updates (Single Instance)
@@ -92,43 +131,3 @@ t3.Update(new TValue(time, 100), isNew: true);
 
 // Intra-bar update
 t3.Update(new TValue(time, 101), isNew: false); // Replaces 100 with 101
-```
-
-## Performance Profile
-
-| Operation | Complexity | Description |
-|-----------|------------|-------------------|
-| Streaming update | O(1) | 6 layers of GD calculation |
-| Bar correction | O(1) | Efficient state rollback |
-| Batch processing | O(N) | Single pass through data |
-| Memory footprint | O(1) | Stores state for 6 internal layers |
-
-## Interpretation
-
-### Trading Signals
-
-#### Trend Identification
-
-- **Smoothness:** T3 is famous for filtering out "noise" better than almost any other MA. If T3 is rising, the trend is likely real, not just a blip.
-- **Crossovers:** Price crossing T3 is a significant event due to the indicator's smoothness.
-
-### When It Works Best
-
-- **Noisy Markets:** T3 shines in markets with lots of wicks and erratic movement, where standard EMAs would get chopped up.
-
-### When It Struggles
-
-- **Lag:** Despite its clever math, applying a filter 6 times introduces lag. It will turn after the market turns, not with it.
-
-## Architecture Notes
-
-This implementation makes specific trade-offs:
-
-### Choice: 6 Layers
-
-- **Implementation:** We implement the standard "T3" which implies 6 layers of smoothing.
-- **Rationale:** While "T2" or "T4" are possible, "T3" (6 layers) is the industry standard definition.
-
-## References
-
-- Tillson, Tim. "Smoothing Techniques for More Accurate Signals." *Technical Analysis of Stocks & Commodities*, V. 16:1 (33-37), 1998.