gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 11:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

doc headers

Browse Source
This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends_IIR/t3/T3.md
+18 -1
View File
@@ -1,5 +1,22 @@
# T3: Tillson T3 Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `vfactor` (default 0.7) |
| **Outputs** | Single series (T3) |
| **Output range** | Tracks input |
| **Warmup** | `period * 6` bars |
### TL;DR
- The T3 Moving Average is a hyper-smooth, low-lag filter that cascades six Exponential Moving Averages (EMAs).
- Parameterized by `period`, `vfactor` (default 0.7).
- Output range: Tracks input.
- Requires `period * 6` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "If one EMA is good, six must be better. Tim Tillson's logic is impeccable, provided you hate noise more than you love latency."
The T3 Moving Average is a hyper-smooth, low-lag filter that cascades six Exponential Moving Averages (EMAs). Unlike standard cascading (which increases lag), T3 uses a "Volume Factor" ($v$) to weight the EMAs in a way that partially cancels out the lag, resulting in a curve that is smoother than an EMA but more responsive than an SMA.
@@ -99,4 +116,4 @@ T3 is inherently recursive due to 6 cascaded EMAs. SIMD parallelization across b
1. **Warmup**: Because it cascades 6 EMAs, T3 takes significantly longer to stabilize than a standard EMA. A T3(10) might need 60+ bars to converge.
2. **Overshoot**: With high $v$ values ($>1$), T3 can overshoot price turns, creating false breakout signals.
3. **Complexity**: It is computationally heavier than SMA or EMA (approx 6x ops), though still negligible on modern CPUs.
3. **Complexity**: It is computationally heavier than SMA or EMA (approx 6x ops), though still negligible on modern CPUs.