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Enhance documentation and validation for various indicators

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Miha Kralj
2025-12-22 20:42:26 -08:00
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lib/trends/t3/T3.md
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@@ -42,11 +42,24 @@ Where $e_n$ is the output of the $n$-th EMA in the cascade.
## Performance Profile
Despite the complexity, T3 is O(1).
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 8 | O(1), but involves 6 cascaded EMA calculations. |
| **Allocations** | 0 | Zero-allocation in hot paths. |
| **Complexity** | O(1) | Constant time regardless of period. |
| **Accuracy** | 10 | Matches TA-Lib exactly. |
| **Timeliness** | 9 | Very low lag due to volume factor cancellation. |
| **Overshoot** | 6 | Can overshoot significantly if $v > 1$. |
| **Smoothness** | 10 | Extremely smooth due to 6-pole filtering. |
## Validation
Validated against TA-Lib and Skender.Stock.Indicators.
| Library | Status | Notes |
| :--- | :--- | :--- |
| **TA-Lib** | ✅ | Matches `TA_T3` exactly. |
| **Skender** | ✅ | Matches `GetT3` exactly. |
| **Tulip** | N/A | Not implemented. |
| **Ooples** | ✅ | Matches `CalculateTillsonT3MovingAverage`. |
### Common Pitfalls