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Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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lib/trends_IIR/t3/T3.cs
+5 -14
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@@ -7,22 +7,13 @@ namespace QuanTAlib;
/// T3: Tillson T3 Moving Average
/// </summary>
/// <remarks>
/// T3 works by running price data through a series of six EMAs, then combining the outputs
/// of these EMAs using carefully calculated weights.
/// Six cascaded EMAs with weighted combination for ultra-smooth trend following.
/// The volume factor controls overshooting behavior; lower values reduce lag.
///
/// Formula:
/// T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3
///
/// Where:
/// e1..e6 are cascaded EMAs
/// c1 = -v^3
/// c2 = 3(v^2 + v^3)
/// c3 = -3(2v^2 + v + v^3)
/// c4 = 1 + 3v + 3v^2 + v^3
///
/// v is volume factor (default 0.7)
/// alpha = 2 / (period + 1)
/// Calculation: <c>T3 = c1×e6 + c2×e5 + c3×e4 + c4×e3</c> (six EMAs with polynomial weights).
/// </remarks>
/// <seealso href="T3.md">Detailed documentation</seealso>
/// <seealso href="t3.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class T3 : AbstractBase
{