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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
61 lines
1.8 KiB
Plaintext
61 lines
1.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Tillson T3 Moving Average (T3)", "T3", overlay=true)
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//@function Calculates T3 using six EMAs with volume factor optimization
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/t3.md
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//@param source Series to calculate T3 from
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//@param period Smoothing period
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//@param v Volume factor controlling smoothing (default 0.7)
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//@returns T3 value with optimized coefficients
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//@optimized Uses six cascaded EMAs with precomputed coefficients for O(1) complexity
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t3(series float src, simple int period, simple float v) =>
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if period <= 0
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runtime.error("T3 period must be > 0")
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float a = 2.0 / (period + 1)
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float v2 = v * v
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float v3 = v2 * v
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float c1 = -v3
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float c2 = 3.0 * (v2 + v3)
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float c3 = -3.0 * (2.0 * v2 + v + v3)
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float c4 = 1.0 + 3.0 * v + 3.0 * v2 + v3
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var float e1 = na
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var float e2 = na
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var float e3 = na
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var float e4 = na
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var float e5 = na
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var float e6 = na
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float res = na
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if not na(src)
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if na(e1)
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e1 := src
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e2 := src
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e3 := src
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e4 := src
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e5 := src
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e6 := src
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res := src
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else
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e1 := e1 + a * (src - e1)
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e2 := e2 + a * (e1 - e2)
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e3 := e3 + a * (e2 - e3)
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e4 := e4 + a * (e3 - e4)
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e5 := e5 + a * (e4 - e5)
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e6 := e6 + a * (e5 - e6)
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res := c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
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res
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_period = input.int(10, "Period", minval=1)
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i_vfactor = input.float(0.7, "Volume Factor", minval=0.0, maxval=1.0, step=0.1)
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// Calculation
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t3_value = t3(i_source, i_period, i_vfactor)
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// Plot
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plot(t3_value, "T3", color=color.yellow, linewidth=2)
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