t3
Syntax
t3(X, window, [vfactor=1.0])
Please see TALib for the parameters and windowing logic.
Arguments
vfactor (optional) is a floating-point number in [0,1]. The default value is 1.0.
Details
Calculate the Triple Exponential Moving Average (t3) for X in a sliding window of the given length.
The formula is
Examples
x=12.1 12.2 12.6 12.8 11.9 11.6 11.2 16.9 55.6 5.6 3.3 66 6 57
t3(x, 3, 0.5);
// output
[,,,,,,,,,,,,27.652790217144499,33.482904095904814]
x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2 15.7 18.6 13.2 19.6 20.3 22.4 11, 14 15 18 19 21 12 10 6 5.5 7 11 16 15 9.9)
t3(x, 3, 0.8);
col1 | col2 |
---|---|
20.9284 | 13.8993 |
18.3094 | 13.4915 |
Related function: tema