t3

t3(X, window, [vfactor=1.0])

Please see TALib for the parameters and windowing logic.

Calculate the Triple Exponential Moving Average (t3) for X in a sliding window of the given length.

The formula is

DolphinDB t3 and TA-Lib T3 provide the same functionality, but differ in the following aspects:

• Supported input types: DolphinDB t3 supports vectors, matrices, and tables as inputs, whereas TA-Lib T3 only supports one-dimensional arrays.
• Default parameter values: The default value of the vfactor parameter is different between the two implementations.
• Missing value handling: The two implementations handle missing values differently. For leading missing values, both preserve missing values at the beginning of the series and start the window calculation from the first non-missing value. For missing values that appear in the middle of the series, DolphinDB t3 generally continues to calculate and return results according to its moving average rules, whereas TA-Lib may start returning NaN from that position onward for some indicators, affecting subsequent results.

vfactor (optional) is a floating-point number in [0,1]. The default value is 1.0.

DOUBLE type with the same data form as X.

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: [,,,,,,,,,,,,26.84,33.21]

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);

Related function: tema