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T3 - Adaptive Smoothing Indicator - TTT

Trevor Harnett
posted this on June 05, 2010 22:22

The Description

T3 is an adaptive moving average.  It tracks the time series more aggressively when making large moves.

T3(n) = GD(GD(GD(n)))
GD(n,v) = EMA(n)*(1+v) - EMA(EMA(n))*v
    GD stands for Generalized DEMA (double-smoothed exponential MA)
where
n = Period
v = Volume Factor
similarly,
T5(n) = GD(GD(GD(GD(GD(n)))))

The Presentation - more on Charts

T3.png

The Preferences

T3_-_prefs.png

  • T3 - Options of choosing T1, T2, T3, T4, T5, or T6.  See equation below for details.

  • Price - Price used as input to the T3 smoothing.

  • Period - Period used to smooth the data.

  • Volume Factor - Should range between 0 and 1.  When volume factor is 0, GD is just an EMA.  When the factor is 1, GD is just a DEMA (double EMA).

RTL Token - more on RTL

The RTL token is TTT.