t3

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

Please see TALib for the parameters and windowing logic.

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

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

The formula is

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