Struct T3 

pub struct T3 { /* private fields */ }

Tillson T3: a weighted combination of six chained exponential averages.

With e1 .. e6 the successive Ema(period) stages over the close and the volume factor v:

c1 = -v^3
c2 =  3*v^2 + 3*v^3
c3 = -6*v^2 - 3*v - 3*v^3
c4 =  1 + 3*v + v^3 + 3*v^2
T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3

v is a shape parameter in 0..=1, not market volume — the name is historical. At v = 0 every coefficient but c4 vanishes and T3 is exactly the third EMA; larger v adds the higher stages with alternating signs, which reduces lag at the price of overshoot. That overshoot is left in the output: clipping it away would hide what the parameter does.

This is neither TEMA nor a plain triple EMA — both combine fewer stages with different weights.

Output: value in the price units of the series.

First output: with the period-th bar, so every stage has consumed at least period inputs. All stages use the shared Ema with its first-sample seed, so no stage is ever fed a substituted value. Indicator::reset clears all six averages and the counter, so the next series starts deterministically.

Implementations

impl T3

pub fn new(period: usize, v: f64) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for T3

fn clone(&self) -> T3

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for T3

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for T3

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.

fn alerts(&self) -> Vec<IndicatorAlert>