Struct T3 

pub struct T3 { /* private fields */ }

Tillson’s T3 — a six-fold cascaded EMA recombined with a volume factor v.

T3 is the generalised DEMA applied three times. Tim Tillson’s expansion of that triple application over six chained EMAs (e1 … e6, each of the same period) gives the closed form used here:

c1 = −v³
c2 = 3v² + 3v³
c3 = −6v² − 3v − 3v³
c4 = 1 + 3v + v³ + 3v²
T3 = c1·e6 + c2·e5 + c3·e4 + c4·e3

The volume factor v ∈ [0, 1] controls the lag/smoothness trade-off: v = 0 collapses T3 to the plain triple-cascaded EMA e3, while the conventional v = 0.7 adds a hump that sharpens the response to turns. The coefficients always sum to 1, so a constant series maps to itself.

The first output lands after 6·period − 5 inputs — the index at which the sixth cascaded EMA seeds.

Example

use wickra_core::{Indicator, T3};

let mut indicator = T3::new(5, 0.7).unwrap();
let mut last = None;
for i in 0..120 {
    last = indicator.update(100.0 + f64::from(i));
}
assert!(last.is_some());

Implementations

impl T3

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

Construct a new T3 with the given period and volume factor v.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if v is non-finite or outside [0.0, 1.0].

pub const fn period(&self) -> usize

Configured period.

pub const fn volume_factor(&self) -> f64

Configured volume factor v.

pub const fn value(&self) -> Option<f64>

Current value if available.

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

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, input: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.