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) -> Self

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 there is no value for this input.

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.