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Tillson T3 Moving Average ​

Created by Tim Tillson, the T3 indicator is a smooth moving average that reduces both lag and overshooting. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<T3Result> results =
  bars.ToT3(lookbackPeriods, volumeFactor);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) for the EMA smoothing. Must be greater than 0 and is usually less than 63. Default is 5.
volumeFactordoubleSize of the Volume Factor. Must be greater than 0 and is usually less than 2. Default is 0.7

Historical price bars requirements ​

You must have at least 6×(N-1)+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least 6×(N-1)+250 data points prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<T3Result>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.

🚩 ⚞ Convergence warning

The first 6×(N-1)+250 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

T3Result ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
T3doubleT3 Moving Average

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToT3(..);

Results can be further processed on T3 with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToT3(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
T3List t3List = new(lookbackPeriods, volumeFactor);

foreach (IBar bar in bars)  // simulating stream
{
  t3List.Add(bar);
}

// based on `ICollection<T3Result>`
IReadOnlyList<T3Result> results = t3List;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
T3Hub observer = barHub.ToT3Hub(lookbackPeriods, volumeFactor);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<T3Result> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.