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Triple Exponential Moving Average (TEMA) ​

Created by Patrick G. Mulloy, the Triple exponential moving average is a faster multi-smoothed EMA of the price over a lookback window. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<TemaResult> results =
  bars.ToTema(lookbackPeriods);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in the moving average. Must be greater than 0.

Historical price bars requirements ​

You must have at least N periods of bars to produce any TEMA values. However, due to the nature of the smoothing technique, we recommend you use at least 3×N+250 data points prior to the intended usage date for better precision. See warmup and convergence guidance for more information.

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<TemaResult>
  • 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.
  • The first N-1 periods will have null values since there's not enough data to calculate. Also note that we are using the proper weighted variant for TEMA. If you prefer the unweighted raw 3 EMAs value, please use the Ema3 output from the TRIX oscillator instead.

Example for TEMA(20):

text
Period 1-19:  null values (incalculable)
Period 20:    first TEMA value (may have convergence issues)
Period 160+:  fully converged, reliable values

ⓘ Incalculable periods: The first N-1 periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first 3×N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. Use the .RemoveWarmupPeriods() method to remove these potentially unreliable values.

TemaResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
TemadoubleTriple exponential 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)
    .ToTema(..);

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

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

See Chaining indicators for more.

Streaming ​

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

csharp
TemaList temaList = new(lookbackPeriods);

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

// based on `ICollection<TemaResult>`
IReadOnlyList<TemaResult> results = temaList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
TemaHub observer = barHub.ToTemaHub(lookbackPeriods);

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

IReadOnlyList<TemaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.