MA: The Triple Exponential Moving Average (T3) by Tim Tillson

In Vitalic57/stratbuilder3gen: Package Provides Tools to Create and Backtest Financial Models

The Triple Exponential Moving Average (T3) by Tim Tillson

Description

The Triple Exponential Moving Average (T3) by Tim Tillson

Triple exponential moving average

Triangular Moving Average

Variable Index Dynamic Average

(Kaufmann) Adaptive Moving Average

Usage

T3MA(x, n = 10, vFactor = 0.7)

TEMA(x, n = 10)

TRIMA(x, n = 10)

VIDYA(x, n)

AMA(x, n = 10, FC = 1, SC = 200, power = 1)

Arguments

x	Price, volume, etc. series that is coercible to xts or matrix.
n	numeric Number of periods to average over. Must be between 1 and nrow(x), inclusive.
FC	numeric min period to average
SC	numeric max period to average
power	numeric power of adaptive weight by default it is 1, recommended value is 2

Vitalic57/stratbuilder3gen documentation built on March 30, 2022, 6:58 a.m.