T3
T3 is an adaptive moving average. It tracks the time series more aggressively when making large moves. It is discussed in the Stocks and Commodities article "Smoothing Techniques For More Accurate Signals" V16:1 (33-37).
T3 is an adaptive moving average. It tracks the time series more aggressively when making large moves. It is discussed in the Stocks and Commodities article "Smoothing Techniques For More Accurate Signals" V16:1 (33-37).