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Jason,
thank you very much for posting the
T3 function. It realy helps us
AFL "non-experts" :-)
Observation:
I modified your code slightly
to show a simple MA vs the T3.
I cannot see much advantage to
using the t3 at first galnce.
In fact, market reversales seem
to be identified earlier using
a simple MA. ???
(I tried this using 50 period
averages for both versions over
a group of 30 stocks.)
Even in cases using the MA's
as a support line, there did not
seem to be any significant advantage.
Of course, I am not analyzing this from
a "Mathamatical Proof" point of view.
(DT seems to be doing this already, let's
see how the "crash test" pans out)
Below is my sightly modified "jason" code
if anyone wants to have a look...
Cheers,
Gosub283
====================================
// Jason's T3 function code
function T3(price,periods)
{
s = 0.84;
e1=EMA(price,periods);
e2=EMA(e1,Periods);
e3=EMA(e2,Periods);
e4=EMA(e3,Periods);
e5=EMA(e4,Periods);
e6=EMA(e5,Periods);
c1=-s*s*s;
c2=3*s*s+3*s*s*s;
c3=-6*s*s-3*s-3*s*s*s;
c4=1+3*s+s*s*s+3*s*s;
Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
return ti3;
}
//Plot close prices in bar format
Plot(Close,"",colorBlack,styleBar);
//Plot a simple MA in Green
Plot(MA(C,50),"SMA", colorGreen,1);
//Plot the T3 average in Red
Plot(T3(C,50),"T3",colorRed,1);
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