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Re[2]: [amibroker] Tillson (T3) filter


  • To: "Ara Kaloustian" <ara1@xxxxxxxxxx>
  • Subject: Re[2]: [amibroker] Tillson (T3) filter
  • From: Herman <psytek@xxxxxxxx>
  • Date: Sun, 11 Mar 2007 20:08:06 -0400

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sensitivity, the higher the value the faster it moves (overshoots). It ranges from 0 to ... 5 is about the highest I have ever used, 0.1 the lowest. Of you plot it you can see its behavior.


herman.


Sunday, March 11, 2007, 4:33:07 PM, you wrote:


>

Herman,

 

Thanks ... question though .. what does "s" stand for in the parameters?

 

Ara

----- Original Message ----- 

From: Herman 

To: Ara Kaloustian 

Sent: Sunday, March 11, 2007 1:28 PM

Subject: Re: [amibroker] Tillson (T3) filter


function T3( Price, T3Periods, s )

       {

       e1        = AMA( Price, 2 / (T3Periods+1)); 

       e2        = AMA( e1, 2 / (T3Periods+1)); 

       e3        = AMA( e2, 2 / (T3Periods+1)); 

       e4        = AMA( e3, 2 / (T3Periods+1)); 

       e5        = AMA( e4, 2 / (T3Periods+1)); 

       e6        = AMA( e5, 2 / (T3Periods+1)); 

       C1 = -s^3;

       C2 = 3*s^2*(1+s);

       C3 = -3*s*(s+1)^2;


       C4 = (1+s)^3;

       T3Result= c1*e6+c2*e5+c3*e4+c4*e3;

       return T3Result;

       }


Sunday, March 11, 2007, 4:20:10 PM, you wrote:


>

Does anyone have the code for Tillson Filter.  It was posted some time ago by DT.

 

Thanks

 

Ara

 

 

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