Re: [amibroker] Tillson (T3) filter

["wavemechanic" <fimdot@xxxxxxxxx>]

There is a T3 paper in the AmiBroker-TS file section and a discussion about 3 years ago in the message section (probably also in the main AmiBroker group).

 

Bill

----- Original Message -----

From: Ara Kaloustian

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, March 11, 2007 4:33 PM

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

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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