T3 Function Include afl for Amibroker (AFL)

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In filter theory parlance, T3 is a six-pole non-linear Kalman filter. Kalman filters are ones which use the error (in this case (time series – EMA) to correct themselves. In Technical Analysis, these are called Adaptive Moving Averages; they track the time series more aggressively when it is making large moves.

If you enjoy reading tech material there is a white paper posted at…
http://groups.yahoo.com/group/amibroker-ts/files/

I did not create the code, I only adapted it to function form. To call the T3 function use the syntax T3 as in T3. You can also substitute any indicator for price as in T3,20)

Put this function in the includes folder and call it T3_Include.afl

By Jayson Casavant – jcasavant [at] verizon.net

Screenshots

Indicator / Formula

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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(C,"",4,64);
Plot(T3(C,50),"T3",colorYellow,1);
Plot(t3(C,20),"T3",colorBlue,1);

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