V. 19:6 (32): Sidebar: Tillson's T3 by Steve Burns

V. 19:6 (32): Sidebar: Tillson's T3 by Steve Burns
Item# \V19\C06\064SB1.pdf
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Product Description


Along with the actual code for Tillson's T3, this sidebar provides Excel code.

The actual formula for T3 is elaborate, the result of cubing the function

(1+a)x – ax2

where a is the percentage of amplification of the filter’s response to price movement (creator Tim Tillson calls it the “volume factor”) and x is the price smoothed using a moving average of a period you specify.

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