Supported Indicators
T3 Moving Average
Introduction
This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);
To view the implementation of this indicator, see the LEAN GitHub repository.
Using T3 Indicator
To create an automatic indicators for T3MovingAverage
, call the T3
helper method from the QCAlgorithm
class. The T3
method creates a T3MovingAverage
object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize
method.
public class T3MovingAverageAlgorithm : QCAlgorithm { private Symbol _symbol; private T3MovingAverage _t3; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _t3 = T3(_symbol, 30, 0.7); } public override void OnData(Slice data) { if (_t3.IsReady) { // The current value of _t3 is represented by itself (_t3) // or _t3.Current.Value Plot("T3MovingAverage", "t3", _t3); } } }
class T3MovingAverageAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.t3 = self.T3(self.symbol, 30, 0.7) def OnData(self, slice: Slice) -> None: if self.t3.IsReady: # The current value of self.t3 is represented by self.t3.Current.Value self.Plot("T3MovingAverage", "t3", self.t3.Current.Value)
The following reference table describes the T3
method:
T3()1/1
T3MovingAverage QuantConnect.Algorithm.QCAlgorithm.T3 (Symbol
symbol,Int32
period,*Decimal
volumeFactor,*Nullable<Resolution>
resolution,*Func<IBaseData, Decimal>
selector )
Creates a new T3MovingAverage indicator.
If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.
For more information about the selector argument, see Alternative Price Fields.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a T3MovingAverage
indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.
Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update
method with time/number pair, or an IndicatorDataPoint
. The indicator will only be ready after you prime it with enough data.
public class T3MovingAverageAlgorithm : QCAlgorithm { private Symbol _symbol; private T3MovingAverage _t3; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _t3 = new T3MovingAverage(30, 0.7); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _t3.Update(bar.EndTime, bar.Close); } if (_t3.IsReady) { // The current value of _t3 is represented by itself (_t3) // or _t3.Current.Value Plot("T3MovingAverage", "t3", _t3); } } }
class T3MovingAverageAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.t3 = T3MovingAverage(30, 0.7) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.t3.Update(bar.EndTime, bar.Close) if self.t3.IsReady: # The current value of self.t3 is represented by self.t3.Current.Value self.Plot("T3MovingAverage", "t3", self.t3.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class T3MovingAverageAlgorithm : QCAlgorithm { private Symbol _symbol; private T3MovingAverage _t3; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _t3 = new T3MovingAverage(30, 0.7); RegisterIndicator(_symbol, _t3, Resolution.Daily); } public override void OnData(Slice data) { if (_t3.IsReady) { // The current value of _t3 is represented by itself (_t3) // or _t3.Current.Value Plot("T3MovingAverage", "t3", _t3); } } }
class T3MovingAverageAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.t3 = T3MovingAverage(30, 0.7) self.RegisterIndicator(self.symbol, self.t3, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.t3.IsReady: # The current value of self.t3 is represented by self.t3.Current.Value self.Plot("T3MovingAverage", "t3", self.t3.Current.Value)
The following reference table describes the T3MovingAverage
constructor:
T3MovingAverage()1/2
T3MovingAverage QuantConnect.Indicators.T3MovingAverage (string
name,int
period,*decimal
volumeFactor )
Initializes a new instance of the T3MovingAverage
class using the specified name and period.
T3MovingAverage()2/2
T3MovingAverage QuantConnect.Indicators.T3MovingAverage (int
period,*decimal
volumeFactor )
Initializes a new instance of the T3MovingAverage
class using the specified period.
Visualization
The following image shows plot values of selected properties of T3MovingAverage
using the plotly library.
