TA_T3





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CapeTools Technical Analysis - Overlap Studies function list

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Triple Exponential Moving Average (T3) : This function is contained within the Overlap Studies set of indicators.

Returns a 1-Column range.

outReal (Doubles).

(Reference - http://www.tadoc.org, http://www.ta-lib.org).

The Time_Period parameter determines the number of data points that the function will conduct it's analysis upon before moving on.

Thus if the value of the Time_Period parameter is 30, the first 30 points will be read, the analysis performed, then the 1st point is dropped and the 31st point added, analysis performed once again, then the 2nd point dropped and the 32nd point added, analysis performed etc... The Time_Period parameter almost acts as a sliding window, where the window size determines the amount of data that the analysis will be conducted upon.

The returned range will always be the size of the original range, minus the size of the Time_Period (the window).

This function requires the input of a Technical Analysis memory data table object key, which must have been produced via a call to MakeHistoricalDB(). This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.TA.T3




High level graphic of TA_T3() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key to an already created HistoricalDB object
  2. withHeaders parameter

    Display header information with the output range?
  3. withDates parameter

    Display the Dates column along with the output range?
  4. withData parameter

    Display the 'Open', 'High', 'Low', 'Close' and 'Volume' columns along with the output range?
  5. FieldName parameter

    The FieldName within the Historical DB that you wish to apply the analysis upon.
  6. Time_Period parameter

    Number of period (Default=5)
  7. Volume_Factor parameter

    Volume Factor (Default=0.7)


Extended information

Function Syntax

VB Syntax


Variant CT_TA_Overlap.TA_T3( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String FieldName, _
Long Time_Period, _
Double Volume_Factor)


Excel Spreadsheet Syntax


=CT.TA.T3(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell FieldName,
Excel Numeric Cell Time_Period,
Excel Numeric Cell Volume_Factor)


C++ Syntax


static CTRangeDataCPP TA_T3(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string FieldName,
long Time_Period,
double Volume_Factor);


DotNET Syntax


CTRangeData CT_TA_OverlapSA.TA_T3(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String FieldName,
System.Int32 Time_Period,
System.Double Volume_Factor);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
FieldNameStringFALSE
Time_PeriodLongFALSE
Volume_FactorDoubleFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
withHeadersFALSEtrue
withDatesFALSEtrue
withDataFALSEtrue
FieldNameFALSEOpen
Time_PeriodTRUE5
Volume_FactorTRUE0.7


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.TechnicalAnalysis20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the TA_T3() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the TA_T3() function call


Example
DATEOPENHIGHLOWCLOSEVOLUMET3
3774629.37529.562528.812529.3125235700
3774729.330229.331529.321729.3269309200
3774829.322629.329829.321729.3262252420
3774929.314929.342929.312629.3269358450
3775029.351929.359829.30629.30971300
3775329.347229.347629.341929.343470240
3775429.347829.387929.321129.3446220190
3775529.351729.36529.323629.3255140650
3775629.353929.354829.28629.3424231850
3775729.324829.343929.3129.3222108620
3776029.311829.367529.287929.310856490
3776129.327129.354229.290329.3275121880
3776229.343129.361729.287729.3412224620
3776329.344629.36729.306729.3457385400
3776429.378729.382629.374629.3794233950
3776729.36729.371229.365629.3696272260
3776829.3729.380829.351729.3546246240
3776929.383729.399229.328829.3906213920
3777029.432929.438229.421429.431867540
3777129.422629.439829.407429.4125124740
3777429.443429.456329.373229.3826322800
3777529.347229.367129.338129.348102810
3777629.391429.395629.389829.3916323180
3777729.404629.428129.40229.4128136850
3777829.420729.44729.409929.44321621729.4066
3778129.413929.489729.394829.45891864029.4088
3778229.464529.486829.428729.43013137829.4172
3778329.469529.474629.469129.47313398729.4298
3778429.500329.50529.48729.50391438629.4467
3778529.50329.522929.472129.52091427429.4649
3778829.508829.570529.491729.53023328929.4818
3778929.532429.54329.507829.51741256029.4984
3779029.521729.548829.510329.53882963329.5119
3779129.545429.55129.526429.52732490729.5242
3779229.517829.572229.483829.4943257529.5316
3779529.476129.4829.475629.47842205529.5294
3779629.443229.444629.44329.4441618829.517
3779729.443129.47529.437129.4403747229.4994
3779829.466429.485829.465929.47573979129.4842
3779929.517229.525229.515929.52051976629.4792
3780229.489629.51429.479229.48542489729.4793
3780329.532729.534129.525629.5295616829.4863
3780429.563529.569929.545229.54893613229.5007
3780529.543929.594529.531429.56772755529.5159
3780629.550629.571929.545429.54741720629.5295
3780929.516529.545829.512529.53723924729.5363
3781029.541329.576129.536229.5595679229.5401
3781129.580129.599729.542129.5918551829.5469
3781229.622229.624929.613329.61651289729.5609
3781329.616829.634429.600529.60462956829.5776
3781629.584429.593329.578829.58631807429.5896



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