Tillson T3 Moving Average: Adaptive Smoothing and Calculation Structure

Summary

The document introduces the T3 moving average, an adaptive smoothing indicator attributed to Tim Tillson. It describes the indicator as aiming to reduce lag while filtering price noise, and lists three inputs: the calculation period, a coefficient, and the applied price. The calculation is built from a cascade of six exponential moving averages, combined with four coefficient-dependent weights. This structure lets the coefficient shape the resulting smoothed series.

The material provides the formula structure but no trading rules, parameter recommendations, empirical comparisons, or performance results. It does not explain how to interpret T3 crossovers or how to use the indicator for entries, exits, or risk management. The stated reduction in lag and noise is a design characterization rather than evidence demonstrated in this document; practical behavior will depend on input choices and market data. It is therefore a compact reference for the indicator’s construction, not a tested strategy.

Key ideas

• T3 is a smoothed moving average attributed to Tim Tillson.
• Its calculation cascades six exponential moving averages and combines them using coefficient-based weights.
• The listed inputs are period, coefficient, and applied price.
• The document gives no tested parameters, trading rules, or performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.