class_docstr: TEMA was first time introduced in 1994, in the article "Smoothing Data with
  Faster Moving Averages" by Patrick G. Mulloy in "Technical Analysis of
  Stocks & Commodities" magazine.
  
  It attempts to reduce the inherent lag associated to Moving Averages
  
  Formula:
    - ema1 = ema(data, period)
    - ema2 = ema(ema1, period)
    - ema3 = ema(ema2, period)
    - tema = 3 * ema1 - 3 * ema2 + ema3
  
  See:
    (None)
code: def __init__(self):
      ema1 = self.p._movav(self.data, period=self.p.period)
      ema2 = self.p._movav(ema1, period=self.p.period)
      ema3 = self.p._movav(ema2, period=self.p.period)
  
      self.lines.tema = 3.0 * ema1 - 3.0 * ema2 + ema3
      super(TripleExponentialMovingAverage, self).__init__()
  
file_path: backtrader/backtrader/indicators/dema.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  from .None import Indicator, MovingAverageBase, MovAv
label_desc: Use image node_id 1 to create a new TripleExponentialMovingAverage object from inherited base classes: MovingAverageBase with example: obj = TripleExponentialMovingAverage()