Triangular Moving Average (TRIMA)

Summary

Triangular Moving Average: a double-smoothed moving average that weights prices toward the middle of the window most heavily. Equivalent to an SMA of an SMA, computed here via an incremental triangular-weighted running numerator.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Formula

Weights rise then fall (4-period: (1a+2b+2c+1d)/6; 5-period: (1a+2b+3c+2d+1e)/9). With n = period>>1: odd divides by (n+1)^2, even by n(n+1). Equivalent to odd: SMA(SMA(x,(period+1)/2),(period+1)/2); even: SMA(SMA(x,period/2),period/2+1).

Notes

Follows the generally accepted (Metastock) definition rather than the TradeStation variant.
A period of 1 performs no smoothing: the output is a copy of the input. Allowed since 0.6.5 (issues #48/#59).

Inputs

inReal — Source price series

Outputs

outReal — Triangular moving average

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	30	1–100000	Number of bars in the averaging window

Properties

Numerical Stability: Start-Independent


✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
✅ Identity at Period 1 i
☐ Uses Transcendental
☐ Input Must Be Positive

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_TRIMA( 0, n - 1, series, 30, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.trima(0, series.len() - 1, &series, 30, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.trima(0, series.length - 1, series, 30, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Trima(0, series.Length - 1, series, 30, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { trima } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = trima(series, { timePeriod: 30 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: trima.c · trima.yaml

Native	File
C	`ta_TRIMA.c`
Rust	`trima.rs`
Java	`Core_TRIMA.java`
C#	`Core_TRIMA.cs`
TypeScript	`trima.ts`

Python: talib.TRIMA, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Triangular Moving Average