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.

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

optInTimePeriod — Number of bars in the averaging window

Implementation

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

Native	File
C	`ta_TRIMA.c`
Rust	`trima.rs`
Java	`Core.java`

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

Aliases

Triangular Moving Average