1-day Rate-Of-Change (ROC) of a Triple Smooth EMA (TRIX)

Summary

1-day Rate-Of-Change of a triple-smoothed EMA of the input. Momentum oscillator that filters out price moves shorter than the chosen period. Oscillates around zero; sign, zero-crossings and slope signal momentum direction.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive · negative

Formula

E1 = EMA(inReal, n); E2 = EMA(E1, n); E3 = EMA(E2, n); TRIX = ROC_1(E3) = 100 * (E3_today/E3_yesterday - 1)

Notes

• The input is assumed positive. The previous triple-smoothed value is the divisor. Near zero the divisor is small and the output very large; no error is returned. A series that reaches or crosses zero, such as an oscillator or a spread, has no meaningful result here.
• The final rate-of-change step yields 0 when the previous smoothed value is exactly zero, rather than being undefined.

Inputs

• inReal — Source series to smooth

Outputs

• outReal — 1-day percent ROC of the triple EMA

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	30	1–100000	EMA period used at each of the three smoothing passes

Properties

Numerical Stability: Initial Unstable Period — Inherited from EMA, which TRIX computes internally; tunable via EMA's unstable period.

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

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

Example

C

#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_TRIX( 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.trix(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.trix(0, series.length - 1, series, 30, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

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

TypeScript

import { trix } from 'ta-lib';

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

const { begIdx, values } = trix(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: trix.c · trix.yaml

Native	File
C	ta_TRIX.c
Rust	trix.rs
Java	Core_TRIX.java
C#	Core_TRIX.cs
TypeScript	trix.ts

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

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

Aliases

Triple Exponential Average

See Also

EMA · ROC · ROCR · TEMA

References

• Jack K. Hutson, Technical Analysis of Stocks & Commodities (1980s)