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.
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 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
optInTimePeriod— EMA period used at each of the three smoothing passes
Implementation
TA-Lib Definition: trix.c · trix.yaml
| Native | File |
|---|---|
| C | ta_TRIX.c |
| Rust | trix.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Triple Exponential Average
See Also
References
- Jack K. Hutson, Technical Analysis of Stocks & Commodities (1980s)