Triple EMA Oscillator (TRIX)
Created by Jack Hutson, TRIX is the rate of change for a 3 EMA smoothing of the price over a lookback window. TRIX is often confused with TEMA. [Discuss]
// usage for Trix IEnumerable<TrixResult> results = quotes.GetTrix(lookbackPeriods); // usage for Trix with Signal Line (shown above) IEnumerable<TrixResult> results = quotes.GetTrix(lookbackPeriods, signalPeriods);
int - Number of periods (
N) in each of the the exponential moving averages. Must be greater than 0.
int - Optional. Number of periods in the moving average of TRIX. Must be greater than 0, if specified.
Historical quotes requirements
You must have at least
3×N+100 periods of
quotes, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least
3×N+250 data points prior to the intended usage date for better precision.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
3×N-3periods will have
nullvalues since there’s not enough data to calculate.
Convergence warning: The first
3×N+250periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
DateTime - Date from evaluated
decimal - 3 EMAs of the price
decimal - Rate of Change of 3 EMAs
decimal - SMA of
Trix based on
signalPeriods periods, if specified
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetTrix(..);
Results can be further processed on
Trix with additional chain-enabled indicators.
// example var results = quotes .GetTrix(..) .GetRsi(..);