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] 💬
// C# usage syntax for Trix
IReadOnlyList<TrixResult> results =
bars.ToTrix(lookbackPeriods);Parameters
| param | description |
|---|---|
lookbackPeriodsint | Number of periods (N) in each of the exponential moving averages. Must be greater than 0. Default is 14. |
Historical price bars requirements
You must have at least 4×N or 3×N+100 periods of bars, whichever is more, to cover the warmup and 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.
bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
Response
IReadOnlyList<TrixResult>- This method returns a time series of all available indicator values for the
barsprovided. - It always returns the same number of elements as there are in the historical price bars.
- It does not return a single incremental indicator value.
- The first
3×N-3periods will havenullvalues since there's not enough data to calculate.
🚩 ⚞ Convergence warning
The first 3×N+250 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
TrixResult
| property | description |
|---|---|
TimestampDateTime | Date from evaluated TBar |
Ema3double? | 3 EMAs of the price |
Trixdouble? | Rate of Change of 3 EMAs |
Utilities
See Utilities and helpers for more information.
Chaining
This indicator may be generated from any chain-enabled indicator or method.
// example
var results = bars
.Use(CandlePart.HL2)
.ToTrix(..);Results can be further processed on Trix with additional chain-enabled indicators.
// example
var results = bars
.ToTrix(..)
.ToRsi(..);See Chaining indicators for more.
Streaming
Use the buffer-style List<T> when you need incremental calculations without a hub:
TrixList trixList = new(lookbackPeriods);
// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => trixList.Add(bar);
// based on `ICollection<TrixResult>`; fills as the handler runs
IReadOnlyList<TrixResult> results = trixList;Subscribe to a BarHub for advanced streaming scenarios:
BarHub barHub = new();
TrixHub observer = barHub.ToTrixHub(lookbackPeriods);
// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);
// results fill as the handler runs
IReadOnlyList<TrixResult> results = observer.Results;See Buffer lists and Stream hubs for full usage guides.