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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] 💬

csharp
// C# usage syntax for Trix
IReadOnlyList<TrixResult> results =
  bars.ToTrix(lookbackPeriods);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in each of the exponential moving averages. Must be greater than 0.

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 ​

csharp
IReadOnlyList<TrixResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • 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-3 periods will have null values 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 ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
Ema3double3 EMAs of the price
TrixdoubleRate 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.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToTrix(..);

Results can be further processed on Trix with additional chain-enabled indicators.

csharp
// 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:

csharp
TrixList trixList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  trixList.Add(bar);
}

// based on `ICollection<TrixResult>`
IReadOnlyList<TrixResult> results = trixList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
TrixHub observer = barHub.ToTrixHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<TrixResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.