Triple Smoothed Exponential Oscillator
The TRIX indicator calculates the rate of change of a triple exponential moving average. Developed by Jack K. Hutson.
Price series that is coercible to xts or matrix.
Number of periods for moving average.
Number of periods for signal line moving average.
Other arguments to be passed to the
The TRIX is calculated as follows:
price) ) )
trix = 100 * [ 3MA(t) / 3MA(t-1) - 1 ]
A object of the same class as
price or a vector (if
try.xts fails) containing the TRIX values.
Buy/sell signals are generated when the TRIX crosses above/below zero. A nine-period EMA of the TRIX is used as a default signal line. Buy/sell signals are generated when the TRIX crosses above/below the signal line and is also above/below zero.
The following site(s) were used to code/document this
SMA, etc. for moving average
options; and note Warning section.
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