Trix

Function Prototype

/* Trix */
/* Type: indicator */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: trix */
int ti_trix_start(TI_REAL const *options);
int ti_trix(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Trix is a momentum indicator.

It takes one parameter, the period n. It is calculated as a rate of change of a Exponential Moving Average applied three times.

The calculation is as follows:

TI uses an efficient algorithm that makes only one pass through the input data.

See Also

• Exponential Moving Average
• Rate of Change

References

• Achelis, S. (2000) Technical Analysis from A to Z, 2nd Edition

Example Usage

Calling From C

/* Example usage of Trix */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* trix */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_trix_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* trix */

/* Run the actual calculation. */
const int ret = ti_trix(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Trix
trix = ti.trix(input, 5)

Example Calculation

period = 5

Chart

 

Other Indicators

Previous indicator: Triangular Moving Average

Next indicator: Vector Truncate

Random indicator: Time Series Forecast