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:
$$m = ema(ema(ema(in)))$$
$$trix_{t} = 100 \frac{m_{t} - m_{t-1}}{m_{t}}$$
TI uses an efficient algorithm that makes only one pass through the input data.
See Also
References
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
date | input | trix |
---|---|---|
2005-11-01 | 81.59 | |
2005-11-02 | 81.06 | |
2005-11-03 | 82.87 | |
2005-11-04 | 83.00 | |
2005-11-07 | 83.61 | |
2005-11-08 | 83.15 | |
2005-11-09 | 82.84 | |
2005-11-10 | 83.99 | |
2005-11-11 | 84.55 | |
2005-11-14 | 84.36 | |
2005-11-15 | 85.53 | |
2005-11-16 | 86.54 | |
2005-11-17 | 86.89 | |
2005-11-18 | 87.77 | 0.49 |
2005-11-21 | 87.29 | 0.51 |
Chart
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