Triple EMA Oscillator (TRIX)
get_trix(quotes, lookback_periods, signal_periods=None)
Parameters
| name | type | notes |
|---|---|---|
quotes | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |
lookback_periods | int | Number of periods (N) in each of the the exponential moving averages. Must be greater than 0. |
signal_periods | int, Optional | Number of periods in the moving average of TRIX. Must be greater than 0, if specified. |
Historical quotes requirements
You must have at least 4×N or 3×N+100 periods of quotes, whichever is more, to cover the warmup 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.
quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
Return
TRIXResults[TRIXResult]
- This method returns a time series of all available indicator values for the
quotesprovided. TRIXResultsis just a list ofTRIXResult.- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
3×N-3periods will haveNonevalues since there’s not enough data to calculate.
⚞ Convergence warning: The first
3×N+250periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
TRIXResult
| name | type | notes |
|---|---|---|
date | datetime | Date |
ema3 | float, Optional | 3 EMAs of the Close price |
trix | float, Optional | Rate of Change of 3 EMAs |
signal | float, Optional | SMA of trix based on signal_periods periods, if specified |
Utilities
See Utilities and Helpers for more information.
Example
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")
# calculate 20-period Trix
results = indicators.get_trix(quotes, 14)
About Triple EMA Oscillator (TRIX)
Created by Jack Hutson, TRIX is the rate of change for a 3 EMA smoothing of the Close price over a lookback window. TRIX is often confused with TEMA. [Discuss] 💬
