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 quotes provided.
TRIXResults is just a list of TRIXResult.
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-3 periods will have None 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

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] 💬