Momentum indicators
1-day Rate-Of-Change of a Triple Smooth EMA
One-bar percentage rate of change of a triple-smoothed exponential moving average.
- Engine
- TA-Lib
- Function
TRIX- Input series
- close
- Outputs
- 1
How it works
TRIX applies exponential smoothing three times to the close series and then calculates the one-bar percentage rate of change of the triple-smoothed result.
Use case
Use TRIX as a smoothed trend-and-momentum feature that suppresses short-term noise while retaining directional change.
Parameters
| Parameter | Type | Default | Bounds or options | Description |
|---|---|---|---|---|
| Time Period | integer | 30 | 1…100000 | Period used by each of the three sequential EMA smoothing stages. |
Outputs
| Output | Type | Description |
|---|---|---|
| TRIX | number | One-bar percentage rate of change of the triple-smoothed EMA. |
Reading the result
TRIX applies heavy smoothing before measuring one-bar change. It is designed to suppress short-term variation and emphasize slower momentum, so turning points typically appear later than in less-smoothed oscillators.
Zero-line position and changes in the output can be used as separate features. A smooth result should not be mistaken for low uncertainty.
Common mistakes
- Expecting fast reaction from a triple-smoothed calculation.
- Comparing values before sufficient initialization history is available.
- Treating a zero crossing as independent of the selected period and timeframe.
- Combining many closely related smoothed momentum indicators without checking redundancy.
DataCat workflow notes
TRIX can require more usable history than its visible period alone suggests. Preserve warmup rows as NULL and compare final values only when validating against another implementation.