EVOLUTION-MANAGER
Edit File: TRIX.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Triple Smoothed Exponential Oscillator</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for TRIX {TTR}"><tr><td>TRIX {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Triple Smoothed Exponential Oscillator</h2> <h3>Description</h3> <p>The TRIX indicator calculates the rate of change of a triple exponential moving average. Developed by Jack K. Hutson. </p> <h3>Usage</h3> <pre> TRIX(price, n = 20, nSig = 9, maType, percent = TRUE, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>price</code></td> <td> <p>Price series that is coercible to xts or matrix.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods for moving average.</p> </td></tr> <tr valign="top"><td><code>nSig</code></td> <td> <p>Number of periods for signal line moving average.</p> </td></tr> <tr valign="top"><td><code>maType</code></td> <td> <p>Either: </p> <ol> <li><p> A function or a string naming the function to be called. </p> </li> <li><p> A <em>list</em> with the first component like (1) above, and additional parameters specified as <em>named</em> components. See Examples. </p> </li></ol> </td></tr> <tr valign="top"><td><code>percent</code></td> <td> <p>logical; if <code>TRUE</code>, the rate of change is calculated using the <code>ROC</code> function, otherwise the <code>momentum</code> function is used.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Other arguments to be passed to the <code>maType</code> function in case (1) above.</p> </td></tr> </table> <h3>Details</h3> <p>The TRIX is calculated as follows:<br /> 3MA = <code>MA</code>( <code>MA</code>( <code>MA</code>(<code>price</code>) ) )<br /> trix = 100 * [ 3MA(t) / 3MA(t-1) - 1 ] </p> <h3>Value</h3> <p>A object of the same class as <code>price</code> or a vector (if <code>try.xts</code> fails) containing the TRIX values. </p> <h3>Note</h3> <p>Buy/sell signals are generated when the TRIX crosses above/below zero. A nine-period EMA of the TRIX is used as a default signal line. Buy/sell signals are generated when the TRIX crosses above/below the signal line and is also above/below zero. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.fmlabs.com/reference/default.htm?url=TRIX.htm">https://www.fmlabs.com/reference/default.htm?url=TRIX.htm</a><br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/?p=114">https://www.metastock.com/Customer/Resources/TAAZ/?p=114</a><br /> <a href="https://www.linnsoft.com/techind/trix-triple-smoothed-exponential-oscillator">https://www.linnsoft.com/techind/trix-triple-smoothed-exponential-oscillator</a><br /> <a href="https://school.stockcharts.com/doku.php?id=technical_indicators:trix">https://school.stockcharts.com/doku.php?id=technical_indicators:trix</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="MovingAverages.html">EMA</a></code>, <code><a href="MovingAverages.html">SMA</a></code>, etc. for moving average options; and note Warning section. </p> <h3>Examples</h3> <pre> data(ttrc) trix <- TRIX(ttrc[,"Close"]) trix4 <- TRIX(ttrc[,"Close"], maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA), list(DEMA))) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>