namespace QuanTAlib; using System; using System.Linq; /* TRIX: Triple Exponential Average Oscillator Developed by Jack Hutson in the early 1980s, the triple exponential average (TRIX) has become a popular technical analysis tool to aid chartists in spotting diversions and directional cues in stock trading patterns. Sources: https://www.investopedia.com/terms/t/trix.asp */ public class TRIX_Series : TSeries { private readonly double _k; private readonly System.Collections.Generic.List _buffer1 = new(); private readonly System.Collections.Generic.List _buffer2 = new(); private readonly System.Collections.Generic.List _buffer3 = new(); private double _lastema1, _lastema2, _lastema3; private double _llastema1, _llastema2, _llastema3; private int _len; private readonly bool _useSMA; protected readonly int _period; protected readonly bool _NaN; protected readonly TSeries _data; //core constructors public TRIX_Series(int period, bool useNaN, bool useSMA) { _period = period; _NaN = useNaN; _useSMA = useSMA; Name = $"TRIX({period})"; _k = 2.0 / (_period + 1); _len = 0; _lastema1 = _llastema1 = _lastema2 = _llastema2 = _lastema3 = _llastema3 = 0; } public TRIX_Series(TSeries source, int period, bool useNaN, bool useSMA) : this(period, useNaN, useSMA) { _data = source; Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})"; _data.Pub += Sub; Add(_data); } public TRIX_Series() : this(0, false, true) { } public TRIX_Series(int period) : this(period, false, true) { } public TRIX_Series(TBars source) : this(source.Close, 0, false) { } public TRIX_Series(TBars source, int period) : this(source.Close, period, false) { } public TRIX_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { } public TRIX_Series(TSeries source, int period) : this(source, period, false, true) { } public TRIX_Series(TSeries source, int period, bool useNaN) : this(source, period, useNaN, true) { } ////////////////// // core Add() algo public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) { if (double.IsNaN(TValue.v)) { return base.Add((TValue.t, Double.NaN), update); } if (_len == 0) { _lastema1 = _lastema2 = _lastema3 = TValue.v; } if (update) { _lastema1 = _llastema1; _lastema2 = _llastema2; _lastema3 = _llastema3; } else { _llastema1 = _lastema1; _llastema2 = _lastema2; _llastema3 = _lastema3; _len++; } double _ema1, _ema2, _ema3; if ((this.Count < _period) && _useSMA) { BufferTrim(_buffer1, TValue.v, _period, update); _ema1 = 0; for (int i = 0; i < _buffer1.Count; i++) { _ema1 += _buffer1[i]; } _ema1 /= _buffer1.Count; BufferTrim(_buffer2, _ema1, _period, update); _ema2 = 0; for (int i = 0; i < _buffer2.Count; i++) { _ema2 += _buffer2[i]; } _ema2 /= _buffer2.Count; BufferTrim(_buffer3, _ema2, _period, update); _ema3 = 0; for (int i = 0; i < _buffer3.Count; i++) { _ema3 += _buffer3[i]; } _ema3 /= _buffer3.Count; } else { _ema1 = (TValue.v - _lastema1) * _k + _lastema1; _ema2 = (_ema1 - _lastema2) * _k + _lastema2; _ema3 = (_ema2 - _lastema3) * _k + _lastema3; } double _trix = 100 * (_ema3 - _lastema3) / _lastema3; _lastema1 = _ema1; _lastema2 = _ema2; _lastema3 = _ema3; var res = (TValue.t, Count < _period - 1 && _NaN ? double.NaN : _trix); return base.Add(res, update); } //variation of Add() public override (DateTime t, double v) Add(TSeries data) { if (data == null) { return (DateTime.Today, Double.NaN); } foreach (var item in data) { Add(item, false); } return _data.Last; } public (DateTime t, double v) Add(bool update) { return this.Add(TValue: _data.Last, update: update); } public (DateTime t, double v) Add() { return Add(TValue: _data.Last, update: false); } private new void Sub(object source, TSeriesEventArgs e) { Add(TValue: _data.Last, update: e.update); } //reset calculation public override void Reset() { _len = 0; } }