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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
51 lines
1.8 KiB
Plaintext
51 lines
1.8 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Triple Exponential Average (TRIX)", "TRIX", overlay=false)
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//@function Calculates TRIX oscillator with compensation
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//@param source Series to calculate TRIX from
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//@param period Period for triple exponential smoothing
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//@returns TRIX value (percentage rate of change of triple EMA)
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trix(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be positive")
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float src = na(source) ? source[1] : source
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float alpha = 2.0 / (period + 1)
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float d = 1 - alpha
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var float e1 = 1.0, var float e2 = 1.0, var float e3 = 1.0
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var bool warmup = true
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var float rema1 = 0, var float rema2 = 0, var float rema3 = 0
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var float ema1 = src, var float ema2 = src, var float ema3 = src
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var float prev_ema3 = src
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rema1 := alpha * (src - rema1) + rema1
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if warmup
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e1 *= d, e2 *= d, e3 *= d
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ema1 := rema1 / (1.0 - e1)
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rema2 := alpha * (ema1 - rema2) + rema2
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ema2 := rema2 / (1.0 - e2)
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rema3 := alpha * (ema2 - rema3) + rema3
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ema3 := rema3 / (1.0 - e3)
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warmup := e1 > 1e-10
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else
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ema1 := rema1
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rema2 := alpha * (ema1 - rema2) + rema2
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ema2 := rema2
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rema3 := alpha * (ema2 - rema3) + rema3
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ema3 := rema3
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trix_value = prev_ema3 != 0 ? 100 * (ema3 - prev_ema3) / prev_ema3 : 0
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prev_ema3 := ema3
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na(source) ? na : trix_value
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1, maxval=100, tooltip="Period for triple exponential smoothing")
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i_source = input.source(close, "Source", tooltip="Price series to analyze")
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// Calculation
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trix_value = trix(i_source, i_period)
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// Plot
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plot(trix_value, "TRIX", color=color.yellow, linewidth=2)
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