mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 11:47:44 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
51 lines
1.7 KiB
Plaintext
51 lines
1.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("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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