wickra/docs/wiki/indicators/trend-directional/Indicator-Trix.md

TRIX

Triple-EMA percent rate of change — applies three EMAs in sequence to smooth out short-term noise, then reports the one-bar percent change of the resulting series.

Quick reference

Field	Value
Family	Trend & Directional
Input type	f64 (close)
Output type	f64
Output range	unbounded (typically a few percent, centred on 0)
Default parameters	none — period is required in every binding
Warmup period	3 · period − 1 (44 for period = 15)
Interpretation	zero-line crossings as trend-change cues; magnitude as momentum

Formula

Let EMA_n(·) denote Wickra's EMA over n periods (seeded from the simple mean of the first n inputs, then recursive with α = 2/(n+1)). For each input close, build a triple-smoothed series:

TR_t  =  EMA_period( EMA_period( EMA_period( close ) ) )_t

Then TRIX is the one-bar percent rate of change of TR:

TRIX_t  =  100 · (TR_t − TR_{t-1}) / TR_{t-1}

When TR_{t-1} == 0 exactly, the implementation returns 0.0 rather than dividing by zero.

Parameters

Name	Type	Default	Valid range	Description
period	usize	required	>= 1	Period shared by all three EMAs.

Trix::new(0) returns Error::PeriodZero (via the inner Ema::new). The Python and Node bindings expose no default for period; you must pass it explicitly.

Inputs / Outputs

From impl Indicator for Trix:

type Input  = f64;
type Output = f64;
fn update(&mut self, input: f64) -> Option<f64>;

Python's TRIX.batch(prices) returns a 1-D float64 np.ndarray (warmup → NaN). Node's TRIX.batch(prices) returns a flat number[] (warmup → NaN). Both also expose streaming update(price).

Warmup

warmup_period() returns 3 · period − 1. Three stacked EMAs of the same period seed at input 3 · period − 2; once TR exists, TRIX itself needs one more input to form the TR_t − TR_{t-1} difference, which lands at input 3 · period − 1. For period = 15 this is 3 · 15 − 1 = 44, verified above.

Edge cases

• Constant input. All three EMAs converge to the constant value, so TR_t − TR_{t-1} == 0 and TRIX returns 0 (test constant_series_yields_zero_trix).
• TR_{t-1} == 0. The implementation returns 0 rather than producing NaN / ±∞. This is the Some(_) branch with prev != 0.0-failed in Trix::update.
• Reset. reset() resets all three EMAs and clears prev_tr.

Examples

Rust

use wickra::{BatchExt, Indicator, Trix};

let prices: Vec<f64> = (1..=50).map(|i| i as f64).collect();
let mut trix = Trix::new(15)?;
let out = trix.batch(&prices);
println!("row 43 = {}", out[43].unwrap());
println!("row 49 = {}", out[49].unwrap());
# Ok::<(), wickra::Error>(())

Verified output:

row 43 = 4.545454545454546
row 49 = 3.5714285714285716

(The series decays toward zero as a ramp gets longer because the percent change of an arithmetic ramp shrinks as the level grows.)

Python

import wickra as ta

trix = ta.TRIX(15)
print('warmup:', trix.warmup_period())
vals = []
for i in range(1, 51):
    vals.append(trix.update(float(i)))
print('vals[43]:', vals[43])
print('vals[49]:', vals[49])

Verified output:

warmup: 44
vals[43]: 4.545454545454546
vals[49]: 3.5714285714285716

Node

const wickra = require('wickra');

const trix = new wickra.TRIX(15);
console.log('warmup:', trix.warmupPeriod());
const vals = [];
for (let i = 1; i <= 50; i++) vals.push(trix.update(i));
console.log('vals[43]:', vals[43]);
console.log('vals[49]:', vals[49]);

Verified output:

warmup: 44
vals[43]: 4.545454545454546
vals[49]: 3.5714285714285716

Interpretation

• Zero-line cross. TRIX crossing above zero suggests the triple-smoothed trend is turning up; crossing below, turning down. Because of the triple smoothing, these crosses are deliberately late and deliberately stable.
• Magnitude. A larger absolute TRIX value means the smoothed series is changing faster per bar. There is no canonical "overbought" band — TRIX is interpreted by its sign and slope, not by threshold.
• Compare to MACD. Both are EMA-based momentum oscillators on a zero-centred scale. MACD reacts faster (two EMAs, one diff); TRIX reacts slower (three EMAs, one rate of change), making it a cleaner long-horizon trend filter.

Common pitfalls

• Long warmup. 3 · period − 1 is one of the largest warmups in the library (44 for the canonical period = 15). Sizing your input buffer to period and expecting values immediately will hand you None / NaN for a full 44 bars.
• Triple smoothing kills small wiggles. TRIX deliberately ignores short-term noise. Do not use it for entry-timing inside a fast oscillator strategy; use it as a long-term trend filter on top of a faster signal.

References

• Jack Hutson, "Good TRIX", Technical Analysis of Stocks & Commodities, July 1983 — the original publication popularising the triple-EMA rate-of-change oscillator.

See also

• Indicator: MacdIndicator — faster EMA-based momentum oscillator, useful as a confirmation against TRIX zero-line crosses.
• Indicator: Roc — the raw, one-stage rate of change TRIX is built on top of.
• Warmup Periods — 3 · period − 1 entry.