Merge pull request #386 from influxdata/flux/triple-exponential-derivative

Flux 'tripleExponentialDerivative()' function

content/v2.0/reference/flux/functions/built-in/transformations/aggregates/tripleexponentialderivative.md

@@ -0,0 +1,67 @@
+---
+title: tripleExponentialDerivative() function
+description: >
+  The `tripleExponentialDerivative()` function calculates a triple exponential
+  derivative (TRIX) of input tables using `n` points.
+menu:
+  v2_0_ref:
+    name: tripleExponentialDerivative
+    parent: built-in-aggregates
+weight: 501
+v2.0/tags: [technical analysis]
+related:
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/movingaverage/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/doubleema/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/tripleema/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/timedmovingaverage/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/exponentialmovingaverage/
+  - https://docs.influxdata.com/influxdb/v1.7/query_language/functions/#triple-exponential-derivative, InfluxQL TRIPLE_EXPONENTIAL_DERIVATIVE()
+---
+
+The `tripleExponentialDerivative()` function calculates a triple exponential
+derivative ([TRIX](https://en.wikipedia.org/wiki/Trix_(technical_analysis)) of
+input tables using `n` points.
+
+_**Function type:** Aggregate_  
+
+```js
+tripleExponentialDerivative(n: 5)
+```
+
+Triple exponential derivative, commonly referred to as “TRIX,” is a momentum indicator and oscillator.
+A triple exponential derivative uses the natural logarithm (log) of input data to
+calculate a triple exponential moving average over the period of time.
+The calculation prevents cycles shorter than the defined period from being considered by the indicator.
+`tripleExponentialDerivative()` uses the time between `n` points to define the period.
+
+Triple exponential derivative oscillates around a zero line.
+A positive momentum **oscillator** value indicates an overbought market;
+a negative value indicates an oversold market.
+A positive momentum **indicator** value indicates increasing momentum;
+a negative value indicates decreasing momentum.
+
+##### Triple exponential moving average rules
+- A triple exponential derivative is defined as:
+    - `TRIX[i] = ((EMA3[i] / EMA3[i - 1]) - 1) * 100`:
+    - `EMA_3 = EMA(EMA(EMA(data)))`
+- If there are not enough values to calculate a triple exponential derivative,
+  the output `_value` is `NaN`; all other columns are the same as the _last_ record of the input table.
+- The function behaves the same way as the [`exponentialMovingAverage()`](/v2.0/reference/flux/functions/built-in/transformations/aggregates/exponentialmovingaverage/) function:
+    - The function does not include `null` values in the calculation.
+    - The function acts only on the `_value` column.
+
+## Parameters
+
+### n
+The number of points to use in the calculation.
+
+_**Data type:** Integer_
+
+## Examples
+
+#### Calculate a five point triple exponential derivative
+```js
+from(bucket: "example-bucket"):
+  |> range(start: -12h)
+  |> tripleExponentialDerivative(n: 5)
+```