3.8 KiB
title | description | aliases | menu | weight | flux/v0.x/tags | related | introduced | |||||||||||||||||
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tripleExponentialDerivative() function | The `tripleExponentialDerivative()` function calculates a triple exponential derivative (TRIX) of input tables using `n` points. |
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102 |
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0.40.0 |
The tripleExponentialDerivative()
function calculates a triple exponential
derivative (TRIX) of
input tables using n
points.
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
isNaN
; all other columns are the same as the last record of the input table. - The function behaves the same way as the
exponentialMovingAverage()
function:- The function does not include
null
values in the calculation. - The function acts only on the
_value
column.
- The function does not include
Parameters
n
({{< req >}}) Number of points to use in the calculation.
tables
Input data.
Default is piped-forward data (<-
).
Examples
{{% flux/sample-example-intro %}}
Calculate a two point triple exponential derivative
import "sampledata"
sampledata.float()
|> tripleExponentialDerivative(n: 2)
{{< expand-wrapper >}} {{% expand "View input and output" %}} {{< flex >}} {{% flex-content %}}
Input data
{{% flux/sample "int" %}}
{{% /flex-content %}} {{% flex-content %}}
Output data
tag | _time | _value |
---|---|---|
t1 | 2021-01-01T00:00:40Z | 46.03174603174607 |
t1 | 2021-01-01T00:00:50Z | -11.666666666666647 |
tag | _time | _value |
---|---|---|
t2 | 2021-01-01T00:00:40Z | 26.675945256321064 |
t2 | 2021-01-01T00:00:50Z | -22.205945187084176 |
{{% /flex-content %}} {{< /flex >}} {{% /expand %}} {{< /expand-wrapper >}}