104 lines
3.8 KiB
Markdown
104 lines
3.8 KiB
Markdown
---
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title: tripleExponentialDerivative() function
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description: >
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The `tripleExponentialDerivative()` function calculates a triple exponential
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derivative (TRIX) of input tables using `n` points.
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aliases:
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- /influxdb/v2.0/reference/flux/functions/built-in/transformations/aggregates/tripleexponentialderivative/
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- /influxdb/v2.0/reference/flux/stdlib/built-in/transformations/aggregates/tripleexponentialderivative/
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- /influxdb/v2.0/reference/flux/stdlib/built-in/transformations/tripleexponentialderivative/
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- /influxdb/cloud/reference/flux/stdlib/built-in/transformations/tripleexponentialderivative/
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menu:
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flux_0_x_ref:
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name: tripleExponentialDerivative
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parent: universe
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weight: 102
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flux/v0.x/tags: [transformations]
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related:
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- /flux/v0.x/stdlib/universe/movingaverage/
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- /flux/v0.x/stdlib/universe/doubleema/
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- /flux/v0.x/stdlib/universe/tripleema/
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- /flux/v0.x/stdlib/universe/timedmovingaverage/
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- /flux/v0.x/stdlib/universe/exponentialmovingaverage/
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- /{{< latest "influxdb" "v1" >}}/query_language/functions/#triple-exponential-derivative, InfluxQL TRIPLE_EXPONENTIAL_DERIVATIVE()
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introduced: 0.40.0
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---
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The `tripleExponentialDerivative()` function calculates a triple exponential
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derivative ([TRIX](https://en.wikipedia.org/wiki/Trix_(technical_analysis))) of
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input tables using `n` points.
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```js
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tripleExponentialDerivative(n: 5)
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```
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Triple exponential derivative, commonly referred to as “TRIX,” is a momentum indicator and oscillator.
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A triple exponential derivative uses the natural logarithm (log) of input data to
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calculate a triple exponential moving average over the period of time.
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The calculation prevents cycles shorter than the defined period from being considered by the indicator.
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`tripleExponentialDerivative()` uses the time between `n` points to define the period.
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Triple exponential derivative oscillates around a zero line.
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A positive momentum **oscillator** value indicates an overbought market;
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a negative value indicates an oversold market.
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A positive momentum **indicator** value indicates increasing momentum;
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a negative value indicates decreasing momentum.
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##### Triple exponential moving average rules
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- A triple exponential derivative is defined as:
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- `TRIX[i] = ((EMA3[i] / EMA3[i - 1]) - 1) * 100`:
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- `EMA_3 = EMA(EMA(EMA(data)))`
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- If there are not enough values to calculate a triple exponential derivative,
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the output `_value` is `NaN`; all other columns are the same as the _last_ record of the input table.
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- The function behaves the same way as the [`exponentialMovingAverage()`](/flux/v0.x/stdlib/universe/exponentialmovingaverage/) function:
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- The function does not include `null` values in the calculation.
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- The function acts only on the `_value` column.
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## Parameters
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### n {data-type="int"}
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({{< req >}})
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Number of points to use in the calculation.
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### tables {data-type="stream of tables"}
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Input data.
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Default is piped-forward data ([`<-`](/flux/v0.x/spec/expressions/#pipe-expressions)).
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## Examples
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{{% flux/sample-example-intro %}}
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#### Calculate a two point triple exponential derivative
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```js
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import "sampledata"
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sampledata.float()
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|> tripleExponentialDerivative(n: 2)
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```
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{{< expand-wrapper >}}
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{{% expand "View input and output" %}}
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{{< flex >}}
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{{% flex-content %}}
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##### Input data
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{{% flux/sample "int" %}}
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{{% /flex-content %}}
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{{% flex-content %}}
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##### Output data
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| tag | _time | _value |
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| :-- | :------------------- | ------------------: |
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| t1 | 2021-01-01T00:00:40Z | 46.03174603174607 |
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| t1 | 2021-01-01T00:00:50Z | -11.666666666666647 |
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| tag | _time | _value |
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| :-- | :------------------- | ------------------: |
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| t2 | 2021-01-01T00:00:40Z | 26.675945256321064 |
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| t2 | 2021-01-01T00:00:50Z | -22.205945187084176 |
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{{% /flex-content %}}
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{{< /flex >}}
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{{% /expand %}}
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{{< /expand-wrapper >}}
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