# TRIX

0th

Percentile

##### Triple Smoothed Exponential Oscillator

The TRIX indicator calculates the rate of change of a triple exponential moving average. Developed by Jack K. Hutson.

Keywords
ts
##### Usage
TRIX(price, n = 20, nSig = 9, maType, percent = TRUE, ...)
##### Arguments
price

Price series that is coercible to xts or matrix.

n

Number of periods for moving average.

nSig

Number of periods for signal line moving average.

maType

Either:

1. A function or a string naming the function to be called.

2. A list with the first component like (1) above, and additional parameters specified as named components. See Examples.

percent

logical; if TRUE, the rate of change is calculated using the ROC function, otherwise the momentum function is used.

Other arguments to be passed to the maType function in case (1) above.

##### Details

The TRIX is calculated as follows: 3MA = MA( MA( MA(price) ) ) trix = 100 * [ 3MA(t) / 3MA(t-1) - 1 ]

##### Value

A object of the same class as price or a vector (if try.xts fails) containing the TRIX values.

##### Note

Buy/sell signals are generated when the TRIX crosses above/below zero. A nine-period EMA of the TRIX is used as a default signal line. Buy/sell signals are generated when the TRIX crosses above/below the signal line and is also above/below zero.

##### References

The following site(s) were used to code/document this indicator: http://www.fmlabs.com/reference/default.htm?url=TRIX.htm http://www.equis.com/Customer/Resources/TAAZ/?c=3&p=114 http://www.linnsoft.com/tour/techind/trix.htm http://stockcharts.com/education/IndicatorAnalysis/indic_trix.htm

See EMA, SMA, etc. for moving average options; and note Warning section.
library(TTR) # NOT RUN { data(ttrc) trix <- TRIX(ttrc[,"Close"]) trix4 <- TRIX(ttrc[,"Close"], maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA), list(DEMA))) # }