/**
* TRIX (Triple Smoothed EMA) Indicator
* Triple exponentially smoothed moving average momentum oscillator
*/
import { calculateEMA } from './moving-averages';
export function calculateTRIX(closes, period = 15, signalPeriod = 9) {
if (closes.length < period * 3 + signalPeriod) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
};
}
// Calculate triple EMA
const ema1 = calculateEMA(closes, period);
const ema2 = calculateEMA(ema1, period);
const ema3 = calculateEMA(ema2, period);
if (ema3.length < 2) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
};
}
// Calculate TRIX line: (EMA3_t - EMA3_t-1) / EMA3_t-1
const trixLine = [];
for (let i = 1; i < ema3.length; i++) {
const currentEMA3 = ema3[i];
const previousEMA3 = ema3[i - 1];
if (previousEMA3 !== 0) {
const trixValue = ((currentEMA3 - previousEMA3) / previousEMA3) * 100;
trixLine.push(trixValue);
}
}
if (trixLine.length === 0) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
};
}
// Get current TRIX value
const currentTrix = trixLine[trixLine.length - 1];
// Calculate signal using signal period
let signal = null;
if (trixLine.length >= signalPeriod) {
const recentTrix = trixLine.slice(-signalPeriod);
const recentAvg = recentTrix.reduce((sum, val) => sum + val, 0) / signalPeriod;
if (currentTrix > recentAvg * 1.01)
signal = 'bullish'; // Above moving average
else if (currentTrix < recentAvg * 0.99)
signal = 'bearish'; // Below moving average
else
signal = 'neutral';
}
// Determine trend based on TRIX direction
let trend = null;
if (trixLine.length >= 3) {
const recent = trixLine.slice(-3);
const isIncreasing = recent[2] > recent[1] && recent[1] > recent[0];
const isDecreasing = recent[2] < recent[1] && recent[1] < recent[0];
if (isIncreasing)
trend = 'uptrend';
else if (isDecreasing)
trend = 'downtrend';
else
trend = 'sideways';
}
return {
trix: currentTrix,
trixLine: currentTrix,
signal,
trend,
};
}
