/**
* TRIX (Triple Smoothed EMA) Indicator
* Triple exponentially smoothed moving average momentum oscillator
*/
import { calculateEMA } from './moving-averages'
export interface TRIXData {
trix: number | null // TRIX value (percentage)
trixLine: number | null // Raw TRIX line
signal: 'bullish' | 'bearish' | 'neutral' | null
trend: 'uptrend' | 'downtrend' | 'sideways' | null
}
export function calculateTRIX(
closes: number[],
period: number = 15,
signalPeriod: number = 9
): TRIXData {
// Minimum 10 data points required
if (closes.length < 10) {
return {
trix: null,
trixLine: null,
signal: null,
trend: null,
}
}
// Use adaptive periods
const dataRatio = Math.min(1, closes.length / 54)
const effectivePeriod = Math.max(3, Math.floor(period * dataRatio))
const effectiveSignalPeriod = Math.max(3, Math.floor(signalPeriod * dataRatio))
// Calculate triple EMA using effective period
const ema1 = calculateEMA(closes, effectivePeriod)
if (ema1.length < effectivePeriod) {
return createSimpleTRIXResult(closes)
}
const ema2 = calculateEMA(ema1, effectivePeriod)
if (ema2.length < 2) {
return createSimpleTRIXResult(closes)
}
const ema3 = calculateEMA(ema2, Math.min(effectivePeriod, ema2.length))
if (ema3.length < 2) {
return createSimpleTRIXResult(closes)
}
// Calculate TRIX line: (EMA3_t - EMA3_t-1) / EMA3_t-1
const trixLine: number[] = []
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 effective signal period
let signal: 'bullish' | 'bearish' | 'neutral' | null = null
const useSignalPeriod = Math.min(effectiveSignalPeriod, trixLine.length)
if (trixLine.length >= useSignalPeriod) {
const recentTrix = trixLine.slice(-useSignalPeriod)
const recentAvg = recentTrix.reduce((sum, val) => sum + val, 0) / useSignalPeriod
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: 'uptrend' | 'downtrend' | 'sideways' | null = 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,
}
}
/**
* Helper function to create simple TRIX result for fallback
*/
function createSimpleTRIXResult(closes: number[]): TRIXData {
if (closes.length < 2) {
return { trix: null, trixLine: null, signal: null, trend: null }
}
const current = closes[closes.length - 1]
const previous = closes[closes.length - 2]
const trix = previous !== 0 ? ((current - previous) / previous) * 100 : 0
return {
trix,
trixLine: trix,
signal: trix > 0 ? 'bullish' : trix < 0 ? 'bearish' : 'neutral',
trend: trix > 0 ? 'uptrend' : trix < 0 ? 'downtrend' : 'sideways',
}
}
