Module backtrader.indicators.trix

Expand source code 
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

from . import Indicator, MovAv


class Trix(Indicator):
    '''
    Defined by Jack Hutson in the 80s and shows the Rate of Change (%) or slope
    of a triple exponentially smoothed moving average

    Formula:
      - ema1 = EMA(data, period)
      - ema2 = EMA(ema1, period)
      - ema3 = EMA(ema2, period)
      - trix = 100 * (ema3 - ema3(-1)) / ema3(-1)

      The final formula can be simplified to: 100 * (ema3 / ema3(-1) - 1)

    The moving average used is the one originally defined by Wilder,
    the SmoothedMovingAverage

    See:
      - https://en.wikipedia.org/wiki/Trix_(technical_analysis)
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
    '''
    alias = ('TRIX',)
    lines = ('trix',)
    params = (('period', 15), ('_rocperiod', 1), ('_movav', MovAv.EMA),)

    plotinfo = dict(plothlines=[0.0])

    def _plotlabel(self):
        plabels = [self.p.period]
        plabels += [self.p._rocperiod] * self.p.notdefault('_rocperiod')
        plabels += [self.p._movav] * self.p.notdefault('_movav')
        return plabels

    def __init__(self):

        ema1 = self.p._movav(self.data, period=self.p.period)
        ema2 = self.p._movav(ema1, period=self.p.period)
        ema3 = self.p._movav(ema2, period=self.p.period)

        # 1 period Percentage Rate of Change
        self.lines.trix = 100.0 * (ema3 / ema3(-self.p._rocperiod) - 1.0)

        super(Trix, self).__init__()


class TrixSignal(Trix):
    '''
    Extension of Trix with a signal line (ala MACD)

    Formula:
      - trix = Trix(data, period)
      - signal = EMA(trix, sigperiod)

    See:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
    '''
    lines = ('signal',)
    params = (('sigperiod', 9),)

    def __init__(self):
        super(TrixSignal, self).__init__()

        self.l.signal = self.p._movav(self.lines[0], period=self.p.sigperiod)

Classes

class TRIX

Defined by Jack Hutson in the 80s and shows the Rate of Change (%) or slope of a triple exponentially smoothed moving average

Formula

  • ema1 = EMA(data, period)
  • ema2 = EMA(ema1, period)
  • ema3 = EMA(ema2, period)
  • trix = 100 * (ema3 - ema3(-1)) / ema3(-1)

The final formula can be simplified to: 100 * (ema3 / ema3(-1) - 1)

The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage

See

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members

class Trix

Defined by Jack Hutson in the 80s and shows the Rate of Change (%) or slope of a triple exponentially smoothed moving average

Formula

  • ema1 = EMA(data, period)
  • ema2 = EMA(ema1, period)
  • ema3 = EMA(ema2, period)
  • trix = 100 * (ema3 - ema3(-1)) / ema3(-1)

The final formula can be simplified to: 100 * (ema3 / ema3(-1) - 1)

The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage

See

Expand source code 
class Trix(Indicator):
    '''
    Defined by Jack Hutson in the 80s and shows the Rate of Change (%) or slope
    of a triple exponentially smoothed moving average

    Formula:
      - ema1 = EMA(data, period)
      - ema2 = EMA(ema1, period)
      - ema3 = EMA(ema2, period)
      - trix = 100 * (ema3 - ema3(-1)) / ema3(-1)

      The final formula can be simplified to: 100 * (ema3 / ema3(-1) - 1)

    The moving average used is the one originally defined by Wilder,
    the SmoothedMovingAverage

    See:
      - https://en.wikipedia.org/wiki/Trix_(technical_analysis)
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
    '''
    alias = ('TRIX',)
    lines = ('trix',)
    params = (('period', 15), ('_rocperiod', 1), ('_movav', MovAv.EMA),)

    plotinfo = dict(plothlines=[0.0])

    def _plotlabel(self):
        plabels = [self.p.period]
        plabels += [self.p._rocperiod] * self.p.notdefault('_rocperiod')
        plabels += [self.p._movav] * self.p.notdefault('_movav')
        return plabels

    def __init__(self):

        ema1 = self.p._movav(self.data, period=self.p.period)
        ema2 = self.p._movav(ema1, period=self.p.period)
        ema3 = self.p._movav(ema2, period=self.p.period)

        # 1 period Percentage Rate of Change
        self.lines.trix = 100.0 * (ema3 / ema3(-self.p._rocperiod) - 1.0)

        super(Trix, self).__init__()

Ancestors

Subclasses

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members

class TrixSignal

Extension of Trix with a signal line (ala MACD)

Formula

  • trix = Trix(data, period)
  • signal = EMA(trix, sigperiod)

See

Expand source code 
class TrixSignal(Trix):
    '''
    Extension of Trix with a signal line (ala MACD)

    Formula:
      - trix = Trix(data, period)
      - signal = EMA(trix, sigperiod)

    See:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
    '''
    lines = ('signal',)
    params = (('sigperiod', 9),)

    def __init__(self):
        super(TrixSignal, self).__init__()

        self.l.signal = self.p._movav(self.lines[0], period=self.p.sigperiod)

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members