Struct Trix 

pub struct Trix { /* private fields */ }

TRIX: the rate of change of a triple-smoothed price series.

Three exponential averages of len are chained over the close — e1 over the price, e2 over e1, e3 over e2 — and the published line is the relative change of that third average against its own previous value:

TRIX_t = 100 * (e3_t / e3_{t-1} - 1)

The previous value is the denominator, so the result is the percentage change of the level it came from. Other implementations divide by the current value or publish the absolute difference instead; those are different numbers under the same name, and this type does not offer them.

This is not TEMA: TEMA combines the three averages linearly to reduce lag and stays in price units, while TRIX differentiates the third average and is a rate.

Every stage uses the shared Ema with its first-sample seed, so each stage always receives a defined input — no stage is ever fed a substituted zero.

Units: percentage points per bar for the line, the signal and the histogram alike.

Per-bar outputs:

• value: the TRIX line.
• extra["signal"]: Ema(signal_len) over the published TRIX values, seeded with the first of them and published only from the signal_len-th on. Before that the key is absent — an unfinished signal line is left out, not zeroed.
• extra["hist"]: value - signal, present exactly when the signal is.

First output: with the len + 1-th bar, so both e3 values of the ratio are built from at least len inputs each. A bar whose previous e3 is zero or non-finite produces no output rather than a division result that means nothing. Indicator::reset clears all four averages and the counters, so the next series starts deterministically.

Implementations

impl Trix

pub fn new(len: usize, signal_len: usize) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for Trix

fn clone(&self) -> Trix

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Trix

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for Trix

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.

fn alerts(&self) -> Vec<IndicatorAlert>