// TRIPLE EMA OSCILLATOR (TRIX)
public static IEnumerable <TrixResult> GetTrix <TQuote>(
IEnumerable <TQuote> history,
int lookbackPeriod,
int?signalPeriod = null)
where TQuote : IQuote
{
// convert history to basic format
List <BasicData> bdList = Cleaners.ConvertHistoryToBasic(history, "C");
// validate parameters
ValidateTrix(bdList, lookbackPeriod);
// initialize
List <TrixResult> results = new List <TrixResult>(bdList.Count);
decimal? lastEma = null;
List <EmaResult> emaN1 = CalcEma(bdList, lookbackPeriod).ToList();
List <BasicData> bd2 = emaN1
.Where(x => x.Ema != null)
.Select(x => new BasicData {
Date = x.Date, Value = (decimal)x.Ema
})
.ToList();
List <EmaResult> emaN2 = CalcEma(bd2, lookbackPeriod).ToList();
List <BasicData> bd3 = emaN2
.Where(x => x.Ema != null)
.Select(x => new BasicData {
Date = x.Date, Value = (decimal)x.Ema
})
.ToList();
List <EmaResult> emaN3 = CalcEma(bd3, lookbackPeriod).ToList();
// compose final results
for (int i = 0; i < emaN1.Count; i++)
{
EmaResult e1 = emaN1[i];
int index = i + 1;
TrixResult result = new TrixResult
{
Date = e1.Date
};
results.Add(result);
if (index >= 3 * lookbackPeriod - 2)
{
EmaResult e2 = emaN2[index - lookbackPeriod];
EmaResult e3 = emaN3[index - 2 * lookbackPeriod + 1];
result.Ema3 = e3.Ema;
if (lastEma != null && lastEma != 0)
{
result.Trix = 100 * (e3.Ema - lastEma) / lastEma;
}
lastEma = e3.Ema;
// optional SMA signal
GetTrixSignal(signalPeriod, index, lookbackPeriod, results);
}
}
return(results);
}
// TRIPLE EMA OSCILLATOR (TRIX)
public static IEnumerable <TrixResult> GetTrix(
IEnumerable <Quote> history, int lookbackPeriod, int?signalPeriod = null)
{
// convert history to basic format
IEnumerable <BasicData> bd = Cleaners.ConvertHistoryToBasic(history, "C");
// validate parameters
ValidateTrix(bd, lookbackPeriod);
// initialize
List <TrixResult> results = new List <TrixResult>();
decimal? lastEma = null;
List <EmaResult> emaN1 = CalcEma(bd, lookbackPeriod).ToList();
List <BasicData> bd2 = emaN1
.Where(x => x.Ema != null)
.Select(x => new BasicData {
Index = null, Date = x.Date, Value = (decimal)x.Ema
})
.ToList();
List <EmaResult> emaN2 = CalcEma(bd2, lookbackPeriod).ToList();
List <BasicData> bd3 = emaN2
.Where(x => x.Ema != null)
.Select(x => new BasicData {
Index = null, Date = x.Date, Value = (decimal)x.Ema
})
.ToList();
List <EmaResult> emaN3 = CalcEma(bd3, lookbackPeriod).ToList();
// compose final results
for (int i = 0; i < emaN1.Count; i++)
{
EmaResult e1 = emaN1[i];
TrixResult result = new TrixResult
{
Index = e1.Index,
Date = e1.Date
};
results.Add(result);
if (e1.Index >= 3 * lookbackPeriod - 2)
{
EmaResult e2 = emaN2[e1.Index - lookbackPeriod];
EmaResult e3 = emaN3[e2.Index - lookbackPeriod];
result.Ema3 = e3.Ema;
if (lastEma != null && lastEma != 0)
{
result.Trix = 100 * (e3.Ema - lastEma) / lastEma;
}
lastEma = e3.Ema;
// optional SMA
if (signalPeriod != null && e1.Index >= 3 * lookbackPeriod - 2 + signalPeriod)
{
decimal sumSma = 0m;
for (int p = e1.Index - (int)signalPeriod; p < e1.Index; p++)
{
sumSma += (decimal)results[p].Trix;
}
result.Signal = sumSma / signalPeriod;
}
}
}
return(results);
}
