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TRIX — trix

The 1-period percentage rate of change of a triple-smoothed EMA. Useful as a momentum oscillator or trend filter; signals only significant moves.

Inputs: [real] | Options: [period] | Outputs: [trix]

Basic

use tulip_rs::indicators::trix::{Trix, TIndicatorState, Indicator};

let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                 83.15, 82.84, 83.99, 84.55, 84.36_f64];

let (outputs, _state) = Trix::indicator(&[close.as_slice()], &[14.0], None).unwrap();
println!("{:?}", outputs[0]);

// State continuation
let partial = close[..8].to_vec();
let (outputs2, mut state) = Trix::indicator(&[partial.as_slice()], &[14.0], None).unwrap();
println!("Partial TRIX: {:?}", outputs2[0]);

let new_close = close[8..].to_vec();
let continued = state.batch_indicator(&[new_close.as_slice()], None).unwrap();
println!("Continued TRIX: {:?}", continued[0]);

outputs, state = tulip_rs.indicators.trix.indicator([close], [14.0])
print(outputs[0])

import * as ti from 'tulip-rs-node';

const close = Float64Array.from([81.59, 81.06, 82.87, 83.00, 83.61,
               83.15, 82.84, 83.99, 84.55, 84.36,
               85.53, 86.54, 86.89, 87.77, 87.29]);

const [outputs, state] = ti.trix.indicator([close], [14]);
console.log('TRIX(14):', outputs[0]);

// State continuation
const [, state2] = ti.trix.indicator([close.slice(0, -5)], [14]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued TRIX:', continued[0]);

import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';

await init(); // bundler resolves the WASM asset automatically

const close = [81.59, 81.06, 82.87, 83.00, 83.61,
               83.15, 82.84, 83.99, 84.55, 84.36,
               85.53, 86.54, 86.89, 87.77, 87.29];

const [outputs, state] = ti.trix.indicator([close], [14]);
console.log('TRIX(14):', outputs[0]);

// State continuation
const [, state2] = ti.trix.indicator([close.slice(0, -5)], [14]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued TRIX:', continued[0]);

Optional Outputs

trix exposes 3 optional outputs: tema, dema, ema. Pass a boolean mask as the third argument — one bool per optional output, in order.

use tulip_rs::indicators::trix::{Trix, TIndicatorState, Indicator};

let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                 83.15, 82.84, 83.99, 84.55, 84.36_f64];

let mask = [false, false, true]; // one per optional output
let (outputs, _state) = Trix::indicator(&[close.as_slice()], &[5.0], Some(&mask)).unwrap();

let trix = &outputs[0]; // trix (primary)
let ema  = &outputs[1]; // ema (optional — requested)
// tema not requested, dema not requested

import numpy as np
import tulip_rs

close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
                  83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)

outputs, state = tulip_rs.indicators.trix.indicator(
    [close], [5.0],
    optional_outputs=[False, False, True],
)

trix = outputs[0]  # trix (primary)
ema  = outputs[1]  # ema (optional — requested)
# tema not requested, dema not requested

trix exposes 3 optional outputs: tema, dema, ema.

const [allOut] = ti.trix.indicator([close], [14], [true, true, true]);
const trix = allOut[0]; // primary
const tema = allOut[1]; // optional 0: tema
const dema = allOut[2]; // optional 1: dema
const ema  = allOut[3]; // optional 2: ema

The WASM API is identical to Node.js — pass the boolean mask as the third argument.

const [allOut] = ti.trix.indicator([close], [14], [true, true, true]);
const trix = allOut[0]; // primary
const tema = allOut[1]; // optional 0: tema
const dema = allOut[2]; // optional 1: dema
const ema  = allOut[3]; // optional 2: ema

SIMD

By assets — same options, N assets in parallel:

use tulip_rs::indicators::trix::{Trix, Indicator};

let a1 = vec![81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36_f64];
let a2 = vec![72.10, 72.85, 73.40, 73.00, 74.20, 74.85, 75.10, 75.60, 76.00, 76.50_f64];
let a3 = vec![55.30, 55.80, 56.10, 56.40, 56.90, 57.20, 57.50, 57.80, 58.10, 58.40_f64];
let a4 = vec![100.1, 100.5, 101.0, 101.3, 101.8, 102.0, 102.5, 103.0, 103.3, 103.8_f64];

let inputs: [&[&[f64]; 1]; 4] = [
    &[a1.as_slice()],
    &[a2.as_slice()],
    &[a3.as_slice()],
    &[a4.as_slice()],
];

let results = Trix::indicator_by_assets::<4>(&inputs, &[14.0], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
    println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}

By options — same asset, N option sets in parallel:

use tulip_rs::indicators::trix::{Trix, IndicatorByOptions};

let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                 83.15, 82.84, 83.99, 84.55, 84.36_f64];

let opts: [&[f64; 1]; 4] = [&[9.0], &[14.0], &[21.0], &[30.0]];

let results = Trix::indicator_by_options::<4>(&[close.as_slice()], &opts, None).unwrap();
for (i, opt_outputs) in results.iter().enumerate() {
    println!("Period set {}: {:?}", i + 1, opt_outputs[0]);
}

By assets — same options, N assets in parallel (must be 2, 4, 8, or 16):

simd_inputs = [[a1], [a2], [a3], [a4]]
outputs_list, states = tulip_rs.indicators.trix.simd_by_assets(simd_inputs, [14.0])

By options — same asset, N option sets in parallel:

simd_options = [[9.0], [14.0], [21.0], [30.0]]
outputs_list, states = tulip_rs.indicators.trix.simd_by_options([close], simd_options)

By assets — same period applied to 4 assets in parallel:

const simdInputs = [[close.slice()], [close.map(v => v * 1.1)], [close.map(v => v * 0.9)], [close.map(v => v * 1.02)]];
const [results] = ti.trix.simdByAssets(simdInputs, [14]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));

By options — same asset, 4 different periods in parallel:

const simdOptions = [[9], [14], [21], [30]];
const [results] = ti.trix.simdByOptions([close], simdOptions);
results.forEach((out, i) => console.log(`Period ${simdOptions[i][0]}:`, out[0]));