trix
Calculate TRIX — the rate of change of a triple-smoothed EMA — with signal.
Examples
from openbb import obb
# TRIX(30, 9) on daily TSLA closes.
data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').results
trix = obb.technical.trix(data=data, length=30, signal=9)
obb.technical.trix(length=5, signal=3, data=[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}])
Parameters
- standard
data: Data | DataFrame | Series | dict | list | list[DataFrame] | list[Data] | list[Series] | ndarray
Input price series.
index: str
Default: date
Index column name in data, by default "date".
target: str
Default: close
Target column to apply TRIX to.
length: int
Default: 30
Triple-EMA window.
signal: int
Default: 9
Signal line EMA length.
Returns
results: list[TrixData]
Serializable results.
provider: str
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
date: date | datetime | str
Observation date.
trix: float
1-day ROC of a triple-EMA of target.
signal: float
EMA of TRIX, length signal.