ttrpy.trend.trix module

Source code 
# Author: joelowj
# License: Apache License, Version 2.0

import pandas as pd
from ttrpy.trend.ema import ema
from ttrpy.momentum.roc import roc


def trix(df, price, trix, n):
    """
    TRIX is a momentum oscillator that displays the percent rate of change of a
    triple exponentially smoothed moving average.

    Parameters:
        df (pd.DataFrame): DataFrame which contain the asset price.
        price (string): the column name of the price of the asset.
        trix (string): the column name for the rate of change of a triple exponential moving average results.
        n (int): the total number of periods.

    Returns:
        df (pd.DataFrame): Dataframe with the rate of change of a triple exponential moving average of the asset calculated.

    """

    df = ema(df, price, trix + "_ema", n)
    df = ema(df[n - 1 :], trix + "_ema", trix + "_ema_2", n)
    df = ema(df[n - 1 :], trix + "_ema_2", trix + "_ema_3", n)
    df = roc(df, trix + "_ema_3", trix, 1)

    return df

Functions

def trix(df, price, trix, n)

TRIX is a momentum oscillator that displays the percent rate of change of a triple exponentially smoothed moving average.

Parameters

df : pd.DataFrame
DataFrame which contain the asset price.
price : string
the column name of the price of the asset.
trix() : string
the column name for the rate of change of a triple exponential moving average results.
n : int
the total number of periods.

Returns

df : pd.DataFrame
Dataframe with the rate of change of a triple exponential moving average of the asset calculated.
Source code 
def trix(df, price, trix, n):
    """
    TRIX is a momentum oscillator that displays the percent rate of change of a
    triple exponentially smoothed moving average.

    Parameters:
        df (pd.DataFrame): DataFrame which contain the asset price.
        price (string): the column name of the price of the asset.
        trix (string): the column name for the rate of change of a triple exponential moving average results.
        n (int): the total number of periods.

    Returns:
        df (pd.DataFrame): Dataframe with the rate of change of a triple exponential moving average of the asset calculated.

    """

    df = ema(df, price, trix + "_ema", n)
    df = ema(df[n - 1 :], trix + "_ema", trix + "_ema_2", n)
    df = ema(df[n - 1 :], trix + "_ema_2", trix + "_ema_3", n)
    df = roc(df, trix + "_ema_3", trix, 1)

    return df