TRIX
TrendIntermediate
TRIX is the one-period rate of change of a triple-smoothed exponential average. Jack Hutson designed the extra smoothing to ignore moves that do not last long enough to move all three averages. A cross of the zero line is the trend signal. A signal line, a moving average of TRIX itself, is sometimes used instead of zero.
Not investment advice. Nothing here is a recommendation to buy or sell anything. Backtests and historical studies are not guarantees, and a rule that worked in one sample can fail in the next. Trading can lose money. Links are for education, not endorsements. Do your own research.
- Rules
- A common length is 15 periods for each of the three EMAs. Go long when TRIX crosses above zero, or above its signal line, and exit when it crosses back. Because the series is heavily smoothed, stops should be based on price structure or ATR, not on waiting for TRIX to agree that the trend ended.
- Where AI fits
- AI can compare a zero-line TRIX rule with the MACD signal-line rule already on this site, under the same costs, to see whether the extra smoothing changes anything but lag. The comparison only counts if both systems are frozen first. Grid-searching the triple length on one symbol will favor the noisiest sample.
- Markets
- Equity indexes, liquid stocks, and FX.
- Timeframes
- Daily.
- Risks
- Triple smoothing is slow. Entries arrive late and exits arrive later. In a range, TRIX still crosses zero, just less often, so the losing trades can be large. It is a cousin of MACD, and stacking both is not two independent edges.