TRIX
TRIX is the rate of change of an exponential average that has been applied three times. The triple smoothing removes most short-term movement before momentum is measured, so the line crosses zero rarely — which is the whole point of using it instead of a faster oscillator.
- Default period
- 14
- Signal level
- Zero
- Smoothing
- EMA × 3
示意性 — 合成数据,非实时报价。
What TRIX tells you
TRIX answers whether a heavily smoothed version of price is still speeding up. An EMA is applied to price, then to that result, then again — by the third pass almost every short swing has been averaged away. TRIX then measures how fast what remains is changing. Above zero the smoothed trend is rising; below zero it is falling. Because the input is so smooth, the sign changes only a handful of times in a long stretch of chart.
- Above zero: the triple-smoothed average is climbing
- Crossing zero: the smoothed trend has turned
- The value's magnitude is instrument-dependent — only the sign and the shape transfer
- 1 Apply an EMA to the closing price
- 2 Apply the same EMA twice more to its own output
- 3 Measure the bar-to-bar rate of change of the result
显示公式与计算详情
TRIX is built by smoothing, three times over, and then asking how fast the result is moving:
E1 = EMA(close, n)E2 = EMA(E1, n)E3 = EMA(E2, n)TRIX = (E3 − E3[1]) / E3[1]
The first three steps are the indicator’s whole idea. A single EMA still follows most of the swings in price; a second pass removes a good deal of what is left; by the third almost nothing but sustained direction survives. Only then is momentum measured, which is why TRIX responds to trend changes and largely ignores the movement around them.
In MQL5 the call is iTriX(symbol, period, applied_price). There is one buffer and no signal line — if a strategy refers to “TRIX crossing its signal”, it was written for a platform whose version draws a second, separately smoothed line that MetaTrader’s does not include.
Two things follow from the construction. First, the lag compounds: TRIX(14) is far slower than an EMA(14), because the period is applied three times in series. That is a deliberate trade and the reason the indicator normally lives on H4 and daily charts. Second, the scale is not portable — TRIX is a rate of change on a smoothed price, so its magnitude carries the instrument’s units and the timeframe’s. Zero is the only level that means the same thing on every chart, and it is the only one the Builder’s template uses.
The practical consequence is that TRIX signals are rare. Over a year of hourly data a zero cross might fire a couple of dozen times where a MACD crossover fires hundreds. If that seems too quiet, the honest response is a shorter period or a different indicator — not extra conditions bolted on to manufacture entries in between. The reason to reach for TRIX in the first place is that it stays silent through the chop where a faster oscillator does most of its losing.
信号
TRIX 提供的可回测信号 — 及每个信号适合的市场状态。
Slope While Above Zero
Builder 可实现Failed Cross
Builder 可实现Divergence from Price
高级逻辑MT5 实现
MetaTrader 5 实际计算和绘制的内容——本页每条规则的依据。
缓冲区
| 索引 | 缓冲区 | MT5 中的绘制方式 | 存放内容 |
|---|---|---|---|
| 0 | MAIN_LINE | Line | The rate of change of the triple-smoothed EMA. One buffer, drawn as a line around zero. MT5's TRIX has no signal line — a second line over a TRIX chart is a separate indicator someone added. |
平台说明
最佳适用场景 / 谨慎使用
没有任何指标具有普适优势。以下是 TRIX 发挥作用的场景 — 以及可能误导的场景。
最佳适用场景
- Higher timeframes, where its slowness costs less
- Trending instruments held for days rather than hours
- As the entry trigger with a longer average deciding direction
- Situations where fewer, later signals are preferable to more, earlier ones
谨慎使用
- Ranging markets — a late signal in a range is the worst of both
- Short timeframes, where the lag can exceed the move
- Any fixed threshold on the value
- Expecting it to call tops and bottoms; it confirms, it does not predict
构建 TRIX 策略
将信号接入进场和出场规则,然后导出可编译的 MT5 EA — 无需编写代码。
- TRIX read at the current bar
- A Constant of 0 to cross against
- TRIX crosses above zero → the long trigger
- EMA(200) and current price into a Compare — price above it allows longs
- Both true → Open Buy · SL 60 / TP 180
- Stop then trails to the most recent confirmed fractal
将 TRIX 与其他指标组合
单一指标很少独立有效。这些组合弥补了 TRIX 的盲点。
TRIX + Moving Average
- Price above the EMA(200)
- TRIX crosses above zero
- Buy
TRIX + ADX
- ADX above 25
- TRIX crosses above zero
- Buy
No single-flow template pairs TRIX with ADX. Start from TRIX Zero Cross + EMA200 and add an ADX node with a Compare at 25, the same filter the Parabolic SAR template uses.
打开 Builder →TRIX + MACD
- MACD's MAIN above SIGNAL
- TRIX above zero
- Buy
No single-flow template pairs TRIX with MACD. Start from TRIX Zero Cross + EMA200 and add two MACD nodes (Main and Signal) with a Compare between them.
打开 Builder →参数
在您自己的货币对和时间框架上验证的起始值 — 非保证设置。
| 参数 | 默认值 | 建议测试范围 | 功能说明 |
|---|---|---|---|
| Period | 14 | 9–30 | The length used for all three averages. Because the smoothing compounds, raising this has a much stronger effect than on a single EMA — a period of 20 here is far slower than a 20-period EMA. Shorter periods restore some responsiveness at the cost of the noise rejection that is the reason to use TRIX at all. |
| Applied price | PRICE_CLOSE | Close, Open, High, Low, Median, Typical, Weighted | Which series feeds the first average. It really is an argument to iTriX and the Builder passes it through as an EA input. Median or Typical make the input slightly less jumpy before the smoothing even starts. |
| Shift | 0 | 0–30 | Which bar back the node reads the buffer from. Two TRIX nodes at different shifts is how a rule expresses 'still rising', since the indicator publishes no signal line to compare against. |
初始预设
市场示例
TRIX 有效的场景、失效的场景,以及过滤器如何改变结果。
A turn that survives the smoothing
TRIX crosses zero while price is already above the EMA(200). The move that follows lasts long enough for the fractal trail to ratchet the stop up several times.
A cross against the larger trend
TRIX turns up but price is below the EMA(200). Taken on its own the signal is a counter-trend entry into a falling market — the filter is what stops it.
The quiet stretch produces nothing
Weeks of range-bound chop pass without a single zero cross. A faster oscillator would have signalled repeatedly here; TRIX's silence is the intended behaviour.
FAQ
- What does the 'triple' in TRIX mean?
- An exponential moving average is applied to the closing price, then the same EMA is applied to that result, and then once more to that. TRIX is the rate of change of the third output. Each pass removes more short-term movement, so by the third the line responds only to sustained changes in direction.
- Is TRIX just a slower MACD?
- They are related but not the same. MACD is the difference between two averages of different lengths; TRIX is the rate of change of one average smoothed three times. MACD reacts to the gap between fast and slow opening up, TRIX to the smoothed trend itself accelerating. In practice MACD turns earlier and more often, which is why the two are sometimes used together — an early signal that TRIX later confirms.
- Why does my TRIX barely move?
- Because it is working as designed. Triple smoothing at period 14 removes most of what a shorter oscillator responds to, and the resulting values are small in absolute terms — often four or five decimal places on a currency pair. The chart auto-scales so the shape is visible; the number itself is not meant to be read against a fixed level.
- What period should I use?
- 14 is MT5's default and the sensible starting point. Remember that the smoothing compounds, so raising the period slows the indicator much faster than the same change would on a single EMA — 25 is already a regime-level setting. Whatever you choose, re-validate it on your pair and timeframe rather than carrying a number across from another market.
- Can I build a TRIX EA without coding?
- Yes. The TRIX Zero Cross + EMA200 template crosses TRIX against a Constant of 0 for the trigger, uses an EMA(200) compared against price to decide which side is allowed, and trails the stop to the most recent confirmed fractal. The period, the applied price, the EMA length and the fractal lookback are all EA inputs.
- How should I validate settings before going live?
- Backtest on quality tick data, then run on a demo account before risking money. Because TRIX signals are rare, a backtest over a short window may contain only a handful of trades — that is far too few to conclude anything, so use a long period and check how many entries actually occurred before reading the profit figure. Hold back data the search never saw.