三重指数平滑移动平均线(TRIX)

2015-02-04 16:35:45

TRIX 是趋势交易指标。根据你的交易周期选择适当的TRIX周期,该指标可以让你最大程度的跟随趋势方向交易。该指标基于三重平滑移动平均线(收盘价),可以有效的过滤所选周期内的次级波动,减少了因为错误信号提前平仓的几率。TRIX指标是由股票和商品技术分析杂志的发行人Jack Huton开发。


交易信号
• TRIX从零轴下方上升时做多。
• TRIX从零轴上方下降时做空。
利用TRIX的9日EMA作为过滤错误交易的信号线。TRIX与信号线相交时才可以进场。
• 看涨背离做多。
• 看跌背离做空。
 
示例
英特尔股票走势以及  30日EMA、 30日TRIX ,以及 信号线。

三重指数平滑移动平均线(TRIX)

 
将TRIX指标的交易结果与使用单一移动平均线(收盘价)交易系统作为趋势过滤器的交易结果进行对比。
1. [L] 处当TRIX向上穿过信号线并且位于0轴下方时做多。
股价在4日前收于MA上方,但接下来在[W]周围不断的发出开仓平仓信号。
2. [S] 处当TRIX向下穿过信号线且仍然位于0轴上方时做空。.
经过对比,MA 在[X] 处发出的入场信号相对滞后。
很明显,TRIX指标可以过滤很大一部分价格波动,并且其发出的交易信号仅小幅滞后于快速交易指标。


设置
TRIX的默认设置是12日。
TRIX的计算公式为:
1. 根据所交易的周期来决定指标窗口所包含的周期n。
2. EMA1:                  计算出价格走势窗口所包含周期n的EMA1(收盘价)。
3. EMA2:                  计算出EMA1的n日EMA2.
4. EMA3:                  计算出EMA2的n日收盘价EMA3.
5. 计算 TRIX:    ( 今日EMA3 – 昨日EMA3 ) / 昨日EMA3


TRIX Indicator
TRIX is an oscillator designed for trading trends. Select a TRIX indicator period appropriate to the time frame that you are trading. The indicator will keep you in trends that are shorter or equal to the window period.
Based on a triple-smoothed moving average of Closing price, the indicator eliminates cycles shorter than the selected indicator period. Triple smoothing reduces volatility and minimizes the chance of false signals shaking you out of a trend too early.
TRIX was developed by Jack Huton, publisher of (Technical Analysis of) Stocks and Commodities magazine.
Trading Signals
• Go long when TRIX turns up below zero.
• Go short when TRIX turns down above zero.
Use a signal line (a 9 day exponential moving average of TRIX) to eliminate false signals. Wait for TRIX to cross the signal line before entering the trade.
• Go long on bullish divergences.
• Go short on bearish divergences.
EXAMPLE
Intel Corporation is plotted with a    30-day exponential moving average (MA) and 30-day TRIX    indicator and    signal line.
Compare the results of the TRIX oscillator to those of a single moving average system using the MA with closing price as a filter:
1. Go long [L] when TRIX crosses to above the signal line while below zero.
Price closes above the MA 4 days earlier, but then whipsaws us in and out of several times at [W].
2. Go short [S] when TRIX crosses to below the signal line while above zero.
By comparison the MA signal [X] is much later.
It is evident that TRIX can eliminate a number of whipsaws, with only marginal lag in the signal compared to faster indicators.
Setup
See Indicator Panel for directions on how to set up an indicator.
The default TRIX window is 12 days. To alter the default settings - Edit Indicator Settings.
Formula
The Trix indicator is calculated as follows:
1. Decide on the number of periods (n) to include in the indicator window, based on the time frame that you are trading.
2. EMA1:                  Calculate an n-period exponential moving average of closing price
3. EMA2:                  Calculate an n-period exponential moving average of EMA1
4. EMA3:                  Calculate an n-period exponential moving average of EMA2
5. Calculate TRIX:    ( EMA3 [today] - EMA3 [yesterday] ) / EMA3 [yesterday]


本文翻译由兄弟财经提供


文章来源:
http://www.incrediblecharts.com/indicators/trix_indicator.php

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