A triple-exponentially-smoothed rate-of-change oscillator. Filters out short-term price cycles entirely, leaving only the underlying trend momentum visible. Fewer signals than MACD, much higher signal quality.
TRIX(15, 9) on MES daily — smooth momentum cycles
What it measures
- Filtered momentum. Triple-smoothing eliminates short-term oscillations, leaving only the dominant trend's rate of change.
- Trend direction (via zero line). TRIX above zero = filtered momentum is positive (uptrend). Below zero = negative.
- Crossover signals. Like MACD, TRIX has a signal line and histogram for crossover-based trade triggers — but with cleaner, less-frequent signals.
Formula
How AlgoLift computes it
EMA1 = EMA(price, period)
EMA2 = EMA(EMA1, period)
EMA3 = EMA(EMA2, period)
TRIX = (EMA3 − EMA3[t-1]) / EMA3[t-1] × 10000
Signal = EMA(TRIX, signal_period)
Histogram = TRIX − Signal
The triple-EMA smoothing filters out cycles shorter than roughly 3 × period bars. The final rate-of-change calculation (in basis points, hence the × 10000) gives a normalized momentum reading.
Developed by Jack Hutson in 1980. The "triple" smoothing is the key — single or double smoothing leaves too much short-term noise; quadruple smoothing is excessive lag for the benefit.
Inputs in AlgoLift
| Setting | Default | Range | Notes |
|---|---|---|---|
| TRIX Period | 15 | 1–200 | The lookback for each of the three EMA smoothings. |
| Signal Period | 9 | 1–200 | The signal line's EMA period. |
Recommended settings
- (15, 9) — default: Hutson's original. Works well on daily and weekly charts.
- (9, 5): Faster — for intraday strategies.
- (20, 12): Slower — for long-horizon trend confirmation.
Outputs in AlgoLift
| Handle | Type | Plotted | Notes |
|---|---|---|---|
| TRIX Line | Numeric | Always | The main triple-smoothed momentum reading. |
| Signal Line | Numeric | Always | EMA of TRIX. Crossovers generate trade signals. |
| Histogram | Numeric | Always | TRIX − Signal. Tracks momentum acceleration. |
| Slope | Numeric | On select | Rate of change of TRIX. |
TRIX node — default state
How to read it
- TRIX > 0: Triple-smoothed momentum is positive — trend bias is up.
- TRIX < 0: Momentum is negative — trend bias is down.
- TRIX/Signal crossover: Primary trade trigger. Crosses fire less often than MACD's, with higher signal quality.
- TRIX crossing zero: Slower trend-shift signal — confirms the underlying momentum has actually flipped.
- Histogram sign change: Earliest signal — precedes the TRIX/Signal crossover by one bar (same algebraic relationship as MACD).
TRIX is MACD's slower, cleaner cousin. The triple smoothing kills false signals at the cost of lag. Use it when "fewer but higher-quality signals" matters more than "earlier signals" — typically on daily and weekly timeframes.
Best in / worst in
Best in trending markets on daily and higher timeframes, on instruments with clear long-cycle behavior, and as a high-quality confirmation indicator alongside a faster system.
Worst in very-short-timeframe execution (the triple smoothing creates significant lag) and in markets that reverse quickly (TRIX takes too long to catch up).
Three setups
1. Signal-line crossover with zero filter
The canonical TRIX entry.
- Long: TRIX crosses above Signal Line AND TRIX > 0.
- Short: TRIX crosses below Signal Line AND TRIX < 0.
The TRIX-positive filter eliminates countertrend crossovers — TRIX's strict double filter (smoothing + crossover) makes for unusually high signal quality.
TRIX signal-line crossover with zero filter
2. Zero-line cross as a regime shift
Use TRIX's zero-line cross as a higher-conviction trend-change marker.
- Long: TRIX crosses above 0 AND price > SMA(200).
- Short: TRIX crosses below 0 AND price < SMA(200).
Fewer signals than crossovers, but each one means the triple-smoothed momentum has flipped — a real regime shift.
3. TRIX as a regime filter
Use TRIX zero-line as a binary regime gate for unrelated strategies.
- Long-only mode: TRIX > 0.
- Short-only mode: TRIX < 0.
- Flat: TRIX between −0.05 and +0.05 (avoid taking trades during transitions).
Advanced patterns in AlgoLift
TRIX divergence with BarsAgo Modifier. Compare current TRIX against TRIX 10 bars ago, with price comparison alongside. TRIX's smoothness makes its divergences especially meaningful — when they fire, they're rarely noise.
TRIX exit for trend strategies. Use any other system for entries. Exit longs when TRIX's Histogram crosses below 0; exit shorts when it crosses above 0. The histogram flip is a clean "momentum has reversed" signal — earlier than waiting for TRIX itself to cross zero.
TRIX + MACD agreement for high-conviction entries. Run TRIX and MACD in parallel. Only allow trades when both agree on direction (both above their zero lines AND both crossing their signal lines). Two-indicator filter dramatically reduces signal count but produces very high-quality entries.
Common mistakes
- Using TRIX on short timeframes. Triple smoothing at 15 bars on 5-minute data is essentially a 75-minute lag. Strategies needing intraday reaction speed should use MACD or TSI instead.
- Treating TRIX as a primary momentum indicator. TRIX's value is filtration. As an only momentum indicator on a fast strategy, it's too slow. Use it as confirmation.
- Tuning the periods aggressively. The (15, 9) defaults are conservative on purpose. Faster periods (e.g., 5, 3) defeat the indicator's design.