TripleSmoothedExponentialMovingAverage.cs

//==============================================================================
// Copyright (c) 2012-2023 Fiats Inc. All rights reserved.
// Licensed under the MIT license. See LICENSE.txt in the solution folder for
// full license information.
// https://www.fiats.asia/
// Fiats Inc. Nakano, Tokyo, Japan
//

namespace Financier;

public static partial class IndicatorExtensions
{
    /// <summary>
    /// Triple exponentially smoothed moving average (TRIX)
    /// <see href="https://en.wikipedia.org/wiki/Trix_(technical_analysis)" />
    /// </summary>
    /// <param name="source"></param>
    /// <param name="period"></param>
    /// <returns></returns>
    public static IObservable<double> TripleSmoothedExponentialMovingAverage(this IObservable<double> source, int period)
    {
        return source.ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .Buffer(2, 1)
        .Select(values =>
        {
            return (values[1] - values[0]) / values[0];
        });
    }

    public static IObservable<decimal> TripleSmoothedExponentialMovingAverage(this IObservable<decimal> source, int period)
    {
        return source.ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .Buffer(2, 1)
        .Select(values =>
        {
            return (values[1] - values[0]) / values[0];
        });
    }

    public static IObservable<float> TripleSmoothedExponentialMovingAverage(this IObservable<float> source, int period)
    {
        return source.ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .ExponentialMovingAverage(period)
        .Buffer(2, 1)
        .Select(values =>
        {
            return (values[1] - values[0]) / values[0];
        });
    }
}