Syntetic TRIX Normalizated
- Индикаторы
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Danny Giovanni Romero Lozano
I am a quantitative trader and algorithmic developer specialized in building advanced trading systems for synthetic indices and high-volatility instruments. My expertise combines statistical modeling, market structure analysis, and systematic execution through custom-built indicators and Expert - Версия: 1.0
- Активации: 5
Synthetic TRIX Normalized is a technical momentum oscillator designed to filter out price noise and identify high-probability trend reversals. By applying triple exponential smoothing to market data, this indicator provides a clear, normalized view of market momentum on a fixed -100 to +100 scale.
The indicator uses a dual-stage confirmation system: it first identifies potential market exhaustion (TRIX Extreme) and then validates entries through a dynamic price-to-EMA crossover. This logic helps to distinguish between minor pullbacks and actual trend shifts.
Main Features
- Normalized Momentum Scale: Traditional TRIX values can be extremely small and vary by asset. This version normalizes data to a consistent -100/100 range for easy interpretation across all symbols.
- Two-Step Confirmation:
- Phase 1 (Visual Markers): Identifies potential peaks and valleys when momentum reaches extreme statistical levels.
- Phase 2 (Directional Arrows): Signals are printed only when the price crosses the 20 EMA, confirming the directional move.
- Noise Filtering: Uses triple exponential smoothing to eliminate "sawtooth" price action, providing a smoother trend line than standard oscillators.
- Non-Repainting: All markers and signals are calculated and fixed upon candle closure, ensuring reliability for manual trading and analysis.
Input Parameters
- TRIX Period: The period for the triple exponential average calculation (Default: 21).
- EMA Filter: The period for the entry confirmation moving average (Default: 20).
- Normalization Period: The lookback window used to calculate the statistical -100/100 scale.
- Threshold: The level for momentum exhaustion detection (Default: 50.0).
Technical Usage
- Exhaustion: Monitor the TRIX line as it reaches levels above +50 or below -50.
- Alert: Watch for the circle markers indicating that the current momentum is losing strength.
- Confirmation: Execute the trade when the arrow appears, signifying that the price has crossed the EMA in the direction of the new momentum.
