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Triangular Moving Average (TRIMA)

Classic moving-average smoothing classic

A double-smoothed simple moving average that gives more weight to the middle of the lookback period.

Usage

Use for extremely smooth trend identification. TRIMA is significantly smoother than a standard SMA but introduces more lag; it is ideal for identifying long-term cycles.

Background

The Triangular Moving Average is an SMA of an SMA. For a period N, it averages the values over N/2 periods twice. This results in a weight distribution that is triangular, peaking at the center of the window, making it very effective at filtering out high-frequency noise. — StockCharts ChartSchool

Parameters

  • timeperiod (default: 30): Smoothing period

Formula

\[ TRIMA = SMA(SMA(Price, n/2), n/2) \]

Source