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1、 TRIX指标-名词详解 TRIX指标又叫三重指数平滑移动平均指标（Triple Exponentially Smoothed Average）目录 1 TRIX指标 2 TRIX指标的原理和计算方法o 2.1 TRIX指标的原理o 2.2 TRIX指标的计算方法 3 TRIX指标的一般研判标准 4 TRIX指标的特殊分析方法o 4.1 TRIX线和TRMA线的几次交叉情况o 4.2 TRIX指标曲线的形态o 4.3 TRIX指标的背离 5 参数的修改TRIX指标TRIX指标又叫三重指数平滑移动平均指标，其英文全名为“Triple Exponentially Smoothed Average”
2、，是一种研究股价趋势的长期技术分析工具。In this case double smoothing will not work. We now introduce a third equation to take care of seasonality (sometimes called periodicity). The resulting set of equations is called the Holt-Winters (HW) method after the names of the inventors. 1What happens if the data show trend
3、and seasonality?1The basic equations for their method are given by: Overall Smoothing bt = r(St St 1) + (1 r)bt 1Trend Smoothing Seasonal Smoothing Ft + m = (St + mbt)It l + mForecastwhere y is the observation S is the smoothed observation b is the trend factor I is the seasonal index F is the forec
4、ast at m periods ahead t is an index denoting a time periodand , , and are constants that must be estimated in such a way that the MSE of the error is minimized. This is best left to a good software package. Complete season neededTo initialize the HW method we need at least one complete seasons data
5、 to determine initial estimates of the seasonal indices It L. L periods in a seasonA complete seasons data consists of L periods. And we need to estimate the trend factor from one period to the next. To accomplish this, it is advisable to use two complete seasons; that is, 2L periods.Initial values
6、for the trend factorHow to get initial estimates for trend and seasonality parametersThe general formula to estimate the initial trend is given byInitial values for the Seasonal IndicesAs we will see in the example, we work with data that consist of 6 years with 4 periods (that is, 4 quarters) per y
7、ear. Then Step 1: compute yearly averagesStep 1: Compute the averages of each of the 6 yearsp=1,2,6 Step 2: divide by yearly averagesStep 2: Divide the observations by the appropriate yearly mean123456y1/A1y5/A2y9/A3y13/A4y17/A5y21/A6y2/A1y6/A2y10/A3y14/A4y18/A5y22/A6y3/A1y7/A2y11/A3y15/A4y19/A5y23/
8、A6y4/A1y8/A2y12/A3y16/A4y20/A5y24/A6 Step 3: form seasonal indicesStep 3: Now the seasonal indices are formed by computing the average of each row. Thus the initial seasonal indices (symbolically) are:I1 = ( y1/A1 + y5/A2 + y9/A3 + y13/A4 + y17/A5 + y21/A6)/6I2 = ( y2/A1 + y6/A2 + y10/A3 + y14/A4 +
9、y18/A5 + y22/A6)/6I3 = ( y3/A1 + y7/A2 + y11/A3 + y15/A4 + y19/A5 + y22/A6)/6I4 = ( y4/A1 + y8/A2 + y12/A3 + y16/A4 + y20/A5 + y24/A6)/6We now know the algebra behind the computation of the initial estimates.The next page contains an example of triple exponential smoothing.The case of the Zero Coeff
10、icientsZero coefficients for trend and seasonality parametersSometimes it happens that a computer program for triple exponential smoothing outputs a final coefficient for trend (gamma) or for seasonality (beta) of zero. Or worse, both are outputted as zero!Does this indicate that there is no trend a
11、nd/or no seasonality?Of course not! It only means that the initial values for trend and/or seasonality were right on the money. No updating was necessary in order to arrive at the lowest possible MSE. We should inspect the updating formulas to verify this.TRIX指标的原理和计算方法TRIX指标的原理TRIX指标是根据移动平均线理论，对一条平
12、均线进行三次平滑处理，再根据这条移动平均线的变动情况来预测股价的长期走势。与TRMA等趋向类指标一样，TRIX指标一方面忽略价格短期波动的干扰，除去移动平均线频繁发出假信号的缺陷，以最大可能地减少主力“骗线行为”的干扰，避免由于交易行为过于频繁而造成较大交易成本的浪费，二则保留移动平均线的效果，凸现股价未来长期运动趋势，使投资者对未来较长时间内股价运动趋势有个直观、准确地了解，从而降低投资者深度套牢和跑丢“黑马”的风险。因此，对于稳健型的长期投资者来说，TRIX指标对实战提供有益的参考。TRIX指标的计算方法由于选用的计算周期不同，涨跌比率TRIX指标包括N日TRIX指标、N周TRIX指标、N
13、月TRIX指标和N年TRIX指标以及N分钟TRIX指标等很多种类型。经常被用于股市研判的是日TRIX指标和周TRIX指标。虽然它们计算时取值有所不同，但基本的计算方法一样。TRIX的计算方法比较复杂，以日TRIX为例，其计算过程如下：1.计算N天的收盘价的指数平均AXAX=（I日）收盘价2（N1）（I1）日AX（N1）（N1）2.计算N天的AX的指数平均BXBX=（I日）AX2（N1）（I1）日BX（N1）（N1）3.计算N天的BX的指数平均TRIXTRIX=（I日）BX2（N1）（I1）日TAIX（N1）（N1）4.计算TRIX的m日移动平均TRMATRMA=（IM）日的TRIX累加M和有些
14、技术指标一样，虽然TRIX指标的计算方法和公式比较烦琐，但在实战中，由于股市分析软件的普及，投资者不需要进行TRIX指标的计算，而主要是了解TRIX的计算方法和过程，以便更加深入地掌握TRIX指标的实质，为灵活运用指标打下基础。TRIX指标的一般研判标准TRIX指标是属于中长线指标，其最大的优点就是可以过滤短期波动的干扰，以避免频繁操作而带来的失误和损失。因此TRIX指标最适合于对行情的中长期走势的研判。在股市软件上TRIX指标有两条线，一条线为TRIX线，另一条线为TRMA线。TRIX指标的一般研判标准主要集中在TRIX线和TRMA线的交叉情况的考察上。其基本分析内容如下：1.当TRIX线一
15、旦从下向上突破TRMA线，形成“金叉”时，预示着股价开始进入强势拉升阶段，投资者应及时买进股票。2.当TRIX线向上突破TRMA线后，TRIX线和TRMA线同时向上运动时，预示着股价强势依旧，投资者应坚决持股待涨。3.当TRIX线在高位有走平或掉头向下时，可能预示着股价强势特征即将结束，投资者应密切注意股价的走势，一旦K线图上的股价出现大跌迹象，投资者应及时卖出股票。4.当TRIX线在高位向下突破TRMA线，形成“死叉”时，预示着股价强势上涨行情已经结束，投资者应坚决卖出余下股票，及时离场观望。5.当TRIX线向下突破TRMA线后，TRIX线和TRMA线同时向下运动时，预示着股价弱势特征依旧，投资者应坚决持币观望。6.当TRIX线在TRMA下方向下运动很长一段时间后，并且股价已经有较大的跌幅时，如果TRIX线在底部有走平或向上勾
