TriMAgen: A Generalized Triangular Moving Average Calculation

Summary

TriMAgen is described as a generalized triangular moving average associated with J. Ehlers. It takes a period and an applied price as inputs. The calculation first divides the period into two component lengths: one rounded down from half of the period plus one, and the other rounded up from the same quantity. It then sums simple moving average values, calculated with the first length, across the range specified by the second length, and divides that sum by the second length.

The description explains the indicator’s construction but does not discuss how to interpret its output, generate trading signals, or combine it with other measures. It supplies no market examples, parameter guidance, comparisons with other averages, or performance evidence. As a result, the document is useful as a concise definition of the calculation, while any claims about smoothing, lag, or trading value would require additional analysis.

Key ideas

• TriMAgen is presented as a generalized triangular moving average.
• Its inputs are a calculation period and a selected price series.
• The period is split into rounded lower and upper component lengths.
• The output averages a sequence of simple moving average values across the upper length.
• The description does not provide signal rules or evidence of trading performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.