TRIX 업비트와 공식 맞춤
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@@ -183,8 +183,10 @@ export function calcInvestPsychological(
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}
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/**
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* TRIX + 신호선 (업비트·TradingView 동일)
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* 1) ln(종가) → 2) EMA × 3 → 3) 1봉 차분 × 10000 → 4) 신호선 = TRIX의 EMA(signalLength)
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* TRIX + TRMA(시그널) — 업비트·키움 HTS
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* EMA3 = EMA(EMA(EMA(종가, N), N), N)
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* TRIX = (EMA3 - EMA3[1]) / EMA3[1] × 100
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* TRMA = TRIX의 EMA(M)
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*/
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export function calcTRIXWithSignal(
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bars: OHLCVBar[],
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@@ -192,15 +194,15 @@ export function calcTRIXWithSignal(
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): Record<string, PlotData> {
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const len = Number(params.length ?? 12);
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const sigLen = Number(params.signalLength ?? 9);
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const logClose = bars.map(b => (b.close > 0 ? Math.log(b.close) : NaN));
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const closes = bars.map(b => b.close);
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const e1 = ema(logClose, len);
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const e1 = ema(closes, len);
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const e2 = ema(e1.map(v => (Number.isFinite(v) ? v : NaN)), len);
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const e3 = ema(e2.map(v => (Number.isFinite(v) ? v : NaN)), len);
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const trix = e3.map((v, i) => {
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if (i === 0 || !Number.isFinite(v) || !Number.isFinite(e3[i - 1])) return NaN;
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return (v - e3[i - 1]) * 10_000;
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if (i === 0 || !Number.isFinite(v) || !Number.isFinite(e3[i - 1]) || e3[i - 1] === 0) return NaN;
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return (v - e3[i - 1]) / e3[i - 1] * 100;
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});
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const signal = ema(trix.map(v => (Number.isFinite(v) ? v : NaN)), sigLen);
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