Triangular Moving Average (TRIMA)

Overview

The Triangular Moving Average achieves its unique smoothing characteristics through a clever mathematical approach: it calculates a simple moving average of a simple moving average. This double-smoothing process naturally creates a triangular weighting pattern where data points in the middle of the lookback period receive the most weight, while the newest and oldest values have less influence. This triangular distribution gives the indicator its name and distinctive smoothing properties that exceed those of traditional moving averages.

The calculation process first determines an intermediate period by adding 1 to the chosen period and dividing by 2 (rounding up if necessary). A simple moving average is then calculated using this intermediate period, followed by another SMA of the same length applied to the first average. This double application effectively filters out short-term price fluctuations while maintaining the indicator's ability to track genuine trend changes, though with slightly more lag than single moving averages due to the additional smoothing layer.

Interpretation & Trading Signals

Example Usage

Code examples will be available once the Rust implementation is complete.