Triangular Moving Average (TRIMA)
Weights the middle of the interval most heavily, tapering off towards the oldest and newest prices — equivalent to smoothing an SMA with a second SMA. Filters out most short-lived noise at the cost of extra lag.
Live Demo
Pick a market regime to see how TRIMA(10) reacts:
Usage
import {} from 'trading-signals';
// TRIMA yields results once 10 inputs have been added
const = new (10);