TriMAgen is a Triangular Moving Average generalized by J.Ehlers.

It has two input parameters:

  • Period - calculation period
  • Applied price - price used for calculations

Calculation:

TriMAgen = SUM / Len2

where:

SUM = sum of SMA(Applied price, Len1) within the Len2 range

Len1 = Floor((Period+1.0)/2)

Len2 = Ceil((Period+1.0)/2)