Triangular Moving Average (TRIMA)
The Triangular Moving Average (TRIMA) represents an average of prices, but places weight on the middle prices of the time period. The calculations double-smooth the data using a window width that is one-half the length of the series.
MA = ( SMA ( SMAm, Nm ) ) / Nm
- N = Time periods + 1
- Nm = Round ( N / 2 )
- SMAm = ( Sum ( Price, Nm ) ) / Nm