Kairos™

TriMA - Triangular Moving Average

The Triangular Moving Average is a form of Weighted Moving Average wherein the weights are assigned in a triangular pattern.  For example, the weights for a 7 period Triangular Moving Average would be 1, 2, 3, 4, 3, 2, 1.  This gives more weight to the middle of the time series and less weight to the oldest and newest data.

The Triangular Moving Average is mathematically equivalent to a Simple Moving Average of a Simple Moving Average.

Configuring a 13 period Triangular Moving Average