Trendflex

Ehlers' trend-sensitive companion to Reflex — averages how far the SuperSmoothed price sits above/below its recent values, then self-normalises.

Quick reference

Field	Value
Family	Ehlers / Cycle (DSP)
Input type	f64
Output type	f64
Output range	self-normalised, roughly [−3, +3]
Default parameters	(period = 20) (Python)
Warmup period	period + 1
Interpretation	> 0 uptrend, < 0 downtrend; sign persistence = trend strength.

Formula

Filt      = SuperSmoother(price, 0.5·period)   # a1 = exp(−1.414·π / (0.5·period))
sum       = mean over i=1..period of ( Filt[0] − Filt[i] )
ms        = 0.04·sum² + 0.96·ms[−1]
Trendflex = sum / sqrt(ms)        (0 if ms == 0)

The SuperSmoother prefilter runs with half the lookback as its critical period (Ehlers' a1 = exp(−1.414·π / (0.5·Length))), which may be fractional for an odd period; the deviation average still spans the full period. Trendflex measures the deviation of the SuperSmoothed price from its own past values (not from a fitted line, as Reflex does). That makes it trend-sensitive: it stays on one side of zero through a trend and crosses zero in a range. The adaptive mean-square term keeps it near a ±3 band on any instrument. Source: crates/wickra-core/src/indicators/trendflex.rs.

Parameters

Name	Type	Default	Valid range	Source	Description
period	usize	20 (Python)	>= 1	trendflex.rs:61	Lookback for the deviation average; the SuperSmoother prefilter uses half of it (0.5·period) as its critical period. 0 errors with Error::PeriodZero.

The period getter returns the window; value returns the current output if ready.

Inputs / Outputs

From crates/wickra-core/src/indicators/trendflex.rs:

use wickra::{Indicator, Trendflex};
// Trendflex: Input = f64, Output = f64
const _: fn(&mut Trendflex, f64) -> Option<f64> = <Trendflex as Indicator>::update;

An f64 in, an Option<f64> out. The Python binding takes a scalar for update and a 1-D numpy array for batch (NaN warmup); Node takes update(value) and batch(values[]).

Warmup

warmup_period() == period + 1. The SuperSmoother feeds a period + 1-deep buffer before the first value (first_emission_at_warmup_period pins this).

Edge cases

• Flat input → 0. A constant has no deviation from its past values (constant_input_is_zero pins this).
• Uptrend → positive. A steady rise keeps the reading above zero (uptrend_is_positive pins this).
• Downtrend → negative. A steady fall keeps it below zero (downtrend_is_negative pins this).
• Non-finite input. A NaN/∞ input is ignored and the last value returned (ignores_non_finite pins this).
• Reset. t.reset() clears the SuperSmoother, the buffer, the normaliser and the last value (reset_clears_state).

Examples

Rust

use wickra::{BatchExt, Indicator, Trendflex};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut t = Trendflex::new(10)?;
    // A clean uptrend stays positive.
    let out = t.batch(&(0..200).map(f64::from).collect::<Vec<_>>());
    println!("last > 0: {}", out.last().unwrap().unwrap() > 0.0);
    Ok(())
}

Output:

last > 0: true

Python

import numpy as np
import wickra as ta

t = ta.TRENDFLEX(20)
x = np.arange(200, dtype=float)
print(t.batch(x)[-1] > 0)   # True (uptrend)

Node

const ta = require('wickra');

const t = new ta.TRENDFLEX(20);
console.log('warmupPeriod:', t.warmupPeriod()); // 21

Streaming

use wickra::{Indicator, Trendflex};

let mut t = Trendflex::new(20).unwrap();
let mut last = None;
for i in 0..120 {
    last = t.update(100.0 + f64::from(i));
}
println!("{last:?}");

Streaming update and batch are equivalent tick-for-tick (batch_equals_streaming pins this).

Interpretation

1. Trend gauge. Persistent positive/negative readings confirm an up/down trend; rapid zero-crossings flag a range.
2. Regime pair. Run alongside Reflex: Trendflex for trend strength, Reflex for cycle timing.
3. Divergence. Trendflex rolling toward zero while price extends warns the trend is losing push.

Common pitfalls

• Not bounded exactly. The ±3 band is a target, not a clamp.
• Confusing the pair. Trendflex = trend, Reflex = cycle; do not swap their roles.
• Prefilter is half-period. The SuperSmoother runs with critical period 0.5·period, not period; rebuilding the indicator from a SuperSmoother of the full period will not reproduce Wickra's (or Ehlers') values.
• Period choice. Longer period smooths the trend signal but adds lag.

References

Ehlers, J. F. (2020), "Reflex: A New Zero-Lag Indicator", Technical Analysis of Stocks & Commodities, February 2020 (Trendflex is introduced alongside Reflex).

See also

• Indicator-Reflex — the cycle-sensitive sibling.
• Indicator-SuperSmoother — the prefilter.
• Indicator-TrendStrengthIndex — OLS-based trend strength.
• Indicators-Overview — the full taxonomy.