Indicator Tii

TII

M.H. Pee's Trend Intensity Index — the share of the most recent dev_period SMA-deviations that sit on the positive side, scaled to [0, 100]. Saturates at extremes on sustained trends.

Quick reference

Field	Value
Family	Trend & Directional
Input type	f64 (single close)
Output type	f64
Output range	[0, 100]
Default parameters	(sma_period = 60, dev_period = 30)
Warmup period	sma_period + dev_period − 1 (89 for the defaults)
Interpretation	> 80 strong uptrend, < 20 strong downtrend, 50 flat / no trend.

Formula

Given an SMA(close, sma_period), for each bar t past warmup compute the deviation dev_t = close_t − SMA_t. Then over the most recent dev_period deviations:

SD_pos = Σ_{i in window, dev_i > 0}  dev_i
SD_neg = Σ_{i in window, dev_i < 0}  |dev_i|
TII    = 100 · SD_pos / (SD_pos + SD_neg)

A perfectly flat window (every dev_i == 0) returns the neutral mid-point 50. The output is clamped to [0, 100] against floating-point drift in the rolling subtractions.

Parameters

Name	Type	Default	Valid range	Description
sma_period	usize	60	>= 1	Long-horizon SMA reference.
dev_period	usize	30	>= 1	Window of recent deviations. Pee's canonical setup uses dev_period = sma_period / 2.

Interpretation

• Pure uptrend. Every close sits above the lagging SMA, so every deviation is positive and TII == 100.
• Pure downtrend. Every close sits below the SMA → TII == 0.
• Choppy market. Positive and negative deviations roughly cancel and the indicator hovers near 50.

Reference

M.H. Pee, "Trend Intensity Index", Stocks & Commodities, June 2002.

See also

• Adx — directional-strength complement that does not use a moving-average reference.
• VerticalHorizontalFilter — alternative trend-strength filter, range-based.
• Warmup Periods — the sma_period + dev_period − 1 TII entry.