fft - DFT-like transform using triangle waves instead of sin waves

We know that DFT (discrete Fourier transform) breaks down a signal into multiple frequencies of sine waves. Does there exist a transform that does the same thing, but for triangle waves?

For my purposes, im only talking about 1-d signals (like voltages, etc). I'm studying historical stock market data, and I just want to look at reversals in certain stocks. In other words, I want to perform a "low-pass" on the stock price using this transform.

Edit: If yes, how can I do it?