Trex decking is a composite material made of wood and recycled plastics. There are benefits to the composite decking, including a lower incidence of rot, because the plastic shields the wood. The wood, in return, provides its natural beauty as well as protecting the plastic from damage by Ultra Violet rays. Harsh weather and insects can not harm Trex decking and it still gives good traction when wet. In addition, it resists moisture and sun damage. However, it is susceptible to staining. Oil stains can be particularly troublesome without the right materials.
Rinse the stained area with hot or boiling water as soon as possible. Dry or blot the area with a clean dry cloth (microfiber works really well) and see if there is oil remaining. The hot water should have "melted" away the oil or grease.
Fill a bucket with warm water and dish soap. Use a scrub brush or scrub pad to remove the oil from the area. A scrub brush works well to get into the embossed (grain) areas of the composite decking.
Purchase a commercial degreaser with citrus oil in it, preferably from an automotive department. Look for a degreasing paste that has both orange oil and some sort of mild grit like pumice stone or walnut shells. Apply this degreaser directly on the stained area and rub it in with a sponge or cloth. Thoroughly wash the area with your dish soap and water treatment again. Rinse the area clean. If the area is still stained, but the oil has been removed, then try and ascertain what the remaining stain is comprised of. Use a specific remedy for that type of stain.
Trex does not recommend the use of sandpaper or a pressure washer on its products. Using these items could invalidate your warranty.