Plus Directional Movement (+DM) measures the magnitude of upward price movement, smoothed using Wilder's method. Unlike +DI which normalizes by true range to produce a percentage, +DM outputs raw smoothed values in price units. +DM captures when the current bar's high exceeds the previous bar's high by more than the previous bar's low exceeds the current bar's low. It is the raw building block of the Directional Movement System — the unnormalized signal before division by True Range converts it to +DI.
J. Welles Wilder Jr. designed the Directional Movement System as a pipeline in *New Concepts in Technical Trading Systems* (1978). +DM is the first computational stage: a binary event detector that fires when upward range expansion dominates. Wilder's insight was that direction should be measured by range *extension*, not by close-to-close returns. A bar that pushes to a new high by more than it pushes to a new low registers as positive directional movement. The smoothed +DM series shows how much upward thrust is being sustained over the lookback period, in absolute price units.
| +DM > -DM | Upward movement exceeds downward movement |
| Zero +DM | No upward directional movement on the bar |
| Values scale with instrument | Compare within same instrument only |
+DM values are in price units and scale with the instrument. They cannot be compared across different instruments without normalization (which is what +DI provides).
## Performance Profile
### Operation Count (Streaming Mode)
+DM is a thin wrapper around Dx. The per-bar cost is identical to Dx (one property extraction after Dx completes its update).
