mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 19:57:44 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
42 lines
1.8 KiB
Plaintext
42 lines
1.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Average Directional Movement Index (ADX)", "ADX", overlay=false)
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//@function Calculates ADX using Wilder's smoothing with compensated RMA
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//@param period Number of bars used in the calculation
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//@returns tuple of ADX value, +DI, -DI
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adx(simple int period = 14) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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float tr = na(close[1]) ? high - low : math.max(high - low, math.max(math.abs(high - close[1]), math.abs(low - close[1])))
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float plus_dm = na(high[1]) ? 0.0 : high - high[1] > low[1] - low and high - high[1] > 0 ? high - high[1] : 0.0
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float minus_dm = na(low[1]) ? 0.0 : low[1] - low > high - high[1] and low[1] - low > 0 ? low[1] - low : 0.0
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var float tr_sum = 0.0
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var float plus_dm_sum = 0.0
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var float minus_dm_sum = 0.0
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tr_sum := nz(tr_sum) - nz(tr_sum[period]) + tr
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plus_dm_sum := nz(plus_dm_sum) - nz(plus_dm_sum[period]) + plus_dm
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minus_dm_sum := nz(minus_dm_sum) - nz(minus_dm_sum[period]) + minus_dm
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float plus_di = tr_sum != 0.0 ? math.min(100 * plus_dm_sum / tr_sum, 50.0) : 0.0
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float minus_di = tr_sum != 0.0 ? math.min(100 * minus_dm_sum / tr_sum, 50.0) : 0.0
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float dx = plus_di + minus_di != 0.0 ? 100 * math.abs(plus_di - minus_di) / (plus_di + minus_di) : 0.0
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var float dx_sum = 0.0
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dx_sum := nz(dx_sum) - nz(dx_sum[period]) + dx
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float adx_value = dx_sum / period
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[adx_value, plus_di, minus_di]
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// Inputs
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i_period = input.int(14, "Period", minval=1, tooltip="Number of bars used in the calculation")
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// Calculate ADX
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[adx_value, plus_di, minus_di] = adx(i_period)
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// Plot
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plot(adx_value, "ADX", color=color.yellow, linewidth=2)
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plot(plus_di, "+DI", color=color.yellow, linewidth=2)
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plot(minus_di, "-DI", color=color.yellow, linewidth=2)
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