mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 22:17:44 +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.
55 lines
2.8 KiB
Plaintext
55 lines
2.8 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 Rating (ADXR)", "ADXR", overlay=false)
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//@function Calculates ADX Rating (ADXR) using current and historical ADX values
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//@param period Number of bars used in ADX calculation
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//@param rating_period Number of bars between current and historical ADX
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//@returns tuple of ADXR value, ADX value, +DI, -DI
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adxr(simple int period, simple int rating_period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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if rating_period <= 0
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runtime.error("Rating period must be greater than 0")
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var float EPSILON = 1e-10
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float alpha = 1.0/float(period)
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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 e = 1.0
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var float tr_raw = na
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tr_raw := na(tr_raw) ? tr : (tr_raw * (period - 1) + tr) / period
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float tr_smooth = e > EPSILON ? tr_raw / (1.0 - e) : tr_raw
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var float pdm_raw = na
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pdm_raw := na(pdm_raw) ? plus_dm : (pdm_raw * (period - 1) + plus_dm) / period
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float plus_dm_smooth = e > EPSILON ? pdm_raw / (1.0 - e) : pdm_raw
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var float mdm_raw = na
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mdm_raw := na(mdm_raw) ? minus_dm : (mdm_raw * (period - 1) + minus_dm) / period
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float minus_dm_smooth = e > EPSILON ? mdm_raw / (1.0 - e) : mdm_raw
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float plus_di = tr_smooth != 0.0 ? math.min(100 * plus_dm_smooth / tr_smooth, 50.0) : 0.0
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float minus_di = tr_smooth != 0.0 ? math.min(100 * minus_dm_smooth / tr_smooth, 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 adx_raw = na
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adx_raw := na(adx_raw) ? 0.0 : (adx_raw * (period - 1) + dx) / period
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float adx_value = e > EPSILON ? adx_raw / (1.0 - e) : adx_raw
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e *= (1 - alpha)
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float historical_adx = adx_value[math.min(rating_period, bar_index)]
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float adxr_value = (adx_value + nz(historical_adx,0)) / 2.0
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[adxr_value, adx_value, plus_di, minus_di]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "ADX Period", minval=1, tooltip="Number of bars used in ADX calculation")
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i_rating_period = input.int(14, "Rating Period", minval=1, tooltip="Number of bars between current and historical ADX")
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// Calculate ADXR
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[adxr_value, adx_value, plus_di, minus_di] = adxr(i_period, i_rating_period)
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// Plot
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plot(adxr_value, "ADXR", color=color.yellow, linewidth=2)
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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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