EVOLUTION-MANAGER
Edit File: ADX.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Welles Wilder's Directional Movement Index</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for ADX {TTR}"><tr><td>ADX {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Welles Wilder's Directional Movement Index</h2> <h3>Description</h3> <p>Directional Movement Index; developed by J. Welles Wilder. </p> <h3>Usage</h3> <pre> ADX(HLC, n = 14, maType, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>HLC</code></td> <td> <p>Object that is coercible to xts or matrix and contains High-Low-Close prices.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods to use for DX calculation (not ADX calculation).</p> </td></tr> <tr valign="top"><td><code>maType</code></td> <td> <p>A function or a string naming the function to be called.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Other arguments to be passed to the <code>maType</code> function.</p> </td></tr> </table> <h3>Details</h3> <p>The <code>DIp</code>/<code>DIn</code> (positive/negative) is the percentage of the true range that is up/down. </p> <h3>Value</h3> <p>A object of the same class as <code>HLC</code> or a matrix (if <code>try.xts</code> fails) containing the columns: </p> <dl> <dt> DIp </dt><dd><p> The positive Direction Index. </p> </dd> <dt> DIn </dt><dd><p> The negative Direction Index. </p> </dd> <dt> DX </dt><dd><p> The Direction Index. </p> </dd> <dt> ADX </dt><dd><p> The Average Direction Index (trend strength). </p> </dd> </dl> <h3>Note</h3> <p>A buy/sell signal is generated when the +/-DI crosses up over the -/+DI, when the DX/ADX signals a strong trend. A high/low DX signals a strong/weak trend. DX is usually smoothed with a moving average (i.e. the ADX). </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.fmlabs.com/reference/DI.htm">https://www.fmlabs.com/reference/DI.htm</a><br /> <a href="https://www.fmlabs.com/reference/DX.htm">https://www.fmlabs.com/reference/DX.htm</a><br /> <a href="https://www.fmlabs.com/reference/ADX.htm">https://www.fmlabs.com/reference/ADX.htm</a><br /> <a href="https://www.fmlabs.com/reference/ADXR.htm">https://www.fmlabs.com/reference/ADXR.htm</a><br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/?p=49">https://www.metastock.com/Customer/Resources/TAAZ/?p=49</a><br /> <a href="https://www.linnsoft.com/techind/directional-indicator-diplus-diminus">https://www.linnsoft.com/techind/directional-indicator-diplus-diminus</a><br /> <a href="https://www.linnsoft.com/techind/adx-avg-directional-movement">https://www.linnsoft.com/techind/adx-avg-directional-movement</a><br /> <a href="https://www.linnsoft.com/techind/adxr-avg-directional-movement-rating">https://www.linnsoft.com/techind/adxr-avg-directional-movement-rating</a><br /> <a href="https://school.stockcharts.com/doku.php?id=technical_indicators:average_directional_index_adx">https://school.stockcharts.com/doku.php?id=technical_indicators:average_directional_index_adx</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="MovingAverages.html">EMA</a></code>, <code><a href="MovingAverages.html">SMA</a></code>, etc. for moving average options; and note Warning section. The DX calculation uses <code><a href="ATR.html">ATR</a></code>. See <code><a href="aroon.html">aroon</a></code>, <code><a href="CCI.html">CCI</a></code>, <code><a href="TDI.html">TDI</a></code>, <code><a href="VHF.html">VHF</a></code>, <code><a href="GMMA.html">GMMA</a></code> for other indicators that measure trend direction/strength. </p> <h3>Examples</h3> <pre> data(ttrc) dmi.adx <- ADX(ttrc[,c("High","Low","Close")]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>