- [Average Directional Movement Index (ADX)](#average-directional-movement-index-adx) - [Calculation](#calculation) - [Average Directional Movement Index Rate (ADXR)](#average-directional-movement-index-rate-adxr) - [Calculation](#calculation-1) - [Directional Movement Index (DX)](#directional-movement-index-dx) - [Calculation](#calculation-2) # Average Directional Movement Index (ADX) ``` use ta_common::traits::Indicator; use dx_rs::ADX; let mut adx = ADX::new(5); assert_eq!(adx.next([82.15, 81.29, 81.59, ]), None); assert_eq!(adx.next([81.89, 80.64, 81.06, ]), None); assert_eq!(adx.next([83.03, 81.31, 82.87, ]), None); assert_eq!(adx.next([83.30, 82.65, 83.00, ]), None); assert_eq!(adx.next([83.85, 83.07, 83.61, ]), None); assert_eq!(adx.next([83.90, 83.11, 83.15, ]), None); assert_eq!(adx.next([83.33, 82.49, 82.84, ]), None); assert_eq!(adx.next([84.30, 82.30, 83.99, ]), None); assert_eq!(adx.next([84.84, 84.15, 84.55, ]), Some(42.02843532361666)); assert_eq!(adx.next([85.00, 84.11, 84.36, ]), Some(45.030197751280795)); assert_eq!(adx.next([85.90, 84.03, 85.53, ]), Some(50.278112805162785)); assert_eq!(adx.next([86.58, 85.39, 86.54, ]), Some(55.845790397341815)); assert_eq!(adx.next([86.98, 85.76, 86.89, ]), Some(60.952506055817096)); assert_eq!(adx.next([88.00, 87.17, 87.77, ]), Some(66.23762155833865)); assert_eq!(adx.next([87.87, 87.01, 87.29, ]), Some(68.23912145931837)); ``` ### Calculation ADXt=k*ADXt-1 + DX(input) where k=(period-1)/period # Average Directional Movement Index Rate (ADXR) ``` use ta_common::traits::Indicator; use dx_rs::ADXR; let mut adxr = ADXR::new(5); assert_eq!(adxr.next([82.15, 81.29, 81.59]), None); assert_eq!(adxr.next([81.89, 80.64, 81.06]), None); assert_eq!(adxr.next([83.03, 81.31, 82.87]), None); assert_eq!(adxr.next([83.30, 82.65, 83.00]), None); assert_eq!(adxr.next([83.85, 83.07, 83.61]), None); assert_eq!(adxr.next([83.90, 83.11, 83.15]), None); assert_eq!(adxr.next([83.33, 82.49, 82.84]), None); assert_eq!(adxr.next([84.30, 82.30, 83.99]), None); assert_eq!(adxr.next([84.84, 84.15, 84.55]), None); assert_eq!(adxr.next([85.00, 84.11, 84.36]), None); assert_eq!(adxr.next([85.90, 84.03, 85.53]), None); assert_eq!(adxr.next([86.58, 85.39, 86.54]), None); assert_eq!(adxr.next([86.98, 85.76, 86.89]), Some(51.49047068971688)); assert_eq!(adxr.next([88.00, 87.17, 87.77]), Some(55.63390965480972)); assert_eq!(adxr.next([87.87, 87.01, 87.29]), Some(59.25861713224057)); ``` ### Calculation ADXR=(ADXt + ADXt-(period-1))/2; # Directional Movement Index (DX) ``` use ta_common::traits::Indicator; use dx_rs::DX; let mut dmi = DX::new(5); assert_eq!(dmi.next([82.15, 81.29, 81.59, ]), None); assert_eq!(dmi.next([81.89, 80.64, 81.06, ]), None); assert_eq!(dmi.next([83.03, 81.31, 82.87, ]), None); assert_eq!(dmi.next([83.30, 82.65, 83.00, ]), None); assert_eq!(dmi.next([83.85, 83.07, 83.61, ]), Some(52.68425841674205)); assert_eq!(dmi.next([83.90, 83.11, 83.15, ]), Some(53.99247953992465)); assert_eq!(dmi.next([83.33, 82.49, 82.84, ]), Some(7.795927847023168)); assert_eq!(dmi.next([84.30, 82.30, 83.99, ]), Some(41.88861985472129)); assert_eq!(dmi.next([84.84, 84.15, 84.55, ]), Some(53.78089095967214)); assert_eq!(dmi.next([85.00, 84.11, 84.36, ]), Some(57.03724746193731)); assert_eq!(dmi.next([85.90, 84.03, 85.53, ]), Some(71.26977302069074)); assert_eq!(dmi.next([86.58, 85.39, 86.54, ]), Some(78.11650076605797)); assert_eq!(dmi.next([86.98, 85.76, 86.89, ]), Some(81.37936868971823)); assert_eq!(dmi.next([88.00, 87.17, 87.77, ]), Some(87.37808356842487)); assert_eq!(dmi.next([87.87, 87.01, 87.29, ]), Some(76.24512106323728)); ``` ### Calculation ``` DX=(dm_diff/dm_sum)*100; where: dm_diff=|norm_up -norm_down|; dm_sum=|norm_up+norm_down|; norm_up=sm_up/ATR; norm_down=sm_down/ATR; sm_up=smoothed(sum of up); sm_down=smoothed(sum of down); ```