Class ADX

Average Directional Index (ADX) Type: Momentum, Trend (using +DI & -DI), Volatility

The ADX was developed by John Welles Wilder, Jr.. It is a lagging indicator; that is, a trend must have established itself before the ADX will generate a signal that a trend is under way.

ADX will range between 0 and 100 which makes it an oscillator. It is a smoothed average of the Directional Movement Index (DMI / DX).

Generally, ADX readings below 20 indicate trend weakness, and readings above 40 indicate trend strength. A strong trend is indicated by readings above 50. ADX values of 75-100 signal an extremely strong trend.

Interpretation: If ADX increases, it means that volatility is increasing and indicating the beginning of a new trend. If ADX decreases, it means that volatility is decreasing, and the current trend is slowing down and may even reverse. When +DI is above -DI, then there is more upward pressure than downward pressure in the market.

Note: The ADX calculation relies on the DX becoming stable before producing meaningful results. For an interval of 5, at least 9 candles are required. The first 5 candles are used to stabilize the DX, which then generates the initial ADX value. The subsequent 4 candles produce additional ADX values, allowing it to stabilize with 5 values for an interval of 5.

Hierarchy (View Summary)

Constructors

Properties

highest?: Big
interval: number
lowest?: Big

Accessors

  • get isStable(): boolean
  • Returns boolean

  • get mdi(): undefined | Big
  • Returns undefined | Big

  • get pdi(): undefined | Big
  • Returns undefined | Big

Methods