persistable sclass ADX extends CandleBasedIndicator<Double> {
  // For first phase
  new Average initialAverage;
  
  // For second phase
  settable SmoothedMovingAverage sma;
  
  settable double upMove = Double.NaN;
  settable double downMove = Double.NaN;
  settable double plusDM = Double.NaN;
  settable double minusDM = Double.NaN;

  // ATR value
  settable double atr = Double.NaN;
  
  // ATR values collected as ticker
  gettable TickerSequence atrHistory = new TickerSequence("ATR");

  Double value() { ret atr(); }
  
  *(int *length) {}

  {
    length = 14;
    onCandleAdded((IVF1<TradingCandle>) candle -> {
      if (candles().size() < 2) ret;
      var today = candle;
      var yesterday = candles().nextToLast();
      
      upMove(today.high()-yesterday.high());
      downMove(yesterday.low()-today.low());
      plusDM(upMove > downMove && upMove > 0 ? upMove : 0);
      minusDM(downMove > upMove && downMove > 0 ? downMove : 0);
      
      tr(trueRange(ll(candles().nextToLast(), candles().last())));
      
      if (initialAverage.count() < length())
        ret with initialAverage.add(tr);
        
      if (sma == null) {
        sma(new SmoothedMovingAverage(length()));
        sma().add(initialAverage!);
      } else
        sma().add(tr);

      atr(sma()!);
      long time = candle.endTime().toLong();
      atrHistory?.addIfPriceChanged(atr, time);
    });
  }
  
  TickerSequence asTicker(L<TradingCandle> candles) {
    feed(candles);
    ret atrHistory;
  }
  
  void reset :: after {
    resetFields(this, "initialAverage sma tr atr atrHistory");
  }
}