persistable sclass ADX extends CandleBasedIndicator<Double> {

  // ATR is required to calculate ADX

  new ATR atr;

  // Smoothed moving averages

  settable SmoothedMovingAverage smaPlusDM;

  settable SmoothedMovingAverage smaMinusDM;

  settable SmoothedMovingAverage smaAbsoluteDI;

  settable double upMove = Double.NaN;

  settable double downMove = Double.NaN;

  settable double plusDM = Double.NaN;

  settable double minusDM = Double.NaN;

  settable double plusDI = Double.NaN;

  settable double minusDI = Double.NaN;

  // ADX value

  settable double adx = Double.NaN;

  // ADX values collected as ticker

  gettable TickerSequence history = new TickerSequence("ADX");

  Double value() { ret adx(); }

  *(int *length) {}

  {

    length = 14;

    onCandleAdded((IVF1<TradingCandle>) candle -> {

      atr.add(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);

      if (smaPlusDM == null) smaPlusDM(new SmoothedMovingAverage(length()));

      if (smaMinusDM == null) smaMinusDM(new SmoothedMovingAverage(length()));

      smaPlusDM.add(plusDM);

      smaMinusDM.add(minusDM);

      plusDI(100*smaPlusDM!/atr!);

      minusDI(100*smaMinusDM!/atr!);

      if (smaAbsoluteDI == null) smaAbsoluteDI(new SmoothedMovingAverage(length()));

      smaAbsoluteDI.add(absDiff(plusDI, minusDI));

      adx(100*smaAbsoluteDI!/(plusDI+minusDI));

      long time = candle.endTime().toLong();

      history?.addIfPriceChanged(adx, time);

    });

  }

  TickerSequence asTicker(L<TradingCandle> candles) {

    feed(candles);

    ret history;

  }

  void reset :: after {

    resetFields(this, "atr adx history smaPlusDM smaMinusDM smaAbsoluteDI upMove downMove plusDM minusDM plusDI minusDI");

  }

}