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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"); } }
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Snippet ID: | #1036489 |
Snippet name: | ADX [average directional movement index, trading indicator, dev.] |
Eternal ID of this version: | #1036489/5 |
Text MD5: | 1c8066e8615076ba966097a9ed8b0cea |
Transpilation MD5: | e2e64055a532f581e56daa7f8b8e1238 |
Author: | stefan |
Category: | javax / trading |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2022-12-18 23:11:57 |
Source code size: | 2104 bytes / 68 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 148 / 221 |
Version history: | 4 change(s) |
Referenced in: | #1003674 - Standard Classes + Interfaces (LIVE continued in #1034167) |