@spec adx([map()], pos_integer()) :: float() | nil

Calculate the latest ADX value: Wilder's smoothed average of DX.

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 14).

At least 2 * period - 1 bars are required for the DX seed window; otherwise nil is returned.

Examples

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8},
...>   %{high: 11, low: 8, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.ADX.adx(bars, 3)
100.0

@spec adx_all([map()], pos_integer()) :: %{
  plus_di: float() | nil,
  minus_di: float() | nil,
  adx: float() | nil
}

Calculate +DI, -DI and ADX of the latest point in a single pass.

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 14).

Returns a map with :plus_di, :minus_di and :adx. Each value is nil when its own data requirement is not met, so the directional lines can be defined while ADX is still nil.

Examples

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8},
...>   %{high: 11, low: 8, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> %{plus_di: p, minus_di: m, adx: a} = TAlib.Indicators.ADX.adx_all(bars, 3)
iex> {Float.round(p, 4), Float.round(m, 4), Float.round(a, 4)}
{22.807, 0.0, 100.0}

@spec adxr([map()], pos_integer()) :: float() | nil

Calculate the latest ADX Rating: the average of the current ADX and the ADX period - 1 bars ago.

At least 3 * period - 2 bars are required; otherwise nil is returned.

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8},
...>   %{high: 12, low: 8, close: 10}
...> ]
iex> TAlib.Indicators.ADX.adxr(bars, 2) |> Float.round(4)
100.0

@spec dx([map()], pos_integer()) :: float() | nil

Calculate the latest DX value: 100 * |+DI - -DI| / (+DI + -DI).

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8}
...> ]
iex> TAlib.Indicators.ADX.dx(bars, 2) |> Float.round(4)
100.0

@spec minus_di([map()], pos_integer()) :: float() | nil

Calculate the latest -DI (negative directional index).

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 14).

Examples

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8},
...>   %{high: 11, low: 8, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.ADX.minus_di(bars, 3)
0.0

@spec minus_dm([map()]) :: [number()]

The raw -DM per bar; the first bar is 0.

iex> TAlib.Indicators.ADX.minus_dm([
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8}
...> ])
[0, 0, 0]

@spec plus_di([map()], pos_integer()) :: float() | nil

Calculate the latest +DI (positive directional index).

Parameters

• bars: list of bars, oldest first.
• period: lookback window, a positive integer (default 14).

Examples

iex> bars = [
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8},
...>   %{high: 11, low: 8, close: 10},
...>   %{high: 13, low: 9, close: 12}
...> ]
iex> TAlib.Indicators.ADX.plus_di(bars, 3) |> Float.round(4)
22.807

@spec plus_dm([map()]) :: [number()]

The raw +DM per bar (the up-move that exceeds the opposite down-move); the first bar has no previous bar to compare against and is 0.

iex> TAlib.Indicators.ADX.plus_dm([
...>   %{high: 10, low: 5, close: 7},
...>   %{high: 11, low: 6, close: 9},
...>   %{high: 12, low: 7, close: 8}
...> ])
[0, 1, 1]