ADX and DI improved — Indicateur par vyacheslav.shindin

my adx di improved
Script open-source
Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Vous voulez utiliser ce script sur un graphique ?
study("ADX and DI improved")
len1 = input(title="Length", type=integer, defval=20)
th1 = input(title="threshold", type=integer, defval=20)

TrueRange1 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus1 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus1 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0


SmoothedTrueRange1 = nz(SmoothedTrueRange1[1]) - (nz(SmoothedTrueRange1[1])/len1) + TrueRange1
SmoothedDirectionalMovementPlus1 = nz(SmoothedDirectionalMovementPlus1[1]) - (nz(SmoothedDirectionalMovementPlus1[1])/len1) + DirectionalMovementPlus1
SmoothedDirectionalMovementMinus1 = nz(SmoothedDirectionalMovementMinus1[1]) - (nz(SmoothedDirectionalMovementMinus1[1])/len1) + DirectionalMovementMinus1

DIPlus1 = SmoothedDirectionalMovementPlus1 / SmoothedTrueRange1 * 100
DIMinus1 = SmoothedDirectionalMovementMinus1 / SmoothedTrueRange1 * 100
DX1 = abs(DIPlus1-DIMinus1) / (DIPlus1+DIMinus1)*100
//ADX1 = sma(DX1, len1)

// TEMA
ema1 = ema(DX1, 14)
ema2 = ema(ema1, 14)
ema3 = ema(ema2, 14)
ADX1 = 3 * (ema1 - ema2) + ema3


plot(DIPlus1, color=green, title="DI+")
plot(DIMinus1, color=red, title="DI-")
plot(ADX1, color=black, title="ADX")
hline(th1, color=black, linestyle=dashed)

// ---

len2 = input(title="Length", type=integer, defval=18)
th2 = input(title="threshold", type=integer, defval=20)

TrueRange2 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus2 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus2 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0


SmoothedTrueRange2 = nz(SmoothedTrueRange2[1]) - (nz(SmoothedTrueRange2[1])/len2) + TrueRange2
SmoothedDirectionalMovementPlus2 = nz(SmoothedDirectionalMovementPlus2[1]) - (nz(SmoothedDirectionalMovementPlus2[1])/len2) + DirectionalMovementPlus2
SmoothedDirectionalMovementMinus2 = nz(SmoothedDirectionalMovementMinus2[1]) - (nz(SmoothedDirectionalMovementMinus2[1])/len2) + DirectionalMovementMinus2

DIPlus2 = SmoothedDirectionalMovementPlus2 / SmoothedTrueRange2 * 100
DIMinus2 = SmoothedDirectionalMovementMinus2 / SmoothedTrueRange2 * 100
DX2 = abs(DIPlus2-DIMinus2) / (DIPlus2+DIMinus2)*100
ADX2 = sma(DX2, len2)

plot(DIPlus2, color=green, title="DI+")
plot(DIMinus2, color=red, title="DI-")
//plot(ADX2, color=black, title="ADX")

// ---

len3 = input(title="Length", type=integer, defval=16)
th3 = input(title="threshold", type=integer, defval=20)

TrueRange3 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus3 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus3 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0


SmoothedTrueRange3 = nz(SmoothedTrueRange3[1]) - (nz(SmoothedTrueRange3[1])/len3) + TrueRange3
SmoothedDirectionalMovementPlus3 = nz(SmoothedDirectionalMovementPlus3[1]) - (nz(SmoothedDirectionalMovementPlus3[1])/len3) + DirectionalMovementPlus3
SmoothedDirectionalMovementMinus3 = nz(SmoothedDirectionalMovementMinus3[1]) - (nz(SmoothedDirectionalMovementMinus3[1])/len3) + DirectionalMovementMinus3

DIPlus3 = SmoothedDirectionalMovementPlus3 / SmoothedTrueRange3 * 100
DIMinus3 = SmoothedDirectionalMovementMinus3 / SmoothedTrueRange3 * 100
DX3 = abs(DIPlus3-DIMinus3) / (DIPlus3+DIMinus3)*100
ADX3 = sma(DX3, len3)

plot(DIPlus3, color=green, title="DI+")
plot(DIMinus3, color=red, title="DI-")

// ---

len4 = input(title="Length", type=integer, defval=14)
th4 = input(title="threshold", type=integer, defval=20)

TrueRange4 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus4 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus4 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange4 = nz(SmoothedTrueRange4[1]) - (nz(SmoothedTrueRange4[1])/len4) + TrueRange4
SmoothedDirectionalMovementPlus4 = nz(SmoothedDirectionalMovementPlus4[1]) - (nz(SmoothedDirectionalMovementPlus4[1])/len4) + DirectionalMovementPlus4
SmoothedDirectionalMovementMinus4 = nz(SmoothedDirectionalMovementMinus4[1]) - (nz(SmoothedDirectionalMovementMinus4[1])/len4) + DirectionalMovementMinus4

DIPlus4 = SmoothedDirectionalMovementPlus4 / SmoothedTrueRange4 * 100
DIMinus4 = SmoothedDirectionalMovementMinus4 / SmoothedTrueRange4 * 100
DX4 = abs(DIPlus4-DIMinus4) / (DIPlus4+DIMinus4)*100
ADX4 = sma(DX4, len4)

plot(DIPlus4, color=green, title="DI+")
plot(DIMinus4, color=red, title="DI-")

// ---

len5 = input(title="Length", type=integer, defval=12)
th5 = input(title="threshold", type=integer, defval=20)

TrueRange5 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus5 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus5 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange5 = nz(SmoothedTrueRange5[1]) - (nz(SmoothedTrueRange5[1])/len5) + TrueRange5
SmoothedDirectionalMovementPlus5 = nz(SmoothedDirectionalMovementPlus5[1]) - (nz(SmoothedDirectionalMovementPlus5[1])/len5) + DirectionalMovementPlus5
SmoothedDirectionalMovementMinus5 = nz(SmoothedDirectionalMovementMinus5[1]) - (nz(SmoothedDirectionalMovementMinus5[1])/len5) + DirectionalMovementMinus5

DIPlus5 = SmoothedDirectionalMovementPlus5 / SmoothedTrueRange5 * 100
DIMinus5 = SmoothedDirectionalMovementMinus5 / SmoothedTrueRange5 * 100
DX5 = abs(DIPlus5-DIMinus5) / (DIPlus5+DIMinus5)*100
ADX5 = sma(DX5, len5)

plot(DIPlus5, color=green, title="DI+")
plot(DIMinus5, color=red, title="DI-")

// ---

len6 = input(title="Length", type=integer, defval=10)
th6 = input(title="threshold", type=integer, defval=20)

TrueRange6 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus6 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus6 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange6 = nz(SmoothedTrueRange6[1]) - (nz(SmoothedTrueRange6[1])/len6) + TrueRange6
SmoothedDirectionalMovementPlus6 = nz(SmoothedDirectionalMovementPlus6[1]) - (nz(SmoothedDirectionalMovementPlus6[1])/len6) + DirectionalMovementPlus6
SmoothedDirectionalMovementMinus6 = nz(SmoothedDirectionalMovementMinus6[1]) - (nz(SmoothedDirectionalMovementMinus6[1])/len6) + DirectionalMovementMinus6

DIPlus6 = SmoothedDirectionalMovementPlus6 / SmoothedTrueRange6 * 100
DIMinus6 = SmoothedDirectionalMovementMinus6 / SmoothedTrueRange6 * 100
DX6 = abs(DIPlus6-DIMinus6) / (DIPlus6+DIMinus6)*100
ADX6 = sma(DX6, len6)

plot(DIPlus6, color=green, title="DI+")
plot(DIMinus6, color=red, title="DI-")

// ---

len7 = input(title="Length", type=integer, defval=8)
th7 = input(title="threshold", type=integer, defval=20)

TrueRange7 = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus7 = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus7 = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0

SmoothedTrueRange7 = nz(SmoothedTrueRange7[1]) - (nz(SmoothedTrueRange7[1])/len7) + TrueRange7
SmoothedDirectionalMovementPlus7 = nz(SmoothedDirectionalMovementPlus7[1]) - (nz(SmoothedDirectionalMovementPlus7[1])/len7) + DirectionalMovementPlus7
SmoothedDirectionalMovementMinus7 = nz(SmoothedDirectionalMovementMinus7[1]) - (nz(SmoothedDirectionalMovementMinus7[1])/len7) + DirectionalMovementMinus7

DIPlus7 = SmoothedDirectionalMovementPlus7 / SmoothedTrueRange7 * 100
DIMinus7 = SmoothedDirectionalMovementMinus7 / SmoothedTrueRange7 * 100
DX7 = abs(DIPlus7-DIMinus7) / (DIPlus7+DIMinus7)*100
ADX7 = sma(DX7, len7)

plot(DIPlus7, color=green, title="DI+")
plot(DIMinus7, color=red, title="DI-")