Adxl

Library "Adxl"
Functions to calculate the Average Directional Index

getDirectionUp(bar, lookback)
  Bar high changed from open for bar
  Parameters:
    bar: series int The bar to calculate at
    lookback: series int The lookback period
  Returns: series float

getDirectionDown(bar, lookback)
  Bar low changed from open for bar
  Parameters:
    bar: series int The bar to calculate at
    lookback: series int The lookback period
  Returns: series float

getPositiveDirectionalMovement(bar, lookback)
  Positive directional movement for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: series int The lookback period
  Returns: series float

getNegativeDirectionalMovement(bar, lookback)
  Negative directional movement for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: series int The lookback period
  Returns: series float

getTrueRangeMovingAverage(bar, lookback)
  True range moving average for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: simple int The lookback period
  Returns: series int

getDirectionUpIndex(bar, lookback)
  Direction up index for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: simple int The lookback period
  Returns: series int

getDirectionDownIndex(bar, lookback)
  Direction down index for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: simple int The lookback period
  Returns: series int

getTotalDirectionIndex(bar, lookback)
  Total direction index for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: simple int The lookback period
  Returns: series int

getAverageDirectionalIndex(bar, lookback)
  Average Directional Index (ADX) for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
    lookback: simple int The lookback period
  Returns: series int

Notes de version:

v2

Updated:
getPositiveDirectionalMovement(bar)
  Positive directional movement for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
  Returns: series float

getNegativeDirectionalMovement(bar)
  Negative directional movement for bar during lookback
  Parameters:
    bar: series int The bar to calculate at
  Returns: series float

Notes de version:

v3

Notes de version:

v4

Notes de version:

v5

Added:
getChange(bar, lookback)
  Bar close from open for bar during lookback
  Parameters:
    bar: series int The bars back to calculate at
    lookback: series int The lookback period
  Returns: series float