Adxl — Library by antifragileer

statistics

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

Release Notes:

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

Release Notes:

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

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House Rules.

Disclaimer

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