EA programming help with ADX

[biqut2]

I'm new to forex trading but have a background in programming. I have a strategy that has been working reasonable for me but it involves a lot of staring at the screen waiting for just the right time to open a position. I'm working on an EA to automate this but I need to get the values of D+ &D- that are plotted as part of the ADX chart so that I can compare the two. As far as I have been able to find in the documentation the ADX function only provides the value of the ADX line. Any help here would be greatly appreciated.

[rv]

biqut2 wrote >>
I'm new to forex trading but have a background in programming. I have a strategy that has been working reasonable for me but it involves a lot of staring at the screen waiting for just the right time to open a position. I'm working on an EA to automate this but I need to get the values of D+ &D- that are plotted as part of the ADX chart so that I can compare the two. As far as I have been able to find in the documentation the ADX function only provides the value of the ADX line. Any help here would be greatly appreciated.

https://docs.mql4.com/indicators/iADX
https://docs.mql4.com/constants/lines

[William Roeder]

Or you can incorporatate the ADX code into your EA

int init() {
    // I use Exponential averaging for simplicity, 'real' ATR uses simple.
    ATR.EMA         = 2.0/(ATR.Period+1);
    ADX.EMA         = 2.0/(ADX.Period+1);
    for(int shift=3.45*MathMax(ADX.Period, ATR.Period)+1; shift > 0; shift--) {
        CheckNewBar(shift); // Initialize indicators DMI+, DMI-, ADX, and ATR
    }
//...

//+------------------------------------------------------------------+
//| Handle adjustments on the start of a new bar                     |
//+------------------------------------------------------------------+
bool    newBar,                 // Export to start and modifyStops.
        closeAllOrders;         // Export to modifyStops
int     ADX.open.bars,          // Export to Comment/openNew
        tradeThisBar,           // \
        spikeDelay;             //  > Export to openNow
double  DId,                    // /
        ATR,                    // Export to Comment/SetDir
        ADXd,   pDMId,  nDMId;  // Export to Comment only
void    CheckNewBar(int shift=0) {
    static datetime Time0;  newBar = Time[shift] > Time0;   if (!newBar) return;
    Time0 = Time[shift];
    
    double  TR  = MathMax(High[shift+1], Close[shift+2])            // True
                - MathMin( Low[shift+1], Close[shift+2]);           // range.

    // I use EMA for simplicity, the 'real' ATR uses a SMA.
    ATR += ATR.EMA*(TR - ATR);

    if (TR > 0) {                                                       double
        pdm = MathMax(0, High[shift+1] - High[shift+2]),        // Directional
        ndm = MathMax(0,  Low[shift+2] -  Low[shift+1]);        // movement.
        if      (pdm<ndm) pdm=0;    // Only the largest
        else if (ndm<pdm) ndm=0;    // Movement is counted.

        // The ADX and DMI use a 0-100 range. I use 0-1.00 for efficiency
        pDMId += ADX.EMA*(pdm/TR - pDMId);
        nDMId += ADX.EMA*(ndm/TR - nDMId);

        // Average Directional Index averages from DMI
        DId   = pDMId-nDMId;    double div = pDMId+nDMId;           if (div>0)
        ADXd += ADX.EMA*(MathAbs(DId)/div - ADXd);
//...

I use DId and ADXd (0-1) rather than (0-100) ADX=100*ADXd, DI=100*DId

[kasinath]

William Roeder:
Or you can incorporatate the ADX code into your EA I use DId and ADXd (0-1) rather than (0-100) ADX=100*ADXd, DI=100*DId

Hi @William Roeder,

Do you know where can I find the full ADX code that you mention here?

If it is not available, can you please direct me to where I can find an MQL implementation of the ADX?

Thanks.

[William Roeder]

kasinath: Do you know where can I find the full ADX code that you mention here?\

If you had used this you would have found this.
          How can I search for indicators and other elements in this forum? - MQL5 programming forum

[kasinath]

William Roeder:
If you had used this you would have found this.
          How can I search for indicators and other elements in this forum? - MQL5 programming forum

Haha, yes. I found it shortly after leaving this reply!

Thank you!