Unisciti alla nostra fan page
Average Directional Movement Index Wilder - indicatore per MetaTrader 5
- Visualizzazioni:
- 229
- Valutazioni:
- Pubblicato:
- 2021.11.01 14:38
- Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance
Average Directional Movement Index Wilder (ADX Wilder) helps to determine if there is a market trend.
This technical indicator is constructed as a strict correspondence with the algorithm described by Welles Wilder in his book "New concepts in technical trading systems".
Trading rules of this indicator are described in the Average Directional Movement Index.
Calculation:
First positive (dm_plus) and negative (dm_minus) changes at each bar are calculated, as well as the true range tr:
If Low(i-1) - Low(i) > 0 dm_minus(i) = Low(i-1) - Low(i), otherwise dm_minus(i) = 0.
tr(i) = Max(ABS(High(i) - Low(i)), ABS(High(i) - Close(i-1)), ABS(Low(i) - Close(i-1)))
where:
- High(i) - maximum price of the current bar;
- Low(i) - minimum price of the current bar;
- High(i-1) - maximum price of the previous bar;
- Low(i-1) - minimum price of the previous bar;
- Close(i-1) - close price of the previous bar;
- Max (a, b , c) - maximum value out of three numbers: a, b и c;
- ABS(X) - absolute value of the X.
After that the smoothed values are calculated: Plus_D(i), Minus_D(i) and ATR():
Plus_D(i) = SMMA(dm_plus, Period_ADX,i)/ATR(i)*100
Minus_D(i) = SMMA(dm_minus, Period_ADX,i)/ATR(i)*100
where:
- SMMA(X, N, i) - Smoothed Moving Average of X series on the current bar;
- Perod_ADX - number of bars, used for calculation.
Now Directional Movement Index - DX(i) - is calculated:
After preliminary calculations we obtain the value of the ADX(i) indicator on the current bar by smoothing DX index values:
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/8
The Average Directional Movement Index Indicator (ADX) helps to determine if there is a price trend.
Accumulation/DistributionThe Accumulation/Distribution Indicator is determined by the changes in price and volume.
The Alligator Indicator is a combination of Balance Lines (Moving Averages).
Adaptive Moving Average (AMA)The Adaptive Moving Average Indicator is used for constructing a moving average with low sensitivity to price series noises and is characterized by the minimal lag for trend detection.