Adx

[Giope]

Ciao.Qualcuno mi sa dire come è costruita la formula dell'ADX di Wilder? O perlomeno dove posso cercare? Grazie molte per l'aiuto.

 

[A.Zanetti]

Ciao Giope.
Prova cosi:


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Here are custom ADX formulas that will plot the decimals after the calculation. The built-in indicators plot exactly as Welles Wilder plots them in his book, New Concepts in Technical Trading Systems. These custom indicators calculate the same way except they do not round as Wilder does.

ADX Custom

Periods:=Input("Time Periods",1,100,14);
PlusDM:=If(H>Ref(H,-1) AND L>=Ref(L,-1), H-Ref(H,-1),If(H >Ref(H,-1) AND L<Ref(L,-1)
AND H-Ref(H,-1)> Ref(L,-1)-L, H-Ref(H,-1),0));
PlusDI:=100*Wilders(PlusDM,Periods)/ATR(Periods);
MinusDM:=If(L<Ref(L,-1) AND H<=Ref(H,-1), Ref(L,-1)-L,If(H>Ref(H,-1) AND L<Ref(L,-1)
AND H-Ref(H,-1)<Ref(L,-1)-L, Ref(L,-1)-L,0));
MinusDI:=100*Wilders(MinusDM,Periods)/ATR(Periods);
DIDif:=Abs(PlusDI-MinusDI);
DISum:=PlusDI+MinusDI;
ADXFinal:=100*Wilders(DIDif/DISum,Periods);
ADXFinal

 

[Giope]

Re: Re: Adx

Grazie.Ciao

Scritto da A.Zanetti
Ciao Giope.
Prova cosi:


****

Here are custom ADX formulas that will plot the decimals after the calculation. The built-in indicators plot exactly as Welles Wilder plots them in his book, New Concepts in Technical Trading Systems. These custom indicators calculate the same way except they do not round as Wilder does.

ADX Custom

Periods:=Input("Time Periods",1,100,14);
PlusDM:=If(H>Ref(H,-1) AND L>=Ref(L,-1), H-Ref(H,-1),If(H >Ref(H,-1) AND L<Ref(L,-1)
AND H-Ref(H,-1)> Ref(L,-1)-L, H-Ref(H,-1),0));
PlusDI:=100*Wilders(PlusDM,Periods)/ATR(Periods);
MinusDM:=If(L<Ref(L,-1) AND H<=Ref(H,-1), Ref(L,-1)-L,If(H>Ref(H,-1) AND L<Ref(L,-1)
AND H-Ref(H,-1)<Ref(L,-1)-L, Ref(L,-1)-L,0));
MinusDI:=100*Wilders(MinusDM,Periods)/ATR(Periods);
DIDif:=Abs(PlusDI-MinusDI);
DISum:=PlusDI+MinusDI;
ADXFinal:=100*Wilders(DIDif/DISum,Periods);
ADXFinal