Average Directional Index (ADX)

get_adx(quotes, lookback_periods=14)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int, default 14	Number of periods (`N`) for the lookback evaluation. Must be greater than 0.

Historical quotes requirements

You must have at least 2×N+100 periods of quotes to allow for smoothing convergence. We generally recommend you use at least 2×N+250 data points prior to the intended usage date for better precision.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Returns

ADXResults[ADXResult]

This method returns a time series of all available indicator values for the quotes provided.
ADXResults is just a list of ADXResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first 2×N-1 periods will have None values for Adx since there’s not enough data to calculate.

⚞ Convergence warning: The first 2×N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

ADXResult

name	type	notes
`date`	datetime	Date
`pdi`	float, Optional	Plus Directional Index (+DI)
`mdi`	float, Optional	Minus Directional Index (-DI)
`adx`	float, Optional	Average Directional Index (ADX)
`adxr`	float, Optional	Average Directional Index Rating (ADXR)

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# calculate 14-period ADX
results = indicators.get_adx(quotes, lookback_periods)

About Average Directional Index (ADX)

Created by J. Welles Wilder, the Average Directional Movement Index is a measure of price directional movement. It includes upward and downward indicators, and is often used to measure strength of trend. [Discuss] 💬