Average Directional Index (ADX)

get_adx(quotes, lookback_periods=14)


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.



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.


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)


See Utilities and Helpers for more information.


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] 💬