Average Directional Index (ADX)
||Iterable[Quote]||Iterable(such as list or an object having
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||int, default 14||Number of periods (
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.
- This method returns a time series of all available indicator values for the
ADXResultsis just a list of
- 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-1periods will have
Adxsince there’s not enough data to calculate.
Convergence warning: The first
2×N+100periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
||float, Optional||Plus Directional Index (+DI)|
||float, Optional||Minus Directional Index (-DI)|
||float, Optional||Average Directional Index (ADX)|
||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_history_from_feed("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]