ADX

Summary

Wilder's Average Directional Movement Index, a smoothed measure of trend strength derived from the directional indicators (+DI/-DI). Quantifies how strongly a market is trending, regardless of direction. Higher values indicate a stronger trend (a common convention treats >25 as trending); says nothing about direction.

Formula

+DI = 100*(+DM_p/TR_p), -DI = 100*(-DM_p/TR_p); DX = 100*|(-DI)-(+DI)| / ((-DI)+(+DI)); first ADX = mean of the first period DX; then ADX = (prevADX*(period-1) + DX)/period. +DM_p/-DM_p/TR_p use Wilder smoothing: X = X - X/period + today's one-bar value.

Notes

Wilder's original integer rounding is not applied.

Inputs

inPriceHLC — High/Low/Close price series

Outputs

outReal — Smoothed directional trend-strength index (0-100)

Parameters

optInTimePeriod — Smoothing/averaging period for DM, TR, and ADX

Implementation

TA-Lib Definition: adx.c · adx.yaml

Native	File
C	`ta_ADX.c`
Rust	`adx.rs`
Java	`Core.java`

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Average Directional Movement Index, Average Directional Index

References

J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research (ISBN 0894590278)

ADX