ADXR
Summary
Smoothed variant of ADX: the average of the current ADX value and the ADX value from (period-1) bars earlier. Further damps ADX to gauge trend strength. Higher values mean a stronger trend; smoother and more lagging than ADX.
Formula
ADXR[i] = (ADX[i] + ADX[i-(period-1)]) / 2
Notes
- Wilder's original integer rounding is not applied (unreliable when values are near 1).
Inputs
inPriceHLC— High, low, close price series
Outputs
outReal— ADXR line (averaged ADX)
Parameters
optInTimePeriod— Smoothing period, also the bar gap between the two averaged ADX values
Implementation
TA-Lib Definition: adxr.c · adxr.yaml
| Native | File |
|---|---|
| C | ta_ADXR.c |
| Rust | adxr.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Average Directional Movement Index Rating
See Also
References
- J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research (ISBN 0894590278)