DX

Summary

Wilder's Directional Movement Index: the normalized spread between +DI and -DI. Measures the strength of directional (trending) movement, irrespective of direction. Higher DX = stronger trend (either direction); low DX = ranging market.

Formula

Seed +DM14, -DM14, TR14 as sums of the first (period-1) one-period values, then Wilder-smooth each: X = X - X/period + today. +DI = 100*(+DM14/TR14), -DI = 100*(-DM14/TR14). DX = 100 * |(-DI) - (+DI)| / ((-DI) + (+DI)).

Notes

Wilder's original integer rounding is not applied (it can be unreliable when values are near 1).
When +DI and -DI sum to zero the value is undefined; the previous bar's DX is carried forward instead (the first such bar outputs zero).

Inputs

inPriceHLC — High/Low/Close price series

Outputs

outReal — DX directional movement index value

Parameters

optInTimePeriod — Smoothing period for the DM and TR sums

Implementation

TA-Lib Definition: dx.c · dx.yaml

Native	File
C	`ta_DX.c`
Rust	`dx.rs`
Java	`Core.java`

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

Aliases

Directional Movement Index, DMI

References

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

DX