MINUS_DI

Summary

Wilder's Minus Directional Indicator: the Wilder-smoothed downward directional movement (-DM) normalized by smoothed True Range. Measures the strength of downward price movement. Higher -DI indicates a stronger downtrend; compared against +DI to gauge directional dominance.

Formula

-DM1 = (prevLow - low) if (prevLow-low)>0 and (high-prevHigh)<(prevLow-low), else 0. Seed -DM/TR = sum of first (period-1) -DM1/TR1, then Wilder-smooth each: X = X - X/period + today. -DI = 100 * (-DM / TR); TR from ta_true_range. If period<=1: -DI1 = -DM1/TR1 (no ×100).

Notes

Wilder's original integer rounding is not applied (it was removed as unreliable when values are near 1).

Inputs

inPriceHLC — High, low, close price series

Outputs

outReal — The Minus Directional Indicator (-DI) line

Parameters

optInTimePeriod — Smoothing/lookback period for -DM and TR

Implementation

TA-Lib Definition: minus_di.c · minus_di.yaml

Native	File
C	`ta_MINUS_DI.c`
Rust	`minus_di.rs`
Java	`Core.java`

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

Aliases

-DI, Negative Directional Indicator

References

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