MINUS_DM
Summary
Minus Directional Movement, the downward component of Wilder's directional movement system. Measures Wilder-smoothed downward price motion over the period. Higher -DM indicates stronger downward directional movement.
Formula
diffP = high - prevHigh; diffM = prevLow - low -DM1 = diffM if (diffM > 0 and diffP < diffM) else 0 period<=1: output raw -DM1 per bar. period>1: seed = sum of first (period-1) -DM1; then Wilder smooth each bar: -DM = prevMinusDM - prevMinusDM/period (+ -DM1 when the bar qualifies)
Inputs
inPriceHL— High and low price series
Outputs
outReal— Smoothed minus directional movement
Parameters
optInTimePeriod— Wilder smoothing period
Implementation
TA-Lib Definition: minus_dm.c · minus_dm.yaml
| Native | File |
|---|---|
| C | ta_MINUS_DM.c |
| Rust | minus_dm.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Minus Directional Movement, -DM
See Also
PLUS_DM · MINUS_DI · PLUS_DI · DX · ADX · ADXR
References
- J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research (ISBN 0894590278)