Plus Directional Indicator (PLUS_DI)

Summary

Plus Directional Indicator: the Wilder-smoothed positive directional movement expressed as a percentage of the true range. Measures the strength of upward price movement. Rising +DI signals strengthening upward direction; compared against MINUS_DI to judge trend direction.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive

Formula

+DM1 = (H-Hprev) if (H-Hprev) > 0 and (H-Hprev) > (Lprev-L), else 0. TR1 = true range = max(H-L, |H-Cprev|, |L-Cprev|). Seed +DM/TR = sum of first (period-1) one-period values; then Wilder smooth: X = X - X/period + X1. +DI = 100 * (+DM / TR); if TR = 0, +DI = 0. When period <= 1: +DI = +DM1 / TR1 (no *100).

Notes

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

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar
• inClose — Close price of each bar

Outputs

• outReal — Plus Directional Indicator

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	1–100000	Wilder smoothing period

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double close[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_PLUS_DI( 0, n - 1, high, low, close, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let close = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.plus_di(0, high.len() - 1, &high, &low, &close, 14, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] close = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.plusDi(0, high.length - 1, high, low, close, 14, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var close = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.PlusDi(0, high.Length - 1, high, low, close, 14, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { plusDi } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first
const close = new Float64Array(252); // your data, oldest first

const { begIdx, values } = plusDi({ high, low, close }, { timePeriod: 14 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

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

Native	File
C	ta_PLUS_DI.c
Rust	plus_di.rs
Java	Core_PLUS_DI.java
C#	Core_PLUS_DI.cs
TypeScript	plusDi.ts

Python: talib.PLUS_DI, see ta-lib-python.

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

Aliases

+DI, Plus Directional Indicator, PDI

See Also

MINUS_DI · DX · ADX · ADXR · PLUS_DM · TRANGE

References

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