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.

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

inPriceHLC — High/Low/Close price bars

Outputs

outReal — Plus Directional Indicator

Parameters

optInTimePeriod — Wilder smoothing period

Implementation

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

Native	File
C	`ta_PLUS_DI.c`
Rust	`plus_di.rs`
Java	`Core.java`

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

Aliases

+DI, Plus Directional Indicator, PDI

References

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