Struct Adx 

pub struct Adx { /* private fields */ }

Average Directional Index (ADX) with the directional indicators and a signal line.

From the second bar on, with up = high - prev_high and down = prev_low - low: +DM = up if up > down and up > 0, else 0; -DM = down if down > up and down > 0, else 0; and TR = max(high - low, |high - prev_close|, |low - prev_close|). TR, +DM and -DM are Wilder-smoothed over di_len (Rma, seeded with the SMA of their first values):

DI+ = 100 * +DM_avg / TR_avg        DI- = 100 * -DM_avg / TR_avg     (0 for TR_avg = 0)
DX  = 100 * |DI+ - DI-| / (DI+ + DI-)                                 (0 for a zero sum)
ADX = Wilder average of DX over adx_smooth

value: the ADX; extra["di_plus"], extra["di_minus"], and extra["signal"], an Ema(sig_len) over the ADX with its first-sample seed. Alerts fire on DI crosses and when the ADX crosses level_weak.

First output: once the DX average exists, i.e. with the di_len + adx_smooth-th bar. Indicator::reset clears all averages.

Implementations

impl Adx

pub fn new( di_len: usize, adx_smooth: usize, sig_len: usize, level_weak: f64, ) -> Self

pub fn with_defaults() -> Self

pub fn with_period(period: usize) -> Self

Trait Implementations

impl Clone for Adx

fn clone(&self) -> Adx

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Adx

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for Adx

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.