Library "Adxl"
Functions to calculate the Average Directional Index
getDirectionUp(bar, lookback)
Bar high changed from open for bar
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getDirectionDown(bar, lookback)
Bar low changed from open for bar
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getPositiveDirectionalMovement(bar, lookback)
Positive directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getNegativeDirectionalMovement(bar, lookback)
Negative directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getTrueRangeMovingAverage(bar, lookback)
True range moving average for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getDirectionUpIndex(bar, lookback)
Direction up index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getDirectionDownIndex(bar, lookback)
Direction down index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getTotalDirectionIndex(bar, lookback)
Total direction index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getAverageDirectionalIndex(bar, lookback)
Average Directional Index (ADX) for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
Functions to calculate the Average Directional Index
getDirectionUp(bar, lookback)
Bar high changed from open for bar
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getDirectionDown(bar, lookback)
Bar low changed from open for bar
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getPositiveDirectionalMovement(bar, lookback)
Positive directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getNegativeDirectionalMovement(bar, lookback)
Negative directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: series int The lookback period
Returns: series float
getTrueRangeMovingAverage(bar, lookback)
True range moving average for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getDirectionUpIndex(bar, lookback)
Direction up index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getDirectionDownIndex(bar, lookback)
Direction down index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getTotalDirectionIndex(bar, lookback)
Total direction index for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
getAverageDirectionalIndex(bar, lookback)
Average Directional Index (ADX) for bar during lookback
Parameters:
bar: series int The bar to calculate at
lookback: simple int The lookback period
Returns: series int
發布通知:
v2
Updated:
getPositiveDirectionalMovement(bar)
Positive directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
Returns: series float
getNegativeDirectionalMovement(bar)
Negative directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
Returns: series float
Updated:
getPositiveDirectionalMovement(bar)
Positive directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
Returns: series float
getNegativeDirectionalMovement(bar)
Negative directional movement for bar during lookback
Parameters:
bar: series int The bar to calculate at
Returns: series float
發布通知:
v3
發布通知:
v4
發布通知:
v5
Added:
getChange(bar, lookback)
Bar close from open for bar during lookback
Parameters:
bar: series int The bars back to calculate at
lookback: series int The lookback period
Returns: series float
Added:
getChange(bar, lookback)
Bar close from open for bar during lookback
Parameters:
bar: series int The bars back to calculate at
lookback: series int The lookback period
Returns: series float