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ADX #

ADX #

ADX(
    di_period: int,
    adx_period: int,
    input_values: List[OHLCV] = None,
    input_indicator: Indicator = None,
    input_modifier: InputModifierType = None,
    input_sampling: SamplingPeriodType = None,
)

Bases: Indicator

Average Directional Index.

Input type: OHLCV

Output type: ADXVal

Parameters:

Name Type Description Default
di_period int

Directional Index period.

 required
adx_period int

Average Directional Index period.

 required
input_values List[OHLCV]

List of input values.

 None
input_indicator Indicator

Input indicator.

 None
input_modifier InputModifierType

Input modifier.

 None
input_sampling SamplingPeriodType

Input sampling type.

 None
Source code in talipp/indicators/ADX.py 
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def __init__(self, di_period: int,
             adx_period: int,
             input_values: List[OHLCV] = None,
             input_indicator: Indicator = None,
             input_modifier: InputModifierType = None,
             input_sampling: SamplingPeriodType = None):
    super().__init__(input_modifier=input_modifier,
                     output_value_type=ADXVal,
                     input_sampling=input_sampling)

    self.di_period = di_period
    self.adx_period = adx_period

    self.atr = ATR(di_period)
    self.add_sub_indicator(self.atr)

    # plus directional movement
    self.pdm = []
    # minus directional movement
    self.mdm = []

    self.add_managed_sequence(self.pdm)
    self.add_managed_sequence(self.mdm)

    # smoothed plus directional movement
    self.spdm = []
    # smoothed minus directional movement
    self.smdm = []

    self.add_managed_sequence(self.spdm)
    self.add_managed_sequence(self.smdm)

    # plus directional index
    self.pdi = []
    # minus directional index
    self.mdi = []

    self.add_managed_sequence(self.pdi)
    self.add_managed_sequence(self.mdi)

    # directional index
    self.dx = []
    self.add_managed_sequence(self.dx)

    self.initialize(input_values, input_indicator)

ADXVal dataclass #

ADXVal(
    adx: float = None,
    plus_di: float = None,
    minus_di: float = None,
)

ADX output type.

Parameters:

Name Type Description Default
adx float

ADX.

 None
plus_di float

Plus Directional Movement.

 None
minus_di float

Minus Directional Movement.

 None