adx: Configurable ADX (library)

23 thg 2, 2022

Library "adx"
Calculate ADX (and its constituent parts +DI, -DI, ATR),
using different moving averages and periods.

adx(atrMA, diMA, adxMA, atrLen, diLen, adxLen, h, l, c)
  Parameters:
    atrMA: Moving Average used for calculating the Average True Range.
Traditionally RMA, but using SMA here and in adxMA gives good results too.
    diMA: Moving Average used for calculating the Directional Index.
Traditionally, RMA.
    adxMA: Moving Average used for calculating the Average Directional
Index. Traditionally RMA, but using SMA here and in atrMA gives good results
too.
    atrLen: Length of the Average True Range.
    diLen: Length of the Directional Index.
    adxLen: Length (smoothing) of the Average Directional Index.
    h: Candle's high.
    l: Candle's low.
    c: Candle's close.
  Returns: [ATR, +DI, -DI, ADX]