stock indicatorsfor .NET

Average Directional Index (ADX) ​

Created by J. Welles Wilder, the Average Directional Movement Index (ADX) is part of the Directional Movement system (commonly referred to as DMI). This system includes the Positive and Negative Directional Indicators (+DI and −DI), the Directional Index (DX), and ADX, and is used to measure the strength of price trends. [Discuss] 💬

Loading chart data...
csharp
// C# usage syntax
IReadOnlyList<AdxResult> results =
  bars.ToAdx(lookbackPeriods);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) to consider. Must be greater than 1. Default is 14.

Historical price bars requirements ​

You must have at least 2×N+100 periods of bars to cover the warmup and convergence periods. We generally recommend you use at least 2×N+250 data points prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<AdxResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first 2×N-1 periods will have null values for Adx since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first 2×N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

AdxResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Pdi
double?		Plus Directional Index (+DI)
Mdi
double?		Minus Directional Index (-DI)
Dx
double?		Directional Index (DX)
Adx
double?		Average Directional Index (ADX)
Adxr
double?		Average Directional Index Rating (ADXR)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

Results can be further processed on Adx with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToAdx(..)
    .ToRsi(..);

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations:

csharp
AdxList adxList = new(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => adxList.Add(bar);

// based on `ICollection<AdxResult>`; fills as the handler runs
IReadOnlyList<AdxResult> results = adxList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
AdxHub observer = barHub.ToAdxHub(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<AdxResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.