Ребята, кто нибудь знает как в ADX рассчитывается?
Взял формула из мануала WLD4:
+DI = Round( ( +DM / TR ) * 100 )
where,
DI+ = DIPlus
TR = True Range of current bar
The +DI is then smoothed over the period specified, the same way as a simple moving average, and +DM is calculated as follows:
(i) For up trending days, +DM = today's high — yesterday's high
(ii) For down trending days, +DM = zero
(iii) For inside days, +DM = zero
(iv) For outside days, if today's high — yesterday's high, is greater than yesterday's low- today's low, then +MD = today's high — yesterday's high, otherwise +DM = zero
(v) For upwards gap days, +DM = today's high — yesterday's high
(vi) For downwards gap days, +DM = zero
Прописал на C#, Lua — не фига не подходит, даже на WLD4 сделал аналогичную функцию:
function MyDXPluse(Period: integer): integer;
begin
var BarSys,pDM,mDM,pDMA,mDMA,ATRA,R: integer;
var dHigh,dLow: float;
pDM := CreateSeries();
mDM := CreateSeries();
mDMA := CreateSeries();
pDMA := CreateSeries();
Result:= CreateSeries();
R:= CreateSeries();
for BarSys := Period to BarCount - 1 do
begin
dHigh := @#High[BarSys] - @#High[BarSys-1];
dLow := @#Low[BarSys-1] - @#Low[BarSys];
if ((dHigh < 0) and (dLow < 0)) or (dHigh=dLow) then begin
SetSeriesValue( BarSys,pDM,0);
SetSeriesValue( BarSys,mDM,0);
end;
if (dHigh > dLow) then begin
SetSeriesValue( BarSys, pDM,dHigh);
SetSeriesValue( BarSys, mDM, 0);
end;
if (dHigh < dLow) then begin
SetSeriesValue( BarSys, pDM,0);
SetSeriesValue( BarSys, mDM,dLow);
end;
end; //for
{
pDMA:= WilderMASeries(pDM,Period);
mDMA:= WilderMASeries(mDM,Period);
ATRA := ATRSeries(Period);
}
ATRA := TrueRangeSeries();
for BarSys := Period to BarCount() - 1 do begin
SetSeriesValue( BarSys, R, Round( 100 * (@pDM[BarSys] / @ATRA[BarSys])));
end; //for
Result := WilderMASeries(R,Period);
end; //function
//--------------------------------------------------------------------------------
var x : integer = MyDXPluse(7);
var xPane: integer = CreatePane( 75, true, true );
PlotSeriesLabel( x, xPane, 009, #Thick, 'MyDXPluse Plot' );
(
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