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Visualizza versione completa : Formula matematica ADX , +D e -D



kimiura
09-03-2010, 09.12.11
qualcuno la conosce?

grazie

sunmatt
09-03-2010, 22.30.20
qualcuno la conosce?

grazie

se non ricordo male indica accumulazione/distribuzione..

sunmatt
09-03-2010, 23.14.05
se non ricordo male indica accumulazione/distribuzione..


ricordo male:D
è un indicatore di trend..;)

luis78
10-03-2010, 08.49.01
qualcuno la conosce?

grazie
http://www.fabiolongo.com/borsa/adx.html

kimiura
10-03-2010, 09.33.22
grazie ragazzi, ma la formula esatta matematica per calcolarlo non c'è in questo link...

altre idee?

kimiura
11-03-2010, 11.04.46
Finalmente l'ho trovata! ora implemento su excel , cmq l'ho già provata e i valori tornano:

1. Calculate the current period's Directional Movement (DM)

A = Today's High – Yesterday's High
B = Yesterday's Low – Today's Low

Depending upon the values of A and B, three possible scenarios are:
Values Scenarios
Both A and B < 0 +DM=0, -DM=0
A > B +DM=A, -DM=0
A < B +DM=0, -DM=B

Note: +DM and -DM are two components in the ultimate calculation of ADX. The positive and negative title, suggest highs and lows as opposed to positive and negative numbers.

2. Calculate the true range (TR), see ATR

Wilder suggested using a period of 14 for calculations:
* +DM14 = Wilder's exponential moving average* of +DM for 14 periods.
* -DM14 = Wilder's exponential moving average* of -DM for 14 periods.
* TR14 = Wilder's exponential moving average* of True Range for 14 periods.
3. Calculate the Directional Indicators

Positive Directional Indicator (+DI14) = +DM14 divided by TR14
Negative Directional Indicator (-DI14) = -DM14 divided by TR14

4. DI Difference = The absolute value of the difference between +DI14 and -DI14.

5. Directional Index (DX) = DI Difference divided by the sum of +DI14 and -DI14

6. ADX = EMA* of DX

*Wilder calculated moving average differently, owing to the need for calculating averages quickly by hand. For example:

Current +DM14 = 13/14 (Previous +DM14) + 1/14 (Current +DM).

The first +DM14 value in the series, was simply the sum of the previous fourteen -DM14 values divided by 14 (SMA).
te le ho trovate, se ha qualcun interessano condivido:

sunmatt
11-03-2010, 22.22.48
Finalmente l'ho trovata! ora implemento su excel , cmq l'ho già provata e i valori tornano:

1. Calculate the current period's Directional Movement (DM)

A = Today's High – Yesterday's High
B = Yesterday's Low – Today's Low

Depending upon the values of A and B, three possible scenarios are:
Values Scenarios
Both A and B < 0 +DM=0, -DM=0
A > B +DM=A, -DM=0
A < B +DM=0, -DM=B

Note: +DM and -DM are two components in the ultimate calculation of ADX. The positive and negative title, suggest highs and lows as opposed to positive and negative numbers.

2. Calculate the true range (TR), see ATR

Wilder suggested using a period of 14 for calculations:
* +DM14 = Wilder's exponential moving average* of +DM for 14 periods.
* -DM14 = Wilder's exponential moving average* of -DM for 14 periods.
* TR14 = Wilder's exponential moving average* of True Range for 14 periods.
3. Calculate the Directional Indicators

Positive Directional Indicator (+DI14) = +DM14 divided by TR14
Negative Directional Indicator (-DI14) = -DM14 divided by TR14

4. DI Difference = The absolute value of the difference between +DI14 and -DI14.

5. Directional Index (DX) = DI Difference divided by the sum of +DI14 and -DI14

6. ADX = EMA* of DX

*Wilder calculated moving average differently, owing to the need for calculating averages quickly by hand. For example:

Current +DM14 = 13/14 (Previous +DM14) + 1/14 (Current +DM).

The first +DM14 value in the series, was simply the sum of the previous fourteen -DM14 values divided by 14 (SMA).
te le ho trovate, se ha qualcun interessano condivido:


VT lo fa in automatico..;)

kimiura
12-03-2010, 08.44.21
scusami ...vT? cos'è? piattaforma di calcolo o grafica?

grazie

sunmatt
17-03-2010, 20.42.43
scusami ...vT? cos'è? piattaforma di calcolo o grafica?

grazie


visual trader;)
grafica e calcolo