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Finance-GeniusTrader-0.00_50
River stage zero No dependents
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/ Finance::GeniusTrader::Indicators::ADX

NAME

Finance::GeniusTrader::Indicators::ADX - ADX

DESCRIPTION

volatility index

Overview

Calculation

Examples

Finance::GeniusTrader::Indicators::ADX->new() Finance::GeniusTrader::Indicators::ADX->new([20])

Validation

This indicators is validated by the values from comdirect.de. The stock used was the DAX (data from yahoo) at the 04.06.2003:

  ADX[14]             [2003-06-04] = 19.9961 (comdirect=20.00)
  +DMI[14]            [2003-06-04] = 28.9251 (comdirect=28.93)
  -DMI[14]            [2003-06-04] = 21.1723 (comdirect=21.17)
  DMI[14]             [2003-06-04] = 15.4754 (comdirect=15.48)