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trader_adx

(PECL trader >= 0.2.0)

trader_adxÍndice de movimiento direccional medio

Descripción

trader_adx(
    array $high,
    array $low,
    array $close,
    int $timePeriod = ?
): array

Parámetros

high

Precio alto, array de valores reales.

low

Precio bajo, array de valores reales.

close

Precio de cierre, array de valores reales.

timePeriod

Número del periodo. Rango válido desde 2 hasta 100000.

Valores devueltos

Devuelve un array con los datos calculados o false en caso de fallo.

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User Contributed Notes 2 notes

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2
geekgirl dot joy at gmail dot com
7 months ago
<?php
// Per wikipedia ADX is "an indicator of trend strength in a series of prices of a financial instrument."
// The original implementation used 14 days.

$highs = array(118.99, 119.14, 120.5, 115.23, 115.93, 118.829, 116, 112.2, 110.88, 110.19, 112.86, 112.11, 110.25, 112.44);
$lows = array(112.68, 115.26, 112.5, 110, 112.8, 113.61, 112.04, 108.71, 106.09, 103.1, 109.16, 106.77, 105, 107.67);
$closes = array(112.82, 117.32, 113.49, 112, 115.355, 115.54, 112.13, 110.34, 106.84, 110.08, 111.81, 107.12, 108.22, 112.28);

$time_period = floor(count($highs) / 2); // Per Wikipedia on the ADX indicator calculation:
                                         // UpMove = today's high − yesterday's high
                                         // DownMove = yesterday's low − today's low
                                         //
                                         // Thence: The maximal length for $time_period
                                         // is: floor(count($the_number_of_samples) / 2);
                                        

var_dump(trader_adx($highs, $lows, $closes, $time_period));
/*
array(1) {
  [13]=>
  float(48.909)
}
*/
up
0
tl4gvx29ku39 at opayq dot com
6 months ago
After hours of trial and error, I feel fairly confident the adx function works like many others. Insert a block(s) of ohlc data and set a time period for an output.

For example, I am using 48 30-min blocks of ohlc data (1 day). But I wanted the indicators true to design (adx is usually 14 periods) so I would trim the data to 14 periods in and set timePeriods=14 and get errors. No need to do all that. Put the entire 48 period array(s) in and set the period to 14 (or whatever you like). The output is close to online sources. The function will use the last 14 periods or whatever you set to generate the correct output.

The best/closest I can find for a manual to these functions is located tulipindicators dot org which you can test using excel with a free plugin at tulipcell dot org.

I was able to pull my historical indicator data generated with these functions and was able to recreate the numbers which matched closely to online trading platforms.
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