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ADX

What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: adx

Exact formula

TR = max(H-L, abs(H-C_prev), abs(L-C_prev))

+DM and -DM use the larger positive up/down move

+DI = 100*RMA(+DM,di_length)/RMA(TR,di_length)

-DI = 100*RMA(-DM,di_length)/RMA(TR,di_length)

DX = 100*abs(+DI--DI)/(+DI+-DI)

ADX = RMA(DX, adx_smoothing)

Parameters, defaults, and bounds

- di_length : default 14 ; 1–100

- adx_smoothing : default 14 ; 1–100

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params