Thursday, January 9, 2014

ta01 adx01 http://cran.r-project.org/web/packages/TTR/TTR.pdf

http://cran.r-project.org/web/packages/TTR/TTR.pdf

http://www.fmlabs.com/reference/default.htm?url=DX.htm


ADX(HLC, n = 14, maType, ...)
 
Arguments
 
HLC Object that is coercible to xts or matrix and contains High-Low-Close prices.

n Number of periods to use for DX calculation (not ADX calculation).

maType A function or a string naming the function to be called.

... Other arguments to be passed to the maType function.




Details
 The DIp/DIn (positive/negative) is the percentage of the true range that is up/down.


A buy/sell signal is generated when the +/-DI crosses up over the -/+DI, when the DX/ADX signals

a strong trend. A high/low DX
 


ADX {TTR} | inside-R | A Community Site for R

www.inside-r.org › Package referenceTTR
DX: The Direction Index. ADX: The Average Direction Index (trend strength). ... the +/-DI crosses up over the -/+DI, when the DX/ADX signals a strong trend.

  • Patch - R-Forge

    https://r-forge.r-project.org/scm/viewvc.php/pkg/.../ADX.R?...
    R 2012/10/18 11:53:07 137 +++ pkg/R/ADX. ... +#'@param n Number of periods to use for DX calculation (not ADX ... +#'@returnItem DX The Direction Index.

  • download - R-Forge

    https://r-forge.r-project.org/scm/viewvc.php/.../pkg/R/ADX.R?...
    #'@returnItem DX The Direction Index. #'@returnItem ADX The Average Direction Index (trend strength). #'@note A buy/sell signal is generated when the +/-DI ...
  • [PDF]

    Package 'TTR'

    cran.r-project.org/web/packages/TTR/TTR.pdf
    Mar 17, 2013 - DIp The positive Direction Index. DIn The negative Direction Index. DX The Direction Index. ADX The Average Direction Index (trend strength).
  • [PDF]

    The TTR Package

    ftp.uni-bayreuth.de/math/statlib/R/CRAN/doc/packages/TTR.pdf
    Oct 25, 2007 - The Direction Index. ADX. The Average Direction Index (trend strength). Note. A buy/sell signal is generated when the +/-DI crosses up over the ...

  • TTR - Scribd

    www.scribd.com/doc/93801976/TTR
    May 16, 2012 - ADX Details If only splits is provided, the resulting object will only have as many ... Usage ADX(HLC, n=14, maType, . ... The Direction Index.

  • Directional Movement Index Forex Indicator | How DMI Works ...

    www.theforexguy.com/directional-movement-index-dmi-indicator-autop...
    Jun 2, 2013 - ... the last stage of the formula can be completed to find the Direction Index Value (DI), .... Average Directional Index Indicator Autopsy (ADX...

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