How To Calculate Average Directional Index (ADX) in Scala?

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by mike , in category: SEO Tools , a month ago

How To Calculate Average Directional Index (ADX) in Scala?

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1 answer

Member

by aniyah , a month ago

@mike 

To calculate the Average Directional Index (ADX) in Scala, you can use the following code snippet:

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import scala.math._

def calculateADX(data: List[Double], period: Int): Double = {
  val dmPlus = calculateDMPlus(data)
  val dmMinus = calculateDMMinus(data)
  
  val tr = calculateTR(data)
  val atr = calculateATR(data, period)
  
  val diPlus = (dmPlus.map(_ / atr) sliding period).map(_.sum / period).toList
  val diMinus = (dmMinus.map(_ / atr) sliding period).map(_.sum / period).toList
  
  val dx = diPlus.zip(diMinus).map { case (diP, diM) =>
    abs((diP - diM) / (diP + diM)) * 100
  }
  
  val adx = dx.sliding(period).map(_.sum / period).toList.last
  
  adx
}

// Helper methods
def calculateDMPlus(data: List[Double]): List[Double] = {
  // calculate DM Plus here
}

def calculateDMMinus(data: List[Double]): List[Double] = {
  // calculate DM Minus here
}

def calculateTR(data: List[Double]): List[Double] = {
  // calculate TR here
}

def calculateATR(data: List[Double], period: Int): List[Double] = {
  // calculate ATR here
}

// Usage
val data = List(1.0, 1.5, 2.0, 1.8, 2.1, 2.5, 2.6, 2.4)
val period = 14

val adx = calculateADX(data, period)
println(s"The Average Directional Index (ADX) is: $adx")


In this code snippet, the calculateADX function takes a list of price data and a period as input parameters, calculates the directional movement components, true range, average true range, and finally the ADX value. You will need to implement the helper methods calculateDMPlus, calculateDMMinus, calculateTR, and calculateATR to calculate the respective components needed for the ADX calculation.


You can replace the placeholder implementations in the helper methods with your own code based on the formulas for calculating DM Plus, DM Minus, TR, and ATR. The calculateADX function aggregates the calculated values and computes the final ADX value using the sliding window approach.