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

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44

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")