How To Compute Average Directional Index (ADX) in F#?

@percy_bauch 

To compute the Average Directional Index (ADX) in F#, you can follow these steps using the Technical Analysis Library (TALib) in F#:

1. First, you need to install the TALib library using NuGet package manager. You can do this by running the following command in the NuGet Package Manager Console:

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Install-Package Talib

1. Next, you can create a function to calculate the ADX value using the TALib library. Here is an example function that calculates the ADX value for a given set of high, low, and close prices:

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open TAlib
open TAlib.Core

let calculateADX (highPrices:float []) (lowPrices:float []) (closePrices:float []) =
    let adxInput = {High = highPrices; Low = lowPrices; Close = closePrices}
    let adxOutput = Adx.adx adxInput 14
    adxOutput.Adx |> Array.toList

1. You can then call this function with your desired high, low, and close price arrays to calculate the ADX value. Here is an example usage of the function:

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let highPrices = [|10.0; 12.0; 13.0; 15.0; 14.0; 16.0; 18.0; 20.0; 22.0; 25.0|]
let lowPrices = [|8.0; 9.0; 10.0; 12.0; 11.0; 13.0; 15.0; 17.0; 19.0; 21.0|]
let closePrices = [|9.0; 11.0; 12.0; 14.0; 13.0; 15.0; 17.0; 19.0; 21.0; 24.0|]

let adxValues = calculateADX highPrices lowPrices closePrices
printfn "ADX values: %A" adxValues

This code snippet demonstrates how to calculate the ADX values for a given set of high, low, and close prices using the TALib library in F#. You can customize the input prices and the ADX period (14 in this case) according to your requirements.