,

@clarabelle

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

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function calculate_ADX(high, low, close, period) local sum_TR = 0 local sum_DMplus = 0 local sum_DMminus = 0 local TR_list = {} local DMplus_list = {} local DMminus_list = {} for i=2, #close do local TR = math.max(high[i] - low[i], math.abs(high[i] - close[i-1]), math.abs(low[i] - close[i-1])) TR_list[i] = TR local DMplus = 0 local DMminus = 0 if high[i] - high[i-1] > low[i-1] - low[i] and high[i] - high[i-1] > 0 then DMplus = high[i] - high[i-1] end if low[i-1] - low[i] > high[i] - high[i-1] and low[i-1] - low[i] > 0 then DMminus = low[i-1] - low[i] end DMplus_list[i] = DMplus DMminus_list[i] = DMminus if i > period then sum_TR = sum_TR + TR_list[i] sum_DMplus = sum_DMplus + DMplus_list[i] sum_DMminus = sum_DMminus + DMminus_list[i] end end local DX = (math.abs(sum_DMplus - sum_DMminus) / sum_TR) * 100 local ADX = (DX + ((period - 1) * previous_ADX)) / period return ADX end |

In this code, you need to pass in arrays for `high`

, `low`

, and `close`

containing the high, low, and closing prices for each period, as well as the `period`

for which you want to calculate the ADX. This function will calculate the True Range (TR), the Directional Movement (DM) values, and then compute the ADX based on the formula.

15

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