Library "adx" Calculate ADX (and its constituent parts +DI, -DI, ATR), using different moving averages and periods.
adx(atrMA, diMA, adxMA, atrLen, diLen, adxLen, h, l, c) Parameters: atrMA: Moving Average used for calculating the Average True Range. Traditionally RMA, but using SMA here and in adxMA gives good results too. diMA: Moving Average used for calculating the Directional Index. Traditionally, RMA. adxMA: Moving Average used for calculating the Average Directional Index. Traditionally RMA, but using SMA here and in atrMA gives good results too. atrLen: Length of the Average True Range. diLen: Length of the Directional Index. adxLen: Length (smoothing) of the Average Directional Index. h: Candle's high. l: Candle's low. c: Candle's close. Returns: [ATR, +DI, -DI, ADX]