OPEN-SOURCE SCRIPT

Macro Directional Index

已更新
Core to this indicator is the rate at which DI+ and DI- are moving away or towards each other. This is called The Rate of Change (ROC). The ROC length dictates how many bars back you want to compare to the current bar to see how much it has changed. It is calculated like this:
(source - source[length]/source[length]) * 100
This indicator has 4 values in the status line:

  • DI+
  • DI-
  • Distance between DI+ and DI-
  • DI Rate of Change


DI Rate of Change
The rate of change is smoothed using an EMA. A shorter EMA length will cause the ROC to flip back and forth between positive and negative while a larger EMA length will cause the ROC to change less often. "Since the rate of change is used to indicate periods of 'consolidation', you want to find a setting that doesn't flip back and forth too often.

Directional Index Middle Channel
Between the DI+ and DI- is a black centerline. Offset from this centerline is a channel that is used to filter out false crosses of the DI+ and DI-. Sometimes, the DI+ and DI- lines will come together in this channel and cross momentarily before resuming the direction prior to the cross. When this happens, you don't want to flip your bias too soon. The wider the channel, the later the indicator will signal a DI reversal. A narrower channel will call it sooner but risks being more choppy and indicating a false cross."
版本注释
Updating Screenshot.
Average Directional Index (ADX)directionalindexMomentum Indicator (MOM)moving_average

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?


更多:

免责声明