NAME
Finance::GeniusTrader::Indicators::ADX - ADX
DESCRIPTION
volatility index
Overview
Calculation
Examples
Finance::GeniusTrader::Indicators::ADX->new() Finance::GeniusTrader::Indicators::ADX->new([20])
Validation
This indicators is validated by the values from comdirect.de. The stock used was the DAX (data from yahoo) at the 04.06.2003:
ADX[14] [2003-06-04] = 19.9961 (comdirect=20.00)
+DMI[14] [2003-06-04] = 28.9251 (comdirect=28.93)
-DMI[14] [2003-06-04] = 21.1723 (comdirect=21.17)
DMI[14] [2003-06-04] = 15.4754 (comdirect=15.48)