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Ciao a tutti,
qualcuna sa indicarmi le formule che sono alla base del DMI+ e DMI- ??
grazie Ciro.
qualcuna sa indicarmi le formule che sono alla base del DMI+ e DMI- ??
grazie Ciro.
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copia e incolla dal manuale del RealTick
Wilder's Directional Movement Index (J.W. Wilder, Jr, New Concepts in Technical Trading Systems, Trend Research, P.O Box 128, McLeansville, NC 27301) is a filtering momentum that measures movement in the up direction relative to movement in the down direction.
Four directional movement indicators are available: Plus Directional Movement (PDI); Minus Directional Movement (MDI); Directional Movement Indicator (DX); Average Directional Movement (ADX).
Formulae:
Plus Directional Movement = PDM= H-Hp
Minus Directional Movement = MDM =L - Lp
Where:
H is the highest price of the current period.
Hp is the highest price of the previous period.
L is the lowest price of the current period.
Lp is the lowest price of the previous period.
Cp is the closing price for the previous period.
If |H-Hp| > |L-Lp| then DM is PDM and MDM is zero.
If |H-Hp| < |L-Lp| then DM is MDM and PDM is zero.
TR = True Range = is the largest of H - L; H - Cp; or L - Cp
The four directional movement indicators are:
Plus Directional Movement
PDI = EMA(PDM) / EMA(TR)
Minus Directional Movement
MDI = EMA(MDM) / EMA(TR)
Directional Movement Indicator
DX = (PDI - MDI) / (PDI+ MDI)
Average Directional Movement
ADX = EMA(DX)
Where:
EMA indicates exponentially smoothing.
Reference: Colby, Thomas & Robert Meyers, The Encyclopedia of Technical Market Indicators, Dow Jones Irwin, Homewood, Illinois, 1988.
spero ti sia di aiuto
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