ADX (Average Directional Index)

The ADX measures trend strength on a 0-100 scale regardless of trend direction. It is accompanied by +DI and -DI lines that indicate the direction of the trend.

Declaration

function init(ctx) {
  ctx.indicator('adx', 'ADX', { period: 14 });
}

Options

Output

Returns an object with three series, accessed via underscore naming:

Accessing Values

function onBar(ctx, i) {
  const adxValue = ctx.ind.adx[i];     // Just the ADX (no prefix for primary)
  const plusDI = ctx.ind.adx_pdi[i];
  const minusDI = ctx.ind.adx_mdi[i];
}

Use Cases

Trend Strength Filter

function onBar(ctx, i) {
  const adxValue = ctx.ind.adx[i];
  
  // Only trade when trend is strong
  if (adxValue > 25) {
    // Strong trend - use trend-following strategies
    if (q.crossOver(ctx.ind.fast, ctx.ind.slow, i)) {
      ctx.order.market('ASSET', 1, { signal: 'buy', reason: 'strong_trend_entry' });
    }
  }
  // ADX < 20: range-bound, use mean-reversion
}

Directional Movement Crossover

function onBar(ctx, i) {
  const adxValue = ctx.ind.adx[i];
  
  if (adxValue > 20) {
    if (q.crossOver(ctx.ind.adx_pdi, ctx.ind.adx_mdi, i)) {
      ctx.order.market('ASSET', 1, { signal: 'buy', reason: 'pdi_cross_up' });
    }
    if (q.crossUnder(ctx.ind.adx_pdi, ctx.ind.adx_mdi, i)) {
      ctx.order.close('ASSET', { signal: 'sell', reason: 'pdi_cross_down' });
    }
  }
}

Value Ranges

Related

• MACD - Trend and momentum indicator
• PSAR - Parabolic SAR for trend direction
• ATR - Volatility measure, often used with ADX