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谁明白这个ADX 的公式的含义。看不懂啊。

Average Directional Movement index (.ADX)

ADX = modify moving average of DX
DX = 100 x ( (+DI - -DI)/( +DI + -DI) )
+DI = +DMn / TRn , -DI = -DM / TRn
+DM = Ht - Ht-1 , -DM = Lt - Lt-1
CL = Ct - Ct-1
TR = largest of +DM,-DM ,and CL
where :
+DI = current positive directional index
-DI = current negative directional index
+DMn = current modified moving average of +DM
+DM = current positive directional movement value
Ht = current hign
Ht-1 = previous high
Lt = current low
Lt-1 = previous low
-DMn = current modified moving average of -DM
-DM = current negative directional movement value
TRn = current modified modified moving average of the true range
TR = true range
n = number of periods
DX = current DX
reference from : J.Welles Wilder
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  • 谁明白这个ADX 的公式的含义。看不懂啊。
    Average Directional Movement index (.ADX)

    ADX = modify moving average of DX
    DX = 100 x ( (+DI - -DI)/( +DI + -DI) )
    +DI = +DMn / TRn , -DI = -DM / TRn
    +DM = Ht - Ht-1 , -DM = Lt - Lt-1
    CL = Ct - Ct-1
    TR = largest of +DM,-DM ,and CL
    where :
    +DI = current positive directional index
    -DI = current negative directional index
    +DMn = current modified moving average of +DM
    +DM = current positive directional movement value
    Ht = current hign
    Ht-1 = previous high
    Lt = current low
    Lt-1 = previous low
    -DMn = current modified moving average of -DM
    -DM = current negative directional movement value
    TRn = current modified modified moving average of the true range
    TR = true range
    n = number of periods
    DX = current DX
    reference from : J.Welles Wilder
    • 前辈没有给出n的关系式,俺试着猜猜:
      从后往前推:

      CL = current close - previous close
      +DM = current high - previous high
      -DM = current low - previous low
      TR 取以上三值之最大。
      +DMn 为+DM的修正值 - 应该与n值有关
      -DMn 为-DM的修正值 - 应该与n值有关
      TRn 为TR的修正值 - 应该与n值有关
      从而可以算出 +DI 和 -DI,进而DX
      再用n的关系式修正,得ADX

      这样的理解应该是对的,请问ADX指标该怎样用呢? 谢谢。
      • 我不是什么前辈。在学习中。
        ADX是趋势的强弱指标。当一个趋势形成时(看MACD),看这个指标的强弱决定是否RIDE上去。在趋势进展过程中,看这个指标大小判定趋势是否要结束。不同的股票,ADX的数值可能不同。默认值,ADX<20,表明趋势弱,上去风险大。当MACD出现BUY/SELLSHORT信号,如果ADX数值比较高,表明趋势风险小,持续会长。

        公式里面,有N。