ADXW

SEPARATEWINDOW=true
INPUTS={"ADXWPeriod,14"}
BUFFERSNAME={"ADXWBuffer","PDIBuffer","NDIBuffer"}
BUFFERSCOLOR={ClrBlue,ClrGreen,ClrRed}
BUFFERSTYPE={DRAW_LINE,DRAW_LINE,DRAW_LINE}
DESCRIPTION={"Average Directional Movement Index by Welles Wilder"}

local function SmoothedMA(position, period, prev_value, price)

--
   result=0.0;
-- check position
   if(period>0) then
      if(position==period-1) then
         for i=0,period-2,1 do result=result+price[position-i]; end
         result=result/period;
      end
      if(position>=period) then 
         result=(prev_value*(period-1)+price[position])/period; end
   end
--
   return(result);
end

function calc()



         ADXWBuffer={}
         PDIBuffer={}
         NDIBuffer={}
         local ExtPDSBuffer={}
         local ExtNDSBuffer={}
         local ExtPDBuffer={}
         local ExtNDBuffer={}
         local ExtTRBuffer={}
         local ExtATRBuffer={}
         local ExtDXBuffer={}
         
      for i=1,ADXWPeriod,1 do
         ADXWBuffer[i]=0
         PDIBuffer[i]=0
         NDIBuffer[i]=0
         ExtPDSBuffer[i]=0
         ExtNDSBuffer[i]=0
         ExtPDBuffer[i]=0
         ExtNDBuffer[i]=0
         ExtTRBuffer[i]=0
         ExtATRBuffer[i]=0
         ExtDXBuffer[i]=0
      end
 -- main cycle
   for i=2,#CLOSE,1 do
      -- get some data
       Hi    =HIGH[i]
       prevHi=HIGH[i-1]
       Lo    =LOW[i]
       prevLo=LOW[i-1]
       prevCl=CLOSE[i-1]
      -- fill main positive and main negative buffers
       dTmpP=Hi-prevHi;
       dTmpN=prevLo-Lo;
      if(dTmpP<0.0) then dTmpP=0.0 end
      if(dTmpN<0.0) then dTmpN=0.0 end
      if(dTmpN==dTmpP) then
         dTmpN=0.0;
         dTmpP=0.0;
      else
         if(dTmpP<dTmpN) then dTmpP=0.0 
         else  dTmpN=0.0 end
      end
      ExtPDBuffer[i]=dTmpP;
      ExtNDBuffer[i]=dTmpN;
      -- define TR
       tr=math.max(math.max(math.abs(Hi-Lo),math.abs(Hi-prevCl)),math.abs(Lo-prevCl));
      -- write down TR to TR buffer
      ExtTRBuffer[i]=tr;
      -- fill smoothed positive and negative buffers and TR buffer
      if(i<ADXWPeriod) then
         ExtATRBuffer[i]=0.0;
         PDIBuffer[i]=0.0;
         NDIBuffer[i]=0.0;
      else
         ExtATRBuffer[i]=SmoothedMA(i,ADXWPeriod,ExtATRBuffer[i-1],ExtTRBuffer);
         ExtPDSBuffer[i]=SmoothedMA(i,ADXWPeriod,ExtPDSBuffer[i-1],ExtPDBuffer);
         ExtNDSBuffer[i]=SmoothedMA(i,ADXWPeriod,ExtNDSBuffer[i-1],ExtNDBuffer);
       end
      -- calculate PDI and NDI buffers
      if(ExtATRBuffer[i]~=0.0) then
         PDIBuffer[i]=100.0*ExtPDSBuffer[i]/ExtATRBuffer[i];
         NDIBuffer[i]=100.0*ExtNDSBuffer[i]/ExtATRBuffer[i];
      else
         PDIBuffer[i]=0.0;
         NDIBuffer[i]=0.0;
       end
      -- Calculate DX buffer
      dTmp=PDIBuffer[i]+NDIBuffer[i];
      if(dTmp~=0.0) then dTmp=100.0*math.abs((PDIBuffer[i]-NDIBuffer[i])/dTmp);
      else          dTmp=0.0 end
      ExtDXBuffer[i]=dTmp;
      -- fill ADXW buffer as smoothed DX buffer
      ADXWBuffer[i]=SmoothedMA(i,ADXWPeriod,ADXWBuffer[i-1],ExtDXBuffer);
    end
end