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PHP - Manual: trader_adx

来源:网络转载 浏览:49583次 时间:2024-02-09
trader_adxr » « trader_adosc
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trader_adx

(PECL trader >= 0.2.0)

trader_adx — Average Directional Movement Index

说明

trader_adx(
    array $high,
    array $low,
    array $close,
    int $timePeriod = ?
): array

参数

high

高价,浮点数数组。

low

低价,浮点数数组。

close

收盘价,浮点数数组。

timePeriod

Number of period. Valid range from 2 to 100000.

返回值

Returns an array with calculated data or false on failure.

add a note

User Contributed Notes 2 notes

up down 2 geekgirl dot joy at gmail dot com1 year ago <?php
// Per wikipedia ADX is "an indicator of trend strength in a series of prices of a financial instrument."
// The original implementation used 14 days.

$highs = array(118.99, 119.14, 120.5, 115.23, 115.93, 118.829, 116, 112.2, 110.88, 110.19, 112.86, 112.11, 110.25, 112.44);
$lows = array(112.68, 115.26, 112.5, 110, 112.8, 113.61, 112.04, 108.71, 106.09, 103.1, 109.16, 106.77, 105, 107.67);
$closes = array(112.82, 117.32, 113.49, 112, 115.355, 115.54, 112.13, 110.34, 106.84, 110.08, 111.81, 107.12, 108.22, 112.28);

$time_period = floor(count($highs) / 2); // Per Wikipedia on the ADX indicator calculation:
                                         // UpMove = today's high − yesterday's high
                                         // DownMove = yesterday's low − today's low
                                         //
                                         // Thence: The maximal length for $time_period
                                         // is: floor(count($the_number_of_samples) / 2);
                                        

var_dump(trader_adx($highs, $lows, $closes, $time_period));
/*
array(1) {
  [13]=>
  float(48.909)
}
*/
up down 1 tl4gvx29ku39 at opayq dot com1 year ago After hours of trial and error, I feel fairly confident the adx function works like many others. Insert a block(s) of ohlc data and set a time period for an output.

For example, I am using 48 30-min blocks of ohlc data (1 day). But I wanted the indicators true to design (adx is usually 14 periods) so I would trim the data to 14 periods in and set timePeriods=14 and get errors. No need to do all that. Put the entire 48 period array(s) in and set the period to 14 (or whatever you like). The output is close to online sources. The function will use the last 14 periods or whatever you set to generate the correct output.

The best/closest I can find for a manual to these functions is located tulipindicators dot org which you can test using excel with a free plugin at tulipcell dot org.

I was able to pull my historical indicator data generated with these functions and was able to recreate the numbers which matched closely to online trading platforms.
add a note

官方地址:https://www.php.net/manual/en/function.trader-adx.php

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