Directional Indicator

Function Prototype

/* Directional Indicator */
/* Type: indicator */
/* Input arrays: 3    Options: 1    Output arrays: 2 */
/* Inputs: high, low, close */
/* Options: period */
/* Outputs: plus_di, minus_di */
int ti_di_start(TI_REAL const *options);
int ti_di(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

See Directional Movement Index.

See Also

• Directional Movement Index
• Average Directional Movement Index
• Average Directional Movement Rating
• True Range

References

• Wilder, J. Welles (1978) New Concepts in Technical Trading Systems
• Achelis, S. (2000) Technical Analysis from A to Z, 2nd Edition
• Wikipedia: Average directional movement index

Example Usage

Calling From C

/* Example usage of Directional Indicator */
/* Assuming that 'high', 'low', and 'close' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low, close};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[2]; /* plus_di, minus_di */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_di_start(options);

/* Allocate memory for each output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* plus_di */
outputs[1] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[1] != 0); /* minus_di */

/* Run the actual calculation. */
const int ret = ti_di(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Directional Indicator
plus_di, minus_di = ti.di(high, low, close, 5)

Example Calculation

period = 5

Chart

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