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Update adx to include lensig

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There should be a additional parameter so ADX smoothing and DI Length can have different values. I compared it to TradingViews DMI calculation and they also offer this.
Thanks for this great lib!
This commit is contained in:
JoeSchr
2021-04-19 13:23:23 +02:00
committed by GitHub
parent 9a7dd6f816
commit e2592fa28f
1 changed files with 3 additions and 2 deletions
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pandas_ta/trend/adx.py
+3 -2
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@@ -5,10 +5,11 @@ from pandas_ta.volatility import atr
from pandas_ta.utils import get_drift, get_offset, verify_series, zero
def adx(high, low, close, length=None, scalar=None, mamode=None, drift=None, offset=None, **kwargs):
def adx(high, low, close, length=None, scalar=None, mamode=None, drift=None, offset=None, lensig=None **kwargs):
"""Indicator: ADX"""
# Validate Arguments
length = length if length and length > 0 else 14
lensig = lensig if lensig and lensig > 0 else length
mamode = mamode if isinstance(mamode, str) else "rma"
scalar = float(scalar) if scalar else 100
high = verify_series(high, length)
@@ -36,7 +37,7 @@ def adx(high, low, close, length=None, scalar=None, mamode=None, drift=None, off
dmn = k * ma(mamode, neg, length=length)
dx = scalar * (dmp - dmn).abs() / (dmp + dmn)
adx = ma(mamode, dx, length=length)
adx = ma(mamode, dx, length=lensig)
# Offset
if offset != 0: