adx module¶

Module with ADX.

ADX class¶

ADX(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Average Directional Movement Index (ADX).

The indicator is used by some traders to determine the strength of a trend.

See Average Directional Index (ADX).

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexApplier
• IndexingBase
• IndicatorBase
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.adx.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr()
• AttrResolverMixin.post_resolve_attr()
• AttrResolverMixin.pre_resolve_attr()
• AttrResolverMixin.resolve_attr()
• AttrResolverMixin.resolve_shortcut_attr()
• Cacheable.get_ca_setup()
• Chainable.pipe()
• Configured.copy()
• Configured.equals()
• Configured.get_writeable_attrs()
• Configured.prettify()
• Configured.replace()
• Configured.resolve_merge_kwargs()
• Configured.update_config()
• HasSettings.get_path_setting()
• HasSettings.get_path_settings()
• HasSettings.get_setting()
• HasSettings.get_settings()
• HasSettings.has_path_setting()
• HasSettings.has_path_settings()
• HasSettings.has_setting()
• HasSettings.has_settings()
• HasSettings.reset_settings()
• HasSettings.resolve_setting()
• HasSettings.resolve_settings_paths()
• HasSettings.set_settings()
• IndexApplier.add_levels()
• IndexApplier.drop_duplicate_levels()
• IndexApplier.drop_levels()
• IndexApplier.drop_redundant_levels()
• IndexApplier.select_levels()
• IndexingBase.indexing_setter_func()
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack()
• IndicatorBase.config
• IndicatorBase.dropna()
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func()
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items()
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename()
• IndicatorBase.rename_levels()
• IndicatorBase.row_stack()
• IndicatorBase.run_pipeline()
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict()
• IndicatorBase.to_frame()
• IndicatorBase.unpack()
• IndicatorBase.wrapper
• IndicatorBase.xloc
• PandasIndexer.xs()
• Pickleable.decode_config()
• Pickleable.decode_config_node()
• Pickleable.dumps()
• Pickleable.encode_config()
• Pickleable.encode_config_node()
• Pickleable.file_exists()
• Pickleable.getsize()
• Pickleable.load()
• Pickleable.loads()
• Pickleable.modify_state()
• Pickleable.resolve_file_path()
• Pickleable.save()
• PlotsBuilderMixin.build_subplots_doc()
• PlotsBuilderMixin.override_subplots_doc()
• PlotsBuilderMixin.plots()
• StatsBuilderMixin.build_metrics_doc()
• StatsBuilderMixin.override_metrics_doc()
• StatsBuilderMixin.stats()
• Wrapping.apply_to_index()
• Wrapping.as_param()
• Wrapping.regroup()
• Wrapping.resample()
• Wrapping.resolve_column_stack_kwargs()
• Wrapping.resolve_row_stack_kwargs()
• Wrapping.resolve_self()
• Wrapping.resolve_stack_kwargs()
• Wrapping.select_col()
• Wrapping.select_col_from_obj()
• Wrapping.split()
• Wrapping.split_apply()

Subclasses

• vectorbtpro.indicators.custom.adx._ADX

adx property¶

Output array.

adx_above method¶

ADX.adx_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where adx is above other.

See combine_objs().

adx_below method¶

ADX.adx_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where adx is below other.

See combine_objs().

adx_crossed_above method¶

ADX.adx_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where adx is crossed_above other.

See combine_objs().

adx_crossed_below method¶

ADX.adx_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where adx is crossed_below other.

See combine_objs().

adx_equal method¶

ADX.adx_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where adx is equal other.

See combine_objs().

adx_stats method¶

ADX.adx_stats(
    *args,
    **kwargs
)

Stats of adx as generic.

apply_func method¶

ADX.apply_func(
    high,
    low,
    close,
    window=14,
    wtype=3,
    minp=None,
    adjust=False
)

2-dim version of adx_1d_nb.

cache_func class variable¶

close property¶

Input array.

close_above method¶

ADX.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method¶

ADX.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method¶

ADX.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method¶

ADX.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method¶

ADX.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method¶

ADX.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method¶

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

dx property¶

Output array.

dx_above method¶

ADX.dx_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where dx is above other.

See combine_objs().

dx_below method¶

ADX.dx_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where dx is below other.

See combine_objs().

dx_crossed_above method¶

ADX.dx_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where dx is crossed_above other.

See combine_objs().

dx_crossed_below method¶

ADX.dx_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where dx is crossed_below other.

See combine_objs().

dx_equal method¶

ADX.dx_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where dx is equal other.

See combine_objs().

dx_stats method¶

ADX.dx_stats(
    *args,
    **kwargs
)

Stats of dx as generic.

high property¶

Input array.

high_above method¶

ADX.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method¶

ADX.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method¶

ADX.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method¶

ADX.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method¶

ADX.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method¶

ADX.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

low property¶

Input array.

low_above method¶

ADX.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method¶

ADX.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method¶

ADX.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method¶

ADX.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method¶

ADX.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method¶

ADX.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

minus_di property¶

Output array.

minus_di_above method¶

ADX.minus_di_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where minus_di is above other.

See combine_objs().

minus_di_below method¶

ADX.minus_di_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where minus_di is below other.

See combine_objs().

minus_di_crossed_above method¶

ADX.minus_di_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where minus_di is crossed_above other.

See combine_objs().

minus_di_crossed_below method¶

ADX.minus_di_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where minus_di is crossed_below other.

See combine_objs().

minus_di_equal method¶

ADX.minus_di_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where minus_di is equal other.

See combine_objs().

minus_di_stats method¶

ADX.minus_di_stats(
    *args,
    **kwargs
)

Stats of minus_di as generic.

param_select_func_nb method¶

ADX.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    close,
    window,
    wtype,
    *args
)

plot method¶

_ADX.plot(
    column=None,
    plus_di_trace_kwargs=None,
    minus_di_trace_kwargs=None,
    adx_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot ADX.plus_di, ADX.minus_di, and ADX.adx.

Args

column : str

Name of the column to plot.

plus_di_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for ADX.plus_di.

minus_di_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for ADX.minus_di.

adx_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for ADX.adx.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.ADX.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot().show()

plus_di property¶

Output array.

plus_di_above method¶

ADX.plus_di_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where plus_di is above other.

See combine_objs().

plus_di_below method¶

ADX.plus_di_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where plus_di is below other.

See combine_objs().

plus_di_crossed_above method¶

ADX.plus_di_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where plus_di is crossed_above other.

See combine_objs().

plus_di_crossed_below method¶

ADX.plus_di_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where plus_di is crossed_below other.

See combine_objs().

plus_di_equal method¶

ADX.plus_di_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where plus_di is equal other.

See combine_objs().

plus_di_stats method¶

ADX.plus_di_stats(
    *args,
    **kwargs
)

Stats of plus_di as generic.

run class method¶

ADX.run(
    high,
    low,
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    short_name='adx',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run ADX indicator.

• Inputs: high, low, close
• Parameters: window, wtype
• Outputs: plus_di, minus_di, dx, adx

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method¶

ADX.run_combs(
    high,
    low,
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple ADX indicators using function comb_func.

• Inputs: high, low, close
• Parameters: window, wtype
• Outputs: plus_di, minus_di, dx, adx

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to ADX.run().

window_list property¶

List of window values.

wtype_list property¶

List of wtype values.