How To Calculate Average Directional Index (ADX) in Golang?

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51

package main

import (
	"fmt"
	"math"
	"github.com/danev/gonum/stat"
)

func CalculateADX(high []float64, low []float64, close []float64) float64 {
	TR := make([]float64, len(high))
	DMPlus := make([]float64, len(high))
	DMMinus := make([]float64, len(high))

	for i := 1; i < len(high); i++ {
		highLow := high[i] - low[i]
		highClose := math.Abs(high[i] - close[i-1])
		lowClose := math.Abs(low[i] - close[i-1])

		TR[i] = math.Max(highLow, highClose)
		TR[i] = math.Max(TR[i], lowClose)

		moveUp := high[i] - high[i-1]
		moveDown := low[i-1] - low[i]

		if moveUp > moveDown && moveUp > 0 {
			DMPlus[i] = moveUp
		}

		if moveDown > moveUp && moveDown > 0 {
			DMMinus[i] = moveDown
		}
	}

	ADX := stat.Mean(TR[15:], nil) // Average True Range	
	ADX += stat.Mean(DMPlus[15:], nil) // Positive Directional Movement
	ADX += stat.Mean(DMMinus[15:], nil) // Negative Directional Movement
	ADX = (ADX / 3) * 100 // Calculate ADX

	return ADX
}

func main() {
	// Example data for high, low, and close prices
	high := []float64{100, 105, 110, 115, 120, 125, 130, 135, 140, 145, 150}
	low := []float64{95, 100, 105, 110, 115, 120, 125, 130, 135, 140, 145}
	close := []float64{97, 103, 108, 113, 118, 123, 128, 133, 138, 143, 148}

	adx := CalculateADX(high, low, close)
	fmt.Printf("ADX: %f
", adx)
}