DMI指标(Directional Movement Index)可以用以下公式计算:
1. 计算真实波幅(TR):
TR = max(high-low, abs(high-close_yesterday), abs(close_yesterday-low))
2. 计算动向值 (DM) 和方向线数值(DI):
+DM = high - high_yesterday(当日最高价和昨日最高价之差)
-DM = low_yesterday - low(昨日最低价和当日最低价之差)
DI+ = 真正的+DM14 / 真正的TR14 * 100
DI- = 真正的-DM14 / 真正的TR14 * 100
3. 计算DX指标:
DX = | DI+ - DI- | / | DI+ + DI- |
4. 计算DMI指标:
DMI+ = MA(DI+, N)
DMI- = MA(DI-, N)
ADX = MA(DX, N)