WHALE ENGINE
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WHALE ENGINE

Average Directional Index (adx)

[[adx]] measures the strength of a market move on a 0 to 100 scale. You can use it to filter entries, compare strategy setups, or test a trend-strength threshold in grid search.

ADX does not tell you market direction. A high value means the current move is strong, whether it is bullish or bearish. A lower value indicates a less directional market or a weaker trend.

Block declaration

A strategy can contain multiple [[adx]] blocks. Each block outputs one numeric series which is the ADX value.

The [[adx]] block does not expose a source parameter because ADX is always computed from the candle high, low, and close prices.

Examples

Minimal setup

This block uses the default ADX lengths: 14 for di_length and 14 for adx_length.

[[adx]]
id = "adx"

Custom fixed setup

This block uses custom di_length and adx_length values.

[[adx]]
id         = "adx"
di_length  = 15
adx_length = 16

Search for the optimal lengths

This block explores ranges of values for di_length and adx_length to identify the best-performing combination.

[[adx]]
id               = "adx"
di_length.start  = 10
di_length.stop   = 20
adx_length.start = 10
adx_length.stop  = 20

Trend filter with threshold

This example combines an [[adx]] block with a [[constant]] block to search which ADX level best separates choppy from trending markets.

[[adx]]
id = "adx"

[[constant]]
id    = "adx_threshold"
start = 20.0
stop  = 30.0

[[condition]]
id            = "trend_filter"
condition     = "adx > adx_threshold"
next_block_id = "..."

Dedicated timeframe

This ADX block uses a dedicated daily timeframe. The high, low, and close prices are taken from this timeframe (timeframe = "D"), rather than from the primary timeframe defined in [backtest]. See the Exchanges, Symbols and Timeframes page for alignment rules between this timeframe and the primary timeframe.

[[adx]]
id        = "adx"
timeframe = "D"

Specific symbol

This block reads its candles from the specific symbol BINANCE:ETHUSDT. The high, low, and close prices are taken from this symbol. See the Exchanges, Symbols and Timeframes page for alignment with the main symbol.

[[adx]]
id     = "adx"
symbol = "BINANCE:ETHUSDT"

Parameters

ParameterDescription
id
 String
 Required		Unique name identifying the ADX series; the block exposes one numeric series with this identifier.
di_length
 Integer
 Optional		Window used to smooth +DM, –DM, and True Range before they are normalised into +DI/–DI; must be ≥ 1 when specified.
If di_length is omitted, the default value is 14.

Usage:
• Fixed: di_length = value
• Grid search:
 – di_length.start = min_value
 – di_length.stop = max_value
 – di_length.step = value (optional, default 1)
adx_length
 Integer
 Optional		Window used to smooth the DX series (difference between +DI and –DI) into ADX; must be ≥ 1 when specified.
If adx_length is omitted, the default value is 14.

Usage:
• Fixed: adx_length = value
• Grid search:
 – adx_length.start = min_value
 – adx_length.stop = max_value
 – adx_length.step = value (optional, default 1)
symbol
 String
 or Array
 Optional		Market symbol from which the ADX reads its candles (high, low, and close prices). For symbol format and alignment rules, see Exchanges, Symbols and Timeframes.
timeframe
 String
 or Array
 Optional		Timeframe on which this indicator is computed.
If timeframe is omitted, the computation uses the grid’s main timeframe defined in [backtest].
For accepted formats and timeframe alignment rules, see Exchanges, Symbols and Timeframes.

Available variables

The ADX block exposes one numeric series and its parameters (DI and ADX windows), along with its input sources, symbol, and timeframe.

Assume the block is configured as:

[[adx]]
id = "adx"

Then:

VariableDescription
adx or adx[0]
Decimal		Current ADX value.
adx[n]
Decimal		ADX value from n candles ago.
adx.di_length
Decimal		DI calculation window used for adx.
adx.adx_length
Decimal		ADX smoothing window used for adx.
adx.high_source
adx.low_source
adx.close_source
String		Names of the high, low, and close input series used by the ADX series.
adx.symbol
String		Symbol used by the ADX series.
adx.timeframe
String		Timeframe used by the ADX series.

Notes

  • Numeric variables support arithmetic, comparisons, and logical operators.
  • Text variables are strings intended for equality/inequality checks only.
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