TA_DX





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CapeTools Technical Analysis - Momentum Indicators function list

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Directional Movement Index : This function is contained within the Momentum Indicators set of indicators.

Returns a 1-Column range.

outReal (Doubles).

(Reference - http://www.tadoc.org, http://www.ta-lib.org).

The Time_Period parameter determines the number of data points that the function will conduct it's analysis upon before moving on.

Thus if the value of the Time_Period parameter is 30, the first 30 points will be read, the analysis performed, then the 1st point is dropped and the 31st point added, analysis performed once again, then the 2nd point dropped and the 32nd point added, analysis performed etc... The Time_Period parameter almost acts as a sliding window, where the window size determines the amount of data that the analysis will be conducted upon.

The returned range will always be the size of the original range, minus the size of the Time_Period (the window).

This function requires the input of a Technical Analysis memory data table object key, which must have been produced via a call to MakeHistoricalDB(). This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.TA.DX




High level graphic of TA_DX() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key to an already created HistoricalDB object
  2. withHeaders parameter

    Display header information with the output range?
  3. withDates parameter

    Display the Dates column along with the output range?
  4. withData parameter

    Display the 'Open', 'High', 'Low', 'Close' and 'Volume' columns along with the output range?
  5. HighField parameter

    The 'High' Field name within the Historical DB that you wish to apply the analysis upon.
  6. LowField parameter

    The 'Low' Field name within the Historical DB that you wish to apply the analysis upon.
  7. CloseField parameter

    The 'Close' Field name within the Historical DB that you wish to apply the analysis upon.
  8. Time_Period parameter

    Number of period (Default=14)


Extended information

Function Syntax

VB Syntax


Variant CT_TA_MomInd.TA_DX( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String HighField, _
String LowField, _
String CloseField, _
Long Time_Period)


Excel Spreadsheet Syntax


=CT.TA.DX(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell HighField,
Excel String Cell LowField,
Excel String Cell CloseField,
Excel Numeric Cell Time_Period)


C++ Syntax


static CTRangeDataCPP TA_DX(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string HighField,
std::string LowField,
std::string CloseField,
long Time_Period);


DotNET Syntax


CTRangeData CT_TA_MomIndSA.TA_DX(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String HighField,
System.String LowField,
System.String CloseField,
System.Int32 Time_Period);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
HighFieldStringFALSE
LowFieldStringFALSE
CloseFieldStringFALSE
Time_PeriodLongFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
withHeadersFALSEtrue
withDatesFALSEtrue
withDataFALSEtrue
HighFieldFALSEHigh
LowFieldFALSELow
CloseFieldFALSEClose
Time_PeriodTRUE14


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.TechnicalAnalysis20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the TA_DX() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the TA_DX() function call


Example
DATEOPENHIGHLOWCLOSEVOLUMEDX
3774629.37529.562528.812529.3125235700
3774729.330229.331529.321729.3269309200
3774829.322629.329829.321729.3262252420
3774929.314929.342929.312629.3269358450
3775029.351929.359829.30629.30971300
3775329.347229.347629.341929.343470240
3775429.347829.387929.321129.3446220190
3775529.351729.36529.323629.3255140650
3775629.353929.354829.28629.3424231850
3775729.324829.343929.3129.3222108620
3776029.311829.367529.287929.310856490
3776129.327129.354229.290329.3275121880
3776229.343129.361729.287729.3412224620
3776329.344629.36729.306729.3457385400
3776429.378729.382629.374629.37942339553.3209
3776729.36729.371229.365629.36962722643.9915
3776829.3729.380829.351729.35462462430.758
3776929.383729.399229.328829.39062139212.4259
3777029.432929.438229.421429.4318675430.3382
3777129.422629.439829.407429.41251247420.7873
3777429.443429.456329.373229.3826322801.26555
3777529.347229.367129.338129.3481028114.0822
3777629.391429.395629.389829.3916323180.732407
3777729.404629.428129.40229.41281368511.9247
3777829.420729.44729.409929.44321621718.3499
3778129.413929.489729.394829.45891864030.6577
3778229.464529.486829.428729.43013137830.6577
3778329.469529.474629.469129.47313398730.6577
3778429.500329.50529.48729.50391438638.8536
3778529.50329.522929.472129.52091427443.1168
3778829.508829.570529.491729.53023328952.5843
3778929.532429.54329.507829.51741256052.5843
3779029.521729.548829.510329.53882963353.6739
3779129.545429.55129.526429.52732490754.1047
3779229.517829.572229.483829.4943257529.0739
3779529.476129.4829.475629.47842205524.8695
3779629.443229.444629.44329.444161889.58636
3779729.443129.47529.437129.4403747219.4829
3779829.466429.485829.465929.47573979122.7193
3779929.517229.525229.515929.52051976633.2588
3780229.489629.51429.479229.48542489717.2221
3780329.532729.534129.525629.5295616822.7083
3780429.563529.569929.545229.54893613231.4256
3780529.543929.594529.531429.56772755536.7081
3780629.550629.571929.545429.54741720636.7081
3780929.516529.545829.512529.53723924722.1172
3781029.541329.576129.536229.5595679229.5724
3781129.580129.599729.542129.5918551834.8069
3781229.622229.624929.613329.61651289739.9401
3781329.616829.634429.600529.60462956834.1617
3781629.584429.593329.578829.58631807424.7565



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