tsuz/go-pine

package pine

import (
    "fmt"
)

// DMI generates a ValueSeries of directional movement index.
func DMI(ohlcv OHLCVSeries, len, smoo int) (adx, plus, minus ValueSeries) {
    adxkey := fmt.Sprintf("adx:%s:%d:%d", ohlcv.ID(), len, smoo)
    adx = getCache(adxkey)
    if adx == nil {
        adx = NewValueSeries()
    }

    pluskey := fmt.Sprintf("plus:%s:%d:%d", ohlcv.ID(), len, smoo)
    plus = getCache(pluskey)
    if plus == nil {
        plus = NewValueSeries()
    }

    minuskey := fmt.Sprintf("minus:%s:%d:%d", ohlcv.ID(), len, smoo)
    minus = getCache(minuskey)
    if minus == nil {
        minus = NewValueSeries()
    }

    h := OHLCVAttr(ohlcv, OHLCPropHigh)
    stop := h.GetCurrent()
    if stop == nil {
        return
    }

    l := OHLCVAttr(ohlcv, OHLCPropLow)
    tr := OHLCVAttr(ohlcv, OHLCPropTRHL)

    up := Change(h, 1)
    down := Change(l, 1)
    plusdm := Operate(up, down, "dmi:uv", func(uv, dv float64) float64 {
        dv = dv * -1
        if uv > dv && uv > 0 {
            return uv
        }
        return 0
    })
    minusdm := Operate(down, up, "dmi:uv", func(dv, uv float64) float64 {
        dv = dv * -1
        if dv > uv && dv > 0 {
            return dv
        }
        return 0
    })
    trurange := RMA(tr, int64(len))
    plusdmrma := RMA(plusdm, int64(len))
    minusdmrma := RMA(minusdm, int64(len))
    plus = MulConst(Div(plusdmrma, trurange), 100)
    minus = MulConst(Div(minusdmrma, trurange), 100)

    sum := Add(plus, minus)
    denom := Operate(sum, sum, "dmi:denom", func(a, b float64) float64 {
        if a == 0 {
            return 1
        }
        return a
    })

    adxrma := RMA(Div(DiffAbs(plus, minus), denom), 3)
    adx = MulConst(adxrma, 100)

    setCache(adxkey, adx)
    setCache(pluskey, plus)
    setCache(minuskey, minus)

    return adx, plus, minus
}