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fix: ADX initialization #174

Merged
merged 2 commits into from
Nov 12, 2020
Merged

fix: ADX initialization #174

merged 2 commits into from
Nov 12, 2020

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DaveSkender
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@DaveSkender DaveSkender commented Nov 12, 2020

Minor fix to resolve #173 where the initialization period values were slightly off. This bug did not impact the accuracy of values after the initialization period. I also increased the minimum required history from 2×N+1 to 2×N+150 to ensure users are aware of the initialization period where values are less precise and that this indicator needs more runway.

ADX-ManualCalc.xlsx

@DaveSkender DaveSkender merged commit 455f1da into master Nov 12, 2020
@DaveSkender DaveSkender deleted the verify-adx branch November 12, 2020 02:59
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This Pull Request has been automatically locked since there has not been any recent activity after it was closed. Please open a new Issue for related bugs.

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Average Directional Index seems to be slightly off
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