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2013issue C038-9

ADX cluster lookbacks are a locked specification, not a chart label

One published average directional index cluster used three-, four-, and five-period lookbacks, with matching plus and minus directional-index clusters at five, eight, and fourteen periods. Period labels printed on the accompanying charts did not match those triples and are not the model.

  • The published average directional index cluster used three-, four-, and five-period lookbacks.
  • The matching plus and minus directional-index clusters used five-, eight-, and fourteen-period lookbacks.
  • Period labels printed on the charts, including average directional index annotations of 70, 50, and 58 periods on one plot, did not match those lookback triples.
  • The 3-4-5 and 5-8-14 sets were described as tested choices kept fixed once they produced the intended cluster readings.
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Current trackAverage Directional Index71 readings

A locked cluster specification

This archive note records a published average directional index parameter cluster and the matching directional-index clusters. Editorial framing: treat the construction lookbacks as the locked specification. Period labels printed on a chart are a separate display layer.

The average directional index is a trend-strength reading computed from directional movement over a chosen lookback. A parameter cluster plots several related lookbacks together so the same indicator can be watched as a small bundle of lines.

One published average directional index cluster was specified with three-, four-, and five-period lookbacks. The matching plus directional index and minus directional index clusters were specified with five-, eight-, and fourteen-period lookbacks. The plus directional index is the upside directional component of the same family of calculations. The minus directional index is the downside directional component.

Printed labels did not match the lookbacks

Period labels printed on the accompanying charts did not match those published lookback triples. One plot carried average directional index annotations of 70, 50, and 58 periods. Those printed period counts are not the three-, four-, and five-period lookbacks used to build the cluster.

Signal levels that marked a cluster

Cluster conditions were defined when the average directional index, the plus directional index, and the minus directional index reached the 70-to-90 band or fell below 20. Those extremes are signal levels: an extreme band used to mark a cluster condition rather than a mid-range reading.

Lookbacks as free parameters

The 3-4-5 and 5-8-14 sets were described as tested choices kept fixed once they produced the intended cluster readings. Lookbacks were framed as free parameters, comparable to choosing a five-period versus a 30-period moving average, rather than as a single universal window.

A lookback is the number of sampling intervals used to compute one indicator line. Editorial reading: after a tested cluster is kept fixed, the published windows remain the specification even when a chart prints a different period count.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
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201332-37 pp.Next on Average Directional IndexCombining moving averages, stochastics, and ADX in a daily scanA planned after-close daily evaluation of a multi-thousand-symbol list can be finished in about five to ten minutes and used as the next day's decision base.
All readings on this track · 56 readings
  1. 1986Cycle-aligned directional trend indicator
  2. 1987What crossover and directional entry rules actually compare
  3. 1988A directional-line cross needs a trend filter, an extreme-point rule, and a dollar stop
  4. 1988Constructing true range by offset addressing
  5. 1988Constructing directional movement from bar range
  6. 1988Average directional index construction: recursive smoothing and lookback offset
  7. 1988Staged Average Directional Index construction with Relative Strength Index confirmation and stop alerts
  8. 1988Average Directional Index construction with frozen true range and directional rules
  9. 1991Constructing the average directional index from range expansion and true range
  10. 1991Constructing five-session forecasts from stochastic, ADX, and MACD inputs
  11. 1993Constructing the average directional index from directional movement and true range
  12. 1993Confirming n-bar breakouts with ADX and DX filters
  13. 1994Constructing a Bollinger band-width trend filter
  14. 1994A pre-trade checklist that can refuse a long three ways
  15. 1997An ADX threshold and a moving average as a trend filter
  16. 1998Regime filters for mutated indicators
  17. 1999Building the average directional index from range extension and true range
  18. 2000Evaluating ADX, RSI, and moving averages in a multi-stock warehouse
  19. 2000Stochastic pop as a filtered continuation setup
  20. 2000Onset and exit from one average directional index
  21. 2002Joint ADX and MACD readout for trend strength and direction
  22. 2003Adaptive Donchian breakout with implied volatility and volume
  23. 2004The average directional index as a regime gate for the relative strength index and the stochastic oscillator
  24. 2004Constructing true-range-specified volume as a directional filter
  25. 2005Constructing a multi-filter penny stock breakout procedure
  26. 2005Construct one playbook that flips with session regime
  27. 2005Combining Bollinger Bands, the average directional index, and Fibonacci retracement on currency pairs
  28. 2006Assembling an adaptive price zone from double-smoothed averages
  29. 2006An ADX strength gate for MACD and the stochastic oscillator
  30. 2007Directional movement as a filter plus trigger
  31. 2007Constructing a veto-first trend permission stack
  32. 2007ADX gates for trend end, range, and reversal
  33. 2008Constructing a nine-cell directional-ratio grid
  34. 2008Average directional index and directional trend indicator lookbacks as trend-filter parameters
  35. 2008A holding-matched market lens from averages and directional-line crosses
  36. 2008A nine-cell directional scoreboard for multi-horizon entries
  37. 2010Building a Vortex Indicator from high-low distances
  38. 2010Constructing ADX, RSI, and MACD price filters
  39. 2011Constructing a volume zone oscillator with a moving-average and Average Directional Index regime filter
  40. 2011A volume zone oscillator conditioned by an Average Directional Index filter
  41. 2011Candlestick names need volume-price, ADX, and moving-average checks
  42. 2012Clustered average-directional-index traces as a trend-start filter
  43. 2012Average Directional Index cluster filters for trend-start signals
  44. 2012Confirming a trend start or turn with a triple ADX cluster
  45. 2013Constructing a late-entry stack from a signed DMI oscillator
  46. 2013A directional oscillator and its stochastic as a stacked timing filter
  47. 2013ADX cluster lookbacks are a locked specification, not a chart label
  48. 2013Combining moving averages, stochastics, and ADX in a daily scan
  49. 2015Assembling the Average Directional Index from directional movement
  50. 2016How an Average Directional Index filter and a breakout entry form one procedure
  51. 2016Score RSI and stochastic crossings only when ADX confirms the trend
  52. 2018Constructing an ADX filter for intraday breakouts
  53. 2018An ADX volatility gate for prior-day breakouts
  54. 2019Exponential deviation bands with a moving average, RSI and ADX
  55. 2020A normalized-slope trend filter from linear regression
  56. 2020Gating volatility-momentum divergences with a Trend filter
By fieldIndicators and filters682 readingsBy year201398 readings
All 71 readings tagged Average Directional Index
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