Research method
Average Directional Index
Average Directional Index is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph7
How the method is built, and where it has been read
Depends on
Often reviewed together
Rule-based entry4 readings
Often reviewed together
ATR position sizing4 readings
Often reviewed together
Moving average5 readings
Often reviewed together
MACD5 readings
Often reviewed together
Relative Strength Index6 readings
Often reviewed together
Stochastic oscillator7 readings
Often reviewed together
Trend filter9 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.