ADXR

Wilder's Average Directional Movement Index Rating — the average of the current ADX and the ADX from period − 1 bars ago. A more stable directional-strength reading than raw ADX, used to compare trend-strength across instruments.

Quick reference

Field	Value
Family	Trend & Directional
Input type	Candle (uses high, low, close)
Output type	f64
Output range	[0, 100]
Default parameters	period = 14
Warmup period	3 · period − 1 (41 for period = 14)
Interpretation	Lags ADX. Use for cross-instrument trend comparison or to filter ADX noise.

Formula

ADXR_t = (ADX_t + ADX_{t − (period − 1)}) / 2

The lookback length is the same period that feeds the underlying Adx. Because the older ADX is period − 1 bars stale, ADXR responds more slowly than ADX. Wilder's original use was ranking trend strength across symbols at a single point in time, where a smoother metric was wanted.

Parameters

Name	Type	Default	Constraint	Source
period	usize	14	>= 1	Adxr::new (adxr.rs:61)

period == 0 returns [Error::PeriodZero]; the same period feeds both the underlying ADX and the lookback ring. Python default comes from #[pyo3(signature = (period=14))]; the Node constructor takes period explicitly. The public class is ADXR in both bindings.

Inputs / Outputs

use wickra::{Indicator, Adxr, Candle};
// Adxr: Input = Candle, Output = f64
const _: fn(&mut Adxr, Candle) -> Option<f64> = <Adxr as Indicator>::update;

• Python. update(candle) returns float | None; batch(high, low, close) returns a 1-D float64 np.ndarray with NaN warmup.
• Node. update(high, low, close) returns number | null; batch(high, low, close) returns an Array<number> with NaN warmup.

Warmup

warmup_period() returns 3 · period − 1. ADX itself needs 2 · period candles before its first emission; the ADXR lookback ring then needs another period − 1 candles to fill, so the first ADXR lands at input 3 · period − 1 (41 for period = 14). Pinned by first_emission_at_warmup_period.

Edge cases

• Strong unidirectional trend. Once ADX saturates near 100, ADXR follows (the average of two saturated values is also saturated) (test pure_uptrend_yields_finite_positive_adxr).
• Flat market. ADX is 0 throughout, so ADXR is 0 throughout (test constant_series_yields_zero_adxr).
• Identity. ADXR equals (ADX_t + ADX_{t−(period−1)}) / 2 against an independent ADX run (test reference_value_against_explicit_adx_average).
• Reset. reset() resets the inner ADX and the lookback ring.

Examples

Rust

use wickra::{Adxr, BatchExt, Candle, Indicator};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let candles: Vec<Candle> = (0..80)
        .map(|i| {
            let base = 100.0 + f64::from(i) * 2.0; // clean uptrend
            Candle::new(base, base + 1.0, base - 0.5, base + 0.5, 1.0, i64::from(i)).unwrap()
        })
        .collect();
    let mut a = Adxr::new(14)?;
    println!("{:?}", a.batch(&candles).into_iter().flatten().last());
    Ok(())
}

Python

import wickra as ta
a = ta.ADXR(14)
out = a.batch(high, low, close)  # 1-D series in [0, 100], NaN for the first 40 rows

Node

const ta = require('wickra');
const a = new ta.ADXR(14);
const v = a.update(102, 98, 101); // high, low, close

Interpretation

ADXR is ADX with a built-in low-pass filter:

1. Trend-strength threshold. Like ADX, a reading above ~25 marks a trending market and below ~20 a ranging one — but ADXR's averaging makes the threshold cross less prone to whipsaw.
2. Cross-instrument ranking. Wilder's intended use: at one moment in time, compare ADXR across symbols to rank which is trending hardest, with the smoothing removing single-bar spikes.

Common pitfalls

• Reading direction from it. ADXR (like ADX) measures trend strength, not direction — pair it with +DI/−DI (see Adx) for direction.
• Expecting an early read. Its 3·period − 1 warmup is the longest in the directional family; on period = 14 that is 41 candles.

References

• J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research, 1978 — introduced ADX, +DI, −DI, DX and ADXR together.

See also

• Adx — the directional-strength index ADXR averages.
• Vortex — alternative directional-trend gauge.
• Rwi — trend-vs-random-walk strength.