finmlkit.feature.core.trend module

Trend indicators for financial time series analysis.

finmlkit.feature.core.trend.adx_core(high, low, close, length)

Calculate the Average Directional Index (ADX) with specified length.

The ADX is a technical analysis indicator used to determine the strength of a trend. Higher values indicate a stronger trend (regardless of direction).

Parameters:

• high – Array of high prices

• low – Array of low prices

• close – Array of close prices

• length – Period for ADX calculation

Returns:

ADX indicator values