Average Directional Movement Index (ADX) Calculation Class for MQL5
Info
The Average Directional Movement Index (ADX) Calculation Class for MQL5 is a Library for MetaTrader 5 that the cadxonarray class is designed for calculating average directional movement index (adx) values on indicator buffers. Usage:init() method:This method is called in the init() function with the following parameters:int aperiod- The indicator period.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use Average Directional Movement Index (ADX) Calculation Class for MQL5
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
The CAdxOnArray class is designed for calculating Average Directional Movement Index (ADX) values on indicator buffers.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: moving averages library for metatrader 5 - another powerful library for MetaTrader 5 traders.
The CAdxOnArray class is designed for calculating Average Directional Movement Index (ADX) values on indicator buffers.Also recommended: Moving Average Calculation on Array Data - similar library with strong performance on MetaTrader 5.
Usage:
init() method:
This method is called in the init() function with the following parameters:
int aperiod
- The indicator period.
enum_ma_method amethod
- The Moving Average method.
solve() method:
This method is called in the oncalculate() function with the following parameters:
const int aratestotal
- The rates_total variable from the oncalculate() function parameters.
const int aprevcalc
- The prev_calculated variable from the oncalculate() function.
double adataclose[]
- The buffer containing the close price data for indicator calculation.
double adatahigh[]
- The buffer containing the high price data for indicator calculation.
double adatalow[]
- The buffer containing the low price data for indicator indicator calculation.
double ap[]
- Intermediate buffer for the Positive Directional Indicator (DI+).
double am[]
- Intermediate buffer for the Negative Directional Indicator (DI-).
double apdi[]
- The buffer containing the calculated DI+ values.
double amdi[]
- The buffer containing the calculated DI- values.
double aadxr[]
- Intermediate buffer for ADX calculation.
double aadx[]
- The buffer containing the calculated ADX values.
Additional Methods:
int barsrequiredadx()
- Returns the minimum number of bars required for ADX calculation.
int barsrequiredpdimdi()
- Returns the minimum number of bars required for DI+ and DI- calculation.
string name()
- Returns the indicator name.
string pdiname()
- Returns the name of the DI+ line.
string mdiname()
- Returns the name of the DI- line.
A sample indicator, test_adxonarray.mq5, demonstrates the application of the CAdxOnArray class. The incadxonarray file should be placed in the mql5\include\inconarray directory of your MetaTrader terminal data folder (create the inconarray folder if it does not exist).
The CMaOnArray class from the incmaonarray file is required for proper operation. This class can be found separately.
The Average Directional Movement Index (ADX) is a technical indicator used to determine the strength of a price trend. It was developed and described in detail by Welles Wilder in 2026.
You may also like: Average Directional Movement Index Wilder Class - excellent alternative for library users on MetaTrader 5.
Source Code
#property copyright "robotfx"
#property link "https://robotfx.org"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 9
#property indicator_plots 3
#property indicator_label1 "label1"
#property indicator_type1 draw_line
#property indicator_color1 clrlime
#property indicator_style1 style_solid.......
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.