TraderMath

Library "TraderMath"
A collection of essential trading utilities and mathematical functions used for technical analysis,
including DEMA, Fisher Transform, directional movement, and ADX calculations.

dema(source, length)
  Calculates the value of the Double Exponential Moving Average (DEMA).
  Parameters:
    source (float): (series int/float) Series of values to process.
    length (simple int): (simple int) Length for the smoothing parameter calculation.
  Returns: (float) The double exponentially weighted moving average of the `source`.

roundVal(val)
  Constrains a value to the range [-0.999, 0.999].
  Parameters:
    val (float): (float) Value to constrain.
  Returns: (float) Value limited to the range [-0.999, 0.999].

fisherTransform(length)
  Computes the Fisher Transform oscillator, enhancing turning point sensitivity.
  Parameters:
    length (int): (int) Lookback length used to normalize price within the high-low range.
  Returns: (float) Fisher Transform value.

dirmov(len)
  Calculates the Plus and Minus Directional Movement components (DI+ and DI−).
  Parameters:
    len (simple int): (int) Lookback length for directional movement.
  Returns: (float[2]) Array containing [plusDI, minusDI].

adx(dilen, adxlen)
  Computes the Average Directional Index (ADX) based on DI+ and DI−.
  Parameters:
    dilen (simple int): (int) Lookback length for directional movement calculation.
    adxlen (simple int): (int) Smoothing length for ADX computation.
  Returns: (float) Average Directional Index value (0–100).