추세 Trend StrengthFilterRegime Builder에서 사용 가능
Average Directional Index (ADX)
ADX
ADX measures how strong a trend is without saying which way it points, and ships with two directional lines that supply the direction separately. That split makes it the standard regime filter — the tool that decides whether a trend-following rule should be allowed to fire at all.
- Default period
- 14
- Common threshold
- 25
- Indicator range
- 0–100
예시용 — 합성 데이터로, 실시간 호가가 아닙니다.
What ADX tells you
ADX answers 'is there a trend?' and refuses to answer 'which way?'. The main line rises when price keeps making progress in one direction and falls when it churns. The two DI lines carry the direction, so a complete ADX rule always reads at least two of the three buffers.
- ADX above 25: a trend is present and worth following
- ADX below 20: the market is churning — trend rules will bleed
- A falling ADX means the trend is weakening, not that it is reversing
- 1 Measure directional movement bar to bar
- 2 Normalise it by true range into +DI and −DI
- 3 Smooth the gap between them into ADX
공식 및 계산 세부 정보 표시
ADX is built in three stages, and the two directional lines are produced along the way:
- For each bar, measure directional movement: how much higher this high is than the previous high (+DM), and how much lower this low is than the previous low (−DM). Only the larger of the two counts; if neither is larger, the bar contributes nothing.
- Divide each bar’s +DM and −DM by that bar’s true range, then smooth the two resulting percentages with an exponential average over the period. That gives PLUSDI_LINE (buffer 1) and MINUSDI_LINE (buffer 2).
- Take the normalised gap between them,
|+DI − −DI| / (+DI + −DI), and smooth it the same way. That is MAIN_LINE (buffer 0) — ADX itself.
The absolute value in step 3 is the reason ADX has no direction. A market where +DI is 40 and −DI is 10 produces the same ADX as one where −DI is 40 and +DI is 10; both are equally one-sided, and that is all the main line reports. Dividing by true range in step 2 is what makes the readings comparable across instruments, unlike raw ATR.
Step 2 is worth reading carefully, because MetaTrader ships a second version of this indicator that does it in the other order. iADX — the one this page describes, and the source is Indicators/Examples/ADX.mq5 — divides by each bar’s true range before smoothing, and smooths with ExponentialMA, a weight of 2/(N+1). ADX Wilder (iADXWilder) smooths true range and directional movement first and divides afterwards, using Wilder’s own 1/N. At the same period of 14 the two main lines differ by about 10 points on average, with this one reading higher, and the conventional “above 25” filter fires roughly twice as often here. The threshold is not portable between them.
In MQL5 the call is iADX(symbol, period, adx_period) and it returns a handle to three buffers: MAIN_LINE (0), PLUSDI_LINE (1) and MINUSDI_LINE (2). There is no applied-price argument. J. Welles Wilder introduced the directional movement system in 1978 — with the 1/N smoothing, which is why the other function carries his name.
신호
ADX이 제공하는 백테스트 가능한 뚜렷한 신호 — 및 각 신호에 적합한 시장 상황.
+DI / −DI Crossover
Builder로 구현 가능Rising ADX
Builder로 구현 가능Weakness After a Peak
고급 로직MT5 구현
MetaTrader 5가 실제로 계산하고 그리는 내용 — 이 페이지의 모든 규칙이 기준으로 삼는 사양입니다.
버퍼
| 인덱스 | 버퍼 | MT5 표시 방식 | 저장 값 |
|---|---|---|---|
| 0 | MAIN_LINE | Line | ADX itself — the smoothed strength of directional movement, 0–100. Carries no sign and no direction. |
| 1 | PLUSDI_LINE | Line | +DI — the share of recent movement that was upward. This is where direction lives. |
| 2 | MINUSDI_LINE | Line | −DI — the share that was downward. Compared against +DI to read which side is in control. |
플랫폼 참고
가장 잘 작동하는 경우 / 주의해서 사용
어떤 지표도 보편적인 우위를 가지지 않습니다. ADX이 도움이 되는 곳 — 그리고 오해를 일으키는 곳.
가장 잘 작동하는 경우
- As a filter on a directional rule
- Deciding when NOT to trade
- Higher timeframes
- Markets with sustained sessions
주의해서 사용
- ADX alone as an entry
- Reading direction from the main line
- Low thresholds on noisy pairs
- Optimised thresholds without validation
ADX 전략 구축
신호를 진입 및 청산 규칙에 연결하고, 컴파일 가능한 MT5 EA를 내보내세요 — 코드 없이.
- ADX main (14)
- +DI (14) and −DI (14)
- ADX above 25 and +DI above −DI → Open Buy · SL 50 / TP 100
- ADX above 25 and −DI above +DI → Open Sell
ADX을 다른 지표와 결합
하나의 지표만으로는 충분하지 않습니다. 이 조합들이 ADX의 취약점을 보완합니다.
ADX + Parabolic SAR
- ADX > 25
- Price crosses the SAR
- Buy
ADX + Moving Average
- ADX > 25
- Fast MA crosses slow
- Buy
No single-flow template pairs ADX with a moving average — the portfolio templates that hold both run them as separate legs. Start from ADX Trend and add MA nodes with a Cross node into the And gate.
Builder 열기 →ADX + Bollinger Bands
- ADX < 20
- Price at lower band
- Buy
No single-flow template pairs ADX with Bollinger Bands. Start from Bollinger Bounce and add an ADX node with a Compare below 20.
Builder 열기 →ADX + ATR
- ADX > 25
- ATR sets the stop distance
- Buy
No single-flow template pairs ADX with ATR. Start from ADX Trend and add an ATR node feeding a risk-based lot or stop node.
Builder 열기 →매개변수
자신의 통화쌍과 시간 프레임에서 검증할 초기값 — 보장된 설정이 아닙니다.
| 매개변수 | 기본값 | 권장 테스트 범위 | 기능 |
|---|---|---|---|
| Period | 14 | 7–30 | Smoothing applied to directional movement. Wilder's 14 is the standard; shorter reacts faster and produces more borderline readings around the threshold. |
| Line | Main | — | Which buffer a rule reads: MAIN_LINE, PLUSDI_LINE or MINUSDI_LINE. A buffer selector, not a numeric setting. |
| Strength threshold | 25 | 18–35 | Your level, not an indicator input — iADX has no threshold argument. 25 is conventional; 20 admits more marginal trends, 30 waits for obvious ones. |
| Shift | 0 | 0–3 | Which bar back the value is read from. Shift 1 compares against a fully closed bar. |
초기 프리셋
Reactive 7 Turns quickly, more borderline calls
Standard 14 Wilder's default baseline
Regime 28 Slow, describes the week
시장 예시
ADX이 작동하는 곳, 실패하는 곳, 그리고 필터가 결과를 어떻게 바꾸는지.
Filter earns its keep
A trend rule fires while ADX is above 25 and +DI leads, and the move follows through — the case the template is built around.
Direction read from the wrong line
ADX climbs sharply and a rule treats that as bullish. The climb was a sell-off gaining strength; the main line never said which way.
Trades suppressed in the chop
The same directional signal fires several times while ADX sits under 20, and every one of them is skipped — the market goes nowhere and the filter saved the spread.
FAQ
- What ADX level means a trend?
- 25 is the conventional threshold and the Builder template's baseline, with under 20 usually read as no trend. These are conventions, not properties of the indicator — iADX has no threshold argument at all. Treat the level as a parameter to test on your pair and timeframe like any other.
- Does a rising ADX mean price is going up?
- No. ADX measures persistence, not direction. A powerful downtrend produces exactly the same rising main line as a powerful uptrend. Direction comes from comparing +DI and −DI, which MT5 publishes as buffers 1 and 2 for that reason.
- Can ADX be used as an entry signal on its own?
- Not usefully. Crossing 25 tells you a trend has become measurable; it does not tell you where to get in or on which side. ADX earns its place as a gate on another rule — its most valuable output is often the trades it prevents.
- Why does ADX have no applied-price setting?
- Because directional movement is defined from consecutive highs and lows and normalised by true range, so there is no single price series to average. MQL5's iADX takes only a period. An ADX with an applied-price input is not the standard indicator.
- Can I build an ADX EA without coding?
- Yes. The ADX Trend template reads all three buffers — main for strength, +DI and −DI for direction — and combines them with And gates, with the period as an EA input and the threshold in a Compare node. Recognising a peak-then-decline pattern in ADX is the exception and needs custom MQL5.
- How should I validate settings before going live?
- Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.