Calculate the Average Directional Index (ADX) for a given price series.

The Average Directional Index (ADX) is an indicator that measures the strength of a trend, whether it’s an uptrend or a downtrend.

The formula is as follows:

\[\text{ADX} = \text{Wilder's Smoothed Moving Average of DX},\;\; \text{where} \;\; \text{DX} = 100 \cdot | \text{+DI} - \text{-DI} | / (\text{+DI} + \text{-DI})\]

Also known as: ADX, trend strength indicator. See momentum_model.get_average_directional_index for the full formula, which uses Wilder’s smoothing (not a plain SMA) throughout.

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Calculate the Average Directional Index (ADX) in Python

The Average Directional Index (ADX) is available in the Technicals module of the open-source Finance Toolkit. Install it with:

pip install financetoolkit -U

Then call get_average_directional_index as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(tickers=["AAPL", "MSFT"])

toolkit.technicals.get_average_directional_index()

Which returns:

Date AAPL MSFT Benchmark
2026-06-18 31.7885 26.0482 24.8516
2026-06-22 28.0539 27.1817 25.2744
2026-06-23 25.3719 29.9043 25.3022
2026-06-24 23.5607 33.0223 26.3917
2026-06-25 23.3155 36.6469 28.5969
2026-06-26 24.2698 40.1891 31.1122
2026-06-29 25.7674 43.281 33.5671
2026-06-30 27.545 44.9576 33.0473
2026-07-01 27.4563 45.3851 31.753
2026-07-02 27.743 43.8357 30.2519

Parameters

get_average_directional_index accepts the following parameters:

  • period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
  • close_column (str, optional): The column in the historical data that represents the closing prices. Defaults to “Adj Close”.
  • window (int, optional): The number of periods to consider for the ADX calculation. Defaults to 14.
  • rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
  • growth (bool, optional): Whether to calculate the growth of the indicator values. Defaults to False.
  • lag (int | list[int], optional): The lag to use for the growth calculation.
  • standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.
Commodity Channel Index Relative Vigor Index Force Index Ultimate Oscillator Percentage Price Oscillator Detrended Price Oscillator Chande Momentum Oscillator (CMO) Ichimoku Cloud Stochastic Oscillator Moving Average Convergence Divergence (MACD) Relative Strength Index (RSI) Balance of Power (BOP)

The Technicals module page introduces the module, and the sidebar lists all of its functions.

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