MinusDi

Wilder's Minus Directional Indicator (MINUS_DI) — 100 · smoothed(−DM) / smoothed(TR), the bearish half of the directional system behind Adx.

Quick reference

Field	Value
Family	Trend & Directional
Input type	Candle (uses high, low, close)
Output type	f64
Output range	[0, 100]
Default parameters	period is required
Warmup period	period (first value at candle index period)
Interpretation	Strength of downward directional movement, normalised by true range; > +DI marks a down-trend.

Formula

For each bar, with Wilder-smoothing over period:

−DI = 100 · smoothed(−DM) / smoothed(TR)

where −DM is the minus directional movement and TR is the true range. Both running sums are seeded over the first period raw values, then advanced by the Wilder recursion smoothed − smoothed / period + raw. Dividing −DM by true range normalises it to a 0–100 scale comparable across instruments. When the smoothed true range is zero (a perfectly flat market) the indicator returns 0. See crates/wickra-core/src/indicators/minus_di.rs.

Parameters

Name	Type	Default	Valid range	Description	Source
period	usize	none	>= 1	Wilder smoothing length (Wilder's default is 14). period = 0 errors with Error::PeriodZero.	minus_di.rs:52

Inputs / Outputs

From crates/wickra-core/src/indicators/minus_di.rs:

use wickra::{Indicator, MinusDi, Candle};
// MinusDi: Input = Candle, Output = f64
const _: fn(&mut MinusDi, Candle) -> Option<f64> = <MinusDi as Indicator>::update;

MinusDi is a candle-input indicator that reads high, low and close. In Python the streaming update accepts a candle; the batch helper takes high, low, close numpy arrays and returns a 1-D numpy.ndarray (NaN for warmup). Node and WASM expose update(high, low, close) and the matching batch.

Warmup

MinusDi::new(period).warmup_period() == period (the accessors_report_config unit test pins warmup_period() == 7 for period = 7). Because directional movement and true range both need the previous bar, the first emitted value appears at candle index period. The downtrend_drives_minus_di_high test pins out[0] == None and out[3].is_some() for period = 3.

Edge cases

• Flat market. With no range and no movement the smoothed true range is zero, so −DI is returned as 0. The unit test flat_market_returns_zero pins this.
• Strong down-trend. In a clean down-trend −DI is large and bounded by 100. The unit test downtrend_drives_minus_di_high pins 0 < last <= 100.
• Zero period. MinusDi::new(0) returns Err(Error::PeriodZero). The unit test rejects_zero_period pins this.
• Reset. di.reset() restores the initial state. The unit test reset_restores_initial_state pins this.

Examples

Rust

use wickra::{BatchExt, Candle, Indicator, MinusDi};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Each bar shifts down by 2 with a constant range of 4: −DM = 2, TR = 4 per bar.
    let c = |h: f64, l: f64, cl: f64| Candle::new(cl, h, l, cl, 1.0, 0).unwrap();
    let candles: Vec<Candle> = (0..5)
        .map(|i| c(102.0 - 2.0 * i as f64, 98.0 - 2.0 * i as f64, 99.0 - 2.0 * i as f64))
        .collect();
    let mut di = MinusDi::new(3)?;
    println!("{:?}", di.batch(&candles));
    Ok(())
}

Output:

[None, None, None, Some(50.0), Some(50.0)]

With a steady −DM = 2 and TR = 4 per bar, the seed gives 100 · (3·2) / (3·4) = 50, held there by the Wilder step. (The downtrend_drives_minus_di_high test pins the qualitative 0 < −DI <= 100 contract.)

Python

import numpy as np
import wickra as ta

di = ta.MinusDi(3)
i = np.arange(5.0)
print(di.batch(102 - 2 * i, 98 - 2 * i, 99 - 2 * i))

Output:

[nan nan nan 50. 50.]

Node

const ta = require('wickra');
const di = new ta.MinusDi(3);
for (let i = 0; i < 5; i++) console.log(di.update(102 - 2 * i, 98 - 2 * i, 99 - 2 * i));

Output:

null
null
null
50
50

Interpretation

−DI is the bearish leg of Wilder's directional system. Read it relative to PlusDi: −DI > +DI marks a down-trending regime, and a −DI/+DI cross is a trend-change signal. The normalised spread between the two is Dx; its Wilder average is Adx, which gauges trend strength without direction.

Common pitfalls

• Sign confusion. −DI is a non-negative magnitude on a 0–100 scale; the "minus" labels the direction it measures, not the value's sign.
• Reading −DI alone. It is only meaningful against +DI and Adx.

References

J. Welles Wilder Jr., New Concepts in Technical Trading Systems (1978), matching TA-Lib's MINUS_DI.

See also

• Indicator-PlusDi — the bullish counterpart.
• Indicator-MinusDm — the un-normalised numerator.
• Indicator-Dx / Indicator-Adx — the spread and its smoothed average.
• Indicators-Overview — the full taxonomy.