PlusDi

Wilder's Plus Directional Indicator (PLUS_DI) — 100 · smoothed(+DM) / smoothed(TR), the bullish 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 upward directional movement, normalised by true range; > −DI marks an up-trend.

Formula

For each bar, with Wilder-smoothing over period:

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

where +DM is the plus 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 that is comparable across instruments. When the smoothed true range is zero (a perfectly flat market) the indicator returns 0. See crates/wickra-core/src/indicators/plus_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.	plus_di.rs:52

Inputs / Outputs

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

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

PlusDi is a candle-input indicator that reads high, low and close (the last for true range). 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

PlusDi::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 uptrend_drives_plus_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 rather than NaN. The unit test flat_market_returns_zero pins this.
• Strong up-trend. In a clean up-trend +DI is large and bounded by 100. The unit test uptrend_drives_plus_di_high pins 0 < last <= 100.
• Zero period. PlusDi::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, PlusDi};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Each bar shifts up 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, 101.0 + 2.0 * i as f64))
        .collect();
    let mut di = PlusDi::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, and the Wilder step holds it there. (The uptrend_drives_plus_di_high test pins the qualitative 0 < +DI <= 100 contract.)

Python

import numpy as np
import wickra as ta

di = ta.PlusDi(3)
i = np.arange(5.0)
print(di.batch(102 + 2 * i, 98 + 2 * i, 101 + 2 * i))

Output:

[nan nan nan 50. 50.]

Node

const ta = require('wickra');
const di = new ta.PlusDi(3);
for (let i = 0; i < 5; i++) console.log(di.update(102 + 2 * i, 98 + 2 * i, 101 + 2 * i));

Output:

null
null
null
50
50

Interpretation

+DI is the bullish leg of Wilder's directional system. Read it relative to MinusDi: +DI > −DI marks an up-trending regime, and the two lines crossing is a classic trend-change signal. The spread between them, normalised, is Dx; the Wilder average of DX is Adx, which measures trend strength regardless of direction.

Use +DI/−DI crossings for direction and Adx for whether the trend is strong enough to trade.

Common pitfalls

• Reading +DI alone. A high +DI is only meaningful against −DI and Adx; in a choppy market both DIs can be moderate with no tradeable trend.
• Period mismatch with Adx. PlusDi, MinusDi and Adx should share the same period to be comparable; mixing lengths breaks the crossover logic.

References

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

See also

• Indicator-MinusDi — the bearish counterpart.
• Indicator-PlusDm — the un-normalised numerator.
• Indicator-Dx / Indicator-Adx — the spread and its smoothed average.
• Indicators-Overview — the full taxonomy.