Harrington ADX Oscillator

Wilder adx dmi oscillator wilder momentum

An oscillator variant of the ADX where the sign reflects trend direction determined by DMI+ and DMI-.

Visual Example

Harrington ADX Oscillator — annotated preview mapping to core implementation

Synthetic ideal per library logic. Generated 2026-07-01 IST via docs/generate_all_previews.py (reproducible; maps to core Next<T> implementation).

Description

An oscillator variant of the ADX where the sign reflects trend direction determined by DMI+ and DMI-.

The oscillator is positive when DMI+ > DMI- and negative when DMI- > DMI+. The magnitude represents trend strength (ADX). Thresholds at 15 and 40 are often used to identify trend initiation and overextended states.

Native Rust implementation with gold-standard or TA-Lib parity tests where applicable.

While originally created by Wilder, this revisualization by Harrington transforms the unipolar ADX into a bipolar oscillator. This allows for simultaneous identification of trend strength and direction in a single histogram display, simplifying the interpretation of complex directional movement data.

Typical applications:

Fade extremes in ranges; trade with trend on recoveries from oversold/overbought
Use divergences as early warning — confirm with structure or volume
Parameter default 10 — shorten for sensitivity, lengthen for stability
Drop into build_feature_matrix() for ML research

QuantWave implements this via the universal Next<T> trait — bit-identical across Rust streaming, Python streaming, and Polars .ta() batch plugins.

Formula / Specification

Implementation (quantwave-core/src/indicators/harrington_adx.rs):

[ TR = \max(H-L, |H-C_{t-1}|, |L-C_{t-1}|) ] [ +DM = (H-H_{t-1} > L_{t-1}-L) \text{ and } (H-H_{t-1} > 0) ? H-H_{t-1} : 0 ] [ -DM = (L_{t-1}-L > H-H_{t-1}) \text{ and } (L_{t-1}-L > 0) ? L_{t-1}-L : 0 ] [ +DI = 100 \cdot \frac{EMA(+DM, 1/L)}{EMA(TR, 1/L)} ] [ -DI = 100 \cdot \frac{EMA(-DM, 1/L)}{EMA(TR, 1/L)} ] [ DX = 100 \cdot \frac{|+DI - -DI|}{+DI + -DI} ] [ ADX = EMA(DX, 1/L) ] [ Result = (SMA(+DI, S) \ge SMA(-DI, S)) ? ADX : -ADX ]

Gold-standard parity vectors: quantwave-core/tests/gold_standard/harrington_adx.json.

Parameters

Parameter	Default	Description
`adx_length`	10	Wilder's ADX period
`adx_smooth_length`	1	SMA period for DMI components smoothing

Usage Examples

Streaming (Rust)

use quantwave_core::indicators::HARRINGTON_ADX;
use quantwave_core::traits::Next;

let mut ind = HARRINGTON_ADX::new(10);
for price in &prices {
    let value = ind.next(price);
}

Streaming (Python)

from quantwave import HARRINGTON_ADX

ind = HARRINGTON_ADX(10)
for price in prices:
    value = ind.next(price)

Polars Batch (Python)

import polars as pl
import quantwave as qw

def apply_harrington_adx_oscillator(series: pl.Series) -> pl.Series:
    ind = qw.HARRINGTON_ADX(10)
    return pl.Series([ind.next(float(v)) for v in series.to_list()])

df = (
    pl.read_csv('ohlcv.csv')
    .lazy()
    .with_columns(
        pl.col("close").map_batches(apply_harrington_adx_oscillator, return_dtype=pl.Float64).alias("harrington_adx_oscillator")
    )
    .collect()
)

All surfaces are bit-identical via the single Next<T> implementation and proptests.

Edge Cases & Limitations

Warm-up: first 10 bars may return NaN or partial state per implementation.
Parameter sensitivity: smaller periods increase noise; larger periods increase lag.
Sudden gaps or bad ticks can distort rolling windows — consider pre-filtering.
Single-series indicators ignore volume unless otherwise documented.
Validated via proptests against gold-standard vectors where available.
No look-ahead bias; streaming and Polars batch paths are bit-identical.

Boundary Behavior

Condition	Behavior
Warm-up	Leading bars return NaN until warmup_bars is satisfied.
period > len	When period exceeds series length, output is all NaN.
NaN inputs	NaN in input propagates to output (NaN out).
Invalid params	Non-positive period or missing required params raise ValueError.
Empty data	Empty input returns an empty result series.

Sources & References

Primary Source: https://github.com/lavs9/quantwave/blob/main/references/traderstipsreference/TRADERS%E2%80%99%20TIPS%20-%20DECEMBER%202024.html

Implementation: quantwave-core/src/indicators/harrington_adx.rs (HARRINGTON_ADX / HARRINGTON_ADX_METADATA). Parity: quantwave-core/tests/gold_standard/harrington_adx.json

Provenance: Standards bulk upgrade 2026-07-01 IST — see docs/DOCUMENTATION_STANDARDS.md.