Directional Movement (DM)

Name Type Prerequisite Use Cases
Directional Movement (DM) Momentum OHLC Data Building block for trend-strength indicators.

Definition

Directional Movement (DM) consists of two components: +DM (Positive Directional Movement) and -DM (Negative Directional Movement). It is the foundational calculation for the ADX indicator.

Mathematical Equation

  • +DM: Current High - Previous High (if > 0 and > |Low - Prev Low|)

  • -DM: Previous Low - Current Low (if > 0 and > |High - Prev High|)

Special cases

  • Maximum possible value: 100
  • Minimum possible value: 0
  • Behavior: Oscillates between 0 and 100 for both +DI and -DI lines to determine trend direction.

Trading Significance

  1. Direction: If +DM is above -DM, the trend is up.