ADX in NinjaTrader — NinjaScript (C#) Source

Given the ADX’s multi-stage math (see the explainer), NinjaTrader’s built-in ADX and DM indicators are the sensible building blocks — we compose them into a single directional-system indicator with a regime read.

What you’ll need

• NinjaTrader 8
• New → NinjaScript Editor → Indicators → New Indicator, name it AlgoGenADX

The source

#region Using declarations
using System;
using System.Windows.Media;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Indicators;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class AlgoGenADX : Indicator
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name        = "AlgoGen ADX";
                Description = "ADX with +DI / -DI (directional system)";
                Period      = 14;
                TrendLevel  = 25;
                IsOverlay   = false;

                AddPlot(new Stroke(Brushes.DodgerBlue, 2),      PlotStyle.Line, "AdxLine");
                AddPlot(new Stroke(Brushes.MediumSeaGreen, 2),  PlotStyle.Line, "PlusDI");
                AddPlot(new Stroke(Brushes.IndianRed, 2),       PlotStyle.Line, "MinusDI");
                AddLine(Brushes.Gray, 25, "Trend");
            }
        }

        protected override void OnBarUpdate()
        {
            // DM(Period) exposes +DI and -DI; ADX(Period) exposes the strength line.
            AdxLine[0] = ADX(Period)[0];
            PlusDI[0]  = DM(Period).DiPlus[0];
            MinusDI[0] = DM(Period).DiMinus[0];
        }

        #region Properties
        [NinjaScriptProperty][System.ComponentModel.DataAnnotations.Range(1, int.MaxValue)]
        [System.ComponentModel.Display(Name = "Period", GroupName = "Parameters", Order = 0)]
        public int Period { get; set; }

        [NinjaScriptProperty]
        [System.ComponentModel.Display(Name = "TrendLevel", GroupName = "Parameters", Order = 1)]
        public double TrendLevel { get; set; }

        [Gui.Browsable(false)][System.Xml.Serialization.XmlIgnore] public Series<double> AdxLine => Values[0];
        [Gui.Browsable(false)][System.Xml.Serialization.XmlIgnore] public Series<double> PlusDI  => Values[1];
        [Gui.Browsable(false)][System.Xml.Serialization.XmlIgnore] public Series<double> MinusDI => Values[2];
        #endregion
    }
}

Using it as a regime filter

In a strategy, the ADX earns its keep by gating trend signals:

bool strongUp = ADX(14)[0] > 25 && DM(14).DiPlus[0] > DM(14).DiMinus[0];
if (strongUp && /* your entry trigger */)
    EnterLong();

The math, if you build from scratch

The full chain (identical to the Python post): +DM/−DM keep only the larger positive directional move; Wilder-smooth them and the ATR; form +DI and −DI as 100 × smoothed(DM) / ATR; compute DX = 100 × |+DI−−DI| / (+DI+−DI); Wilder-smooth DX into ADX. NinjaTrader’s ADX/DM implement this, so reusing them guarantees your values match the platform.

Gotchas

• DM(Period).DiPlus / .DiMinus. The direction lines live on the DM indicator; ADX gives only the strength line. You need both.
• Lag. Double smoothing makes ADX slow; treat it as a filter.
• Warm-up. Built-ins handle their own warm-up, but early bars are still unreliable until the smoothing settles (~2×Period).

That’s the five-language set: Python, MQL5, Pine Script, EasyLanguage, and this one. Now test an ADX regime filter in AlgoGen.

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This post is educational, not financial advice. Indicators describe the past; they don’t predict the future. Backtest anything before you risk real money on it.