I am using Wealth-Lap Pro v 6.9.16.0 (64-bit) and Active Trader Pro v 10.6.766.0. I realize that these two platforms have different development histories and support groups, but I'm hoping you may be able to shed some light on differences in ADX calculations between these two packages.

When comparing data from daily bars with a 14 bar period, the ATP values are much smoother than the WLP "equivalent". For example the equity FSM at the end of today (1/5/17) using ATP, has values for ADX, DI+, and DI- of 21.67, 31.37, and 13.27, respectively. On WLP the values are 21.51, 31.00, and 13.00.

I suspect that on ATP, the DI+ and DI- values are not rounded, but I'm uncertain if this is the only difference. Can you confirm, or suggest to whom I should address this within the Fidelity organization (or at least give me a place to start)?

If I wanted to use an alternate version of these calculations, say eliminating the rounding for DX, DI+, and DI-, it would seem that I would need to redefine each of these calculations as well as an alternate for ADX. Before I do that, are you aware if this has already been done? (I did check the forum and Wiki and did not find any indication of that.)

Thanks

The WLP calculation of ADX is documented in the Wiki: ADX. It's WilderMA-smoothed DX indicator. In this code example you can see how the WilderMA-smoother DX is indistinguishable from the ADX:

CODE:
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