def average_directional_index(close_data, high_data, low_data, period):
avg_di = (abs(<EOL>(positive_directional_index(<EOL>close_data, high_data, low_data, period) -<EOL>negative_directional_index(<EOL>close_data, high_data, low_data, period)) /<EOL>(positive_directional_index(<EOL>close_data, high_data, low_data, period) +<EOL>negative_directional_index(<EOL>close_data, high_data, low_data, period)))<EOL>)<EOL>adx = <NUM_LIT:100> * smma(avg_di, period)<EOL>return adx<EOL>
Average Directional Index.

Formula:
ADX = 100 * SMMA(abs((+DI - -DI) / (+DI + -DI)))