+Di and -DI from ADX

Yes, it is possible to access the +DI and -DI from the ADX indicator in a Python-based QuantConnect algorithm. When using the AverageDirectionalIndex object, you can retrieve these indices using the properties positive_directional_index and negative_directional_index.

Here is how you can incorporate this into your algorithm:

1. Initialize the ADX Indicator
   In the initialize method, create an ADX indicator using the adx method from QCAlgorithm.

   class AverageDirectionalIndexAlgorithm(QCAlgorithm):
       def initialize(self) -> None:
           self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
           self._adx = self.adx(self._symbol, 20)
   

2. Access the +DI and -DI Values
   Inside the on_data method, you can access the +DI and -DI using the positive_directional_index and negative_directional_index properties:

   def on_data(self, slice: Slice) -> None:
       if self._adx.is_ready:
           positive_di = self._adx.positive_directional_index.current.value
           negative_di = self._adx.negative_directional_index.current.value
           self.plot("Positive DI", positive_di)
           self.plot("Negative DI", negative_di)
   

By ensuring the ADX indicator is fully initialized (self._adx.is_ready), you can accurately use the +DI and -DI values in your trading strategy or for analysis.

Sources: Average Directional Index - QuantConnect.com, Average Directional Movement Index Rating - QuantConnect.com, Indicator Suite Algorithm, Custom Data Indicator Extensions Algorithm