Wells Wilder formulated the ADX before we had computers to help us trade. Until now, we have been using the ADX formula provided in TradeStation which differs from what Wells Wilder originally imagined. In the chart below, I have plotted the TradeStation ADX (red) on top of the WilderADX (cyan). Although they both have the same default length of 14 the Wilder ADX is more responsive. Now you can get the indicator that Wells originally envisioned. Not only that, it is extremely fast and uses far less computation power than the TradeStation version.
