feat: ADX-Trendstärke-Filter (fix 20, nicht im Grid) gegen Chop-Whipsaw

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

src/server/indicators/adx.ts

@@ -0,0 +1,44 @@
+import type { Candle } from '../types';
+
+/** Wilder ADX: +DM/−DM → Wilder-geglättet → DI± → DX → ADX. NaN vor Index 2×period−1. */
+export function adx(candles: Candle[], period: number): number[] {
+  const n = candles.length;
+  const out = new Array<number>(n).fill(NaN);
+  if (n < 2 * period) return out;
+  const plusDM = [0];
+  const minusDM = [0];
+  const tr = [candles[0].high - candles[0].low];
+  for (let i = 1; i < n; i++) {
+    const up = candles[i].high - candles[i - 1].high;
+    const down = candles[i - 1].low - candles[i].low;
+    plusDM.push(up > down && up > 0 ? up : 0);
+    minusDM.push(down > up && down > 0 ? down : 0);
+    tr.push(Math.max(
+      candles[i].high - candles[i].low,
+      Math.abs(candles[i].high - candles[i - 1].close),
+      Math.abs(candles[i].low - candles[i - 1].close),
+    ));
+  }
+  let sTR = 0, sPlus = 0, sMinus = 0;
+  for (let i = 1; i <= period; i++) { sTR += tr[i]; sPlus += plusDM[i]; sMinus += minusDM[i]; }
+  const dx = new Array<number>(n).fill(NaN);
+  const computeDx = () => {
+    if (sTR === 0) return 0; // völlig flacher Markt
+    const plusDI = (100 * sPlus) / sTR;
+    const minusDI = (100 * sMinus) / sTR;
+    const sum = plusDI + minusDI;
+    return sum === 0 ? 0 : (100 * Math.abs(plusDI - minusDI)) / sum;
+  };
+  dx[period] = computeDx();
+  for (let i = period + 1; i < n; i++) {
+    sTR = sTR - sTR / period + tr[i];
+    sPlus = sPlus - sPlus / period + plusDM[i];
+    sMinus = sMinus - sMinus / period + minusDM[i];
+    dx[i] = computeDx();
+  }
+  let sum = 0;
+  for (let i = period; i < 2 * period; i++) sum += dx[i];
+  out[2 * period - 1] = sum / period;
+  for (let i = 2 * period; i < n; i++) out[i] = (out[i - 1] * (period - 1) + dx[i]) / period;
+  return out;
+}