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ADX and equity line



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I wanted to do some work on applying ADX to an equity line.  However, ADX 
seems to default to price only, unlike, say TS's Average function for which 
you can specify whatever you want to average, be it price(o,h,l,c) or another 
indicator.  Anybody know  how to apply ADX to information other than price?  
I'm using TS 4.
Thanks!
Jim