This is a volume weighted Wilder's DMI (the real ADX).

It allows you to use 3 kinds of volumes:

• no volume (in which case it is the same as the original Wilder's DMI);
•  tick volumes (for forex symbols)
•  and "real" volumes (for symbols that have it — you can easily find it out: if you chose real volume and you do not see anything in the indicator area, then that symbol has only tick volumes).