mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
59 lines
2.1 KiB
Plaintext
59 lines
2.1 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Vortex Indicator", "VORTEX", overlay=false)
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//@function Calculates Vortex Indicator (VI+ and VI-)
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//@param period Lookback period for summing vortex movements and true range
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//@returns Tuple [vi_plus, vi_minus] normalized vortex indicator values
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//@optimized Uses running sums for O(1) complexity with circular buffer
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vortex(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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var int head = 0
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var array<float> vmPlusBuffer = array.new_float(period, na)
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var array<float> vmMinusBuffer = array.new_float(period, na)
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var array<float> trBuffer = array.new_float(period, na)
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var float sumVMPlus = 0.0
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var float sumVMMinus = 0.0
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var float sumTR = 0.0
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var int count = 0
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float tr1 = high - low
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float tr2 = na(close[1]) ? 0 : math.abs(high - close[1])
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float tr3 = na(close[1]) ? 0 : math.abs(low - close[1])
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float tr = math.max(tr1, math.max(tr2, tr3))
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float vmPlus = na(low[1]) ? tr : math.abs(high - low[1])
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float vmMinus = na(high[1]) ? tr : math.abs(low - high[1])
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float oldVMPlus = array.get(vmPlusBuffer, head)
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float oldVMMinus = array.get(vmMinusBuffer, head)
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float oldTR = array.get(trBuffer, head)
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if not na(oldVMPlus)
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sumVMPlus -= oldVMPlus
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sumVMMinus -= oldVMMinus
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sumTR -= oldTR
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else
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count += 1
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sumVMPlus += vmPlus
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sumVMMinus += vmMinus
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sumTR += tr
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array.set(vmPlusBuffer, head, vmPlus)
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array.set(vmMinusBuffer, head, vmMinus)
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array.set(trBuffer, head, tr)
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head := (head + 1) % period
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float viPlus = sumTR > 0 ? sumVMPlus / sumTR : 0
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float viMinus = sumTR > 0 ? sumVMMinus / sumTR : 0
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[viPlus, viMinus]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1)
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// Calculation
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[vi_plus, vi_minus] = vortex(i_period)
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// Plot
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plot(vi_plus, "VI+", color=color.green, linewidth=2)
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plot(vi_minus, "VI-", color=color.red, linewidth=2)
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hline(1.0, "Reference", color=color.gray, linestyle=hline.style_dotted)
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