mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
59 lines
2.0 KiB
Plaintext
59 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
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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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