Vortex Indicator (VORTEX)

Summary

Vortex Indicator: Etienne Botes and Douglas Siepman's two-line trend indicator (Technical Analysis of Stocks & Commodities 28:1, January 2010). Positive and negative "vortex movement" — the reach from today's high to yesterday's low and from today's low to yesterday's high — each summed over the period and normalized by the summed true range.

A +VI line crossing above −VI is the bullish signal the authors describe; the two lines are conventionally plotted together.

Formula

Per bar, TR[i] = max(H[i]−L[i], |C[i−1]−H[i]|, |C[i−1]−L[i]|) (exactly TRANGE), VMP[i] = |H[i] − L[i−1]| and VMM[i] = |L[i] − H[i−1]|. Then +VI = SUM(VMP, n) / SUM(TR, n) and −VI = SUM(VMM, n) / SUM(TR, n).

No smoothing, no recursion, no seeding — three rolling sums over per-bar terms. Every source (the original TASC article, StockCharts, Wikipedia, TradingView) states the identical formula; the only cross-source difference is the suggested period (14 vs Wikipedia's worked 21). A window whose every bar is flat sums the true range to zero; both lines then emit 0.0, the convention the external implementations share.

Inputs

• inHigh — High price series
• inLow — Low price series
• inClose — Close price series

Outputs

• outPlusVI — Positive vortex line (+VI)
• outMinusVI — Negative vortex line (−VI)

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	1–100000	Number of bars in the rolling sums

Notes

• Bar 0 has no term (all three need a prior bar) and is consumed exactly as TRANGE consumes it, so the first output sits at index optInTimePeriod, not optInTimePeriod − 1.
• Not start-dependent: each output depends only on the finite trailing window. No unstable period.

Properties

Numerical Stability: Start-Independent

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Can Output NaN or ±Inf
☐ Identity at Period 1

Implementation

TA-Lib Definition: vortex.c · vortex.yaml

Native	File
C	ta_VORTEX.c
Rust	vortex.rs
Java	Core_VORTEX.java

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Vortex Indicator (VI)

See Also

TRANGE · PLUS_DI · MINUS_DI · ADX

References

• Etienne Botes and Douglas Siepman, "The Vortex Indicator", Technical Analysis of Stocks & Commodities 28:1 (January 2010), pp. 20–30