Vortex Indicator (VI)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int||Number of periods (
Historical quotes requirements
You must have at least
N+1 periods of
quotes to cover the warmup periods.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
VortexResultsis just a list of
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
Nperiods will have
Nonevalues for VI since there’s not enough data to calculate.
||float, Optional||Positive Vortex Indicator (VI+)|
||float, Optional||Negative Vortex Indicator (VI-)|
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # Calculate 14-period VI results = indicators.get_vortex(quotes, 14);
About Vortex Indicator (VI)
Created by Etienne Botes and Douglas Siepman, the Vortex Indicator is a measure of price directional movement. It includes positive and negative indicators, and is often used to identify trends and reversals. [Discuss]