Vortex Indicator (VI)

get_vortex(quotes, lookback_periods)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int	Number of periods (`N`) to consider. Must be greater than 1 and is usually between 14 and 30.

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.

Return

VortexResults[VortexResult]

This method returns a time series of all available indicator values for the quotes provided.
VortexResults is just a list of VortexResult.
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 N periods will have None values for VI since there’s not enough data to calculate.

VortexResult

name	type	notes
`date`	datetime	Date
`pvi`	float, Optional	Positive Vortex Indicator (VI+)
`nvi`	float, Optional	Negative Vortex Indicator (VI-)

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("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] 💬