stock indicatorsfor .NET

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] 💬

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csharp
// C# usage syntax
IReadOnlyList<VortexResult> results =
  bars.ToVortex(lookbackPeriods);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) to consider. Must be greater than 1 and is usually between 14 and 30. Default is 14.

Historical price bars requirements ​

You must have at least N+1 periods of bars to cover the warmup periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<VortexResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N periods will have null values for VI since there's not enough data to calculate.

VortexResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Pvi
double?		Positive Vortex Indicator (VI+)
Nvi
double?		Negative Vortex Indicator (VI-)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
VortexList vortexList = new(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => vortexList.Add(bar);

// based on `ICollection<VortexResult>`; fills as the handler runs
IReadOnlyList<VortexResult> results = vortexList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
VortexHub observer = barHub.ToVortexHub(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<VortexResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.