/**
* Vortex Indicator
* Identifies trend direction using positive and negative directional movement
*/
export function calculateVortex(highs, lows, closes, period = 14) {
// Minimum 5 data points required
if (highs.length < 5 || lows.length < 5 || closes.length < 5) {
return {
vortexPlus: null,
vortexMinus: null,
trend: null,
strength: null,
};
}
// Use adaptive period
const effectivePeriod = Math.min(period, highs.length - 1);
// Calculate True Range and Directional Movement
const trueRanges = [];
const plusDMs = [];
const minusDMs = [];
for (let i = 1; i < closes.length; i++) {
const currentHigh = highs[i];
const currentLow = lows[i];
const previousHigh = highs[i - 1];
const previousLow = lows[i - 1];
const previousClose = closes[i - 1];
// True Range = max(high - low, |high - prevClose|, |low - prevClose|)
const tr1 = currentHigh - currentLow;
const tr2 = Math.abs(currentHigh - previousClose);
const tr3 = Math.abs(currentLow - previousClose);
const trueRange = Math.max(tr1, tr2, tr3);
trueRanges.push(trueRange);
// Directional Movement
const upMove = currentHigh - previousHigh;
const downMove = previousLow - currentLow;
let plusDM = 0;
let minusDM = 0;
if (upMove > downMove && upMove > 0) {
plusDM = upMove;
}
if (downMove > upMove && downMove > 0) {
minusDM = downMove;
}
plusDMs.push(plusDM);
minusDMs.push(minusDM);
}
if (trueRanges.length < 2) {
return {
vortexPlus: null,
vortexMinus: null,
trend: null,
strength: null,
};
}
// Calculate sums for the effective period
const usePeriod = Math.min(effectivePeriod, trueRanges.length);
const sumTR = trueRanges.slice(-usePeriod).reduce((sum, tr) => sum + tr, 0);
const sumPlusDM = plusDMs.slice(-usePeriod).reduce((sum, dm) => sum + dm, 0);
const sumMinusDM = minusDMs.slice(-usePeriod).reduce((sum, dm) => sum + dm, 0);
if (sumTR === 0) {
// Fallback: return neutral values if no true range
return {
vortexPlus: 0.5,
vortexMinus: 0.5,
trend: 'neutral',
strength: 'weak',
};
}
// Calculate Vortex Indicators
const vortexPlus = sumPlusDM / sumTR;
const vortexMinus = sumMinusDM / sumTR;
// Determine trend
let trend = null;
if (vortexPlus > vortexMinus)
trend = 'uptrend';
else if (vortexMinus > vortexPlus)
trend = 'downtrend';
else
trend = 'neutral';
// Determine strength
let strength = null;
const difference = Math.abs(vortexPlus - vortexMinus);
if (difference > 0.15)
strength = 'strong';
else if (difference > 0.08)
strength = 'moderate';
else
strength = 'weak';
return {
vortexPlus,
vortexMinus,
trend,
strength,
};
}
