/**
* Vortex Indicator
* Identifies trend direction using positive and negative directional movement
*/
export interface VortexData {
vortexPlus: number | null // VI+ (uptrend indicator)
vortexMinus: number | null // VI- (downtrend indicator)
trend: 'uptrend' | 'downtrend' | 'neutral' | null
strength: 'weak' | 'moderate' | 'strong' | null
}
export function calculateVortex(
highs: number[],
lows: number[],
closes: number[],
period: number = 14
): VortexData {
// 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: number[] = []
const plusDMs: number[] = []
const minusDMs: number[] = []
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: 'uptrend' | 'downtrend' | 'neutral' | null = null
if (vortexPlus > vortexMinus) trend = 'uptrend'
else if (vortexMinus > vortexPlus) trend = 'downtrend'
else trend = 'neutral'
// Determine strength
let strength: 'weak' | 'moderate' | 'strong' | null = 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,
}
}
