---
url: /indicators/vortex.md
description: >-
  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.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/vortex
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Vortex Indicator (VI)

Created by Etienne Botes and Douglas Siepman, the [Vortex Indicator](https://en.wikipedia.org/wiki/Vortex_indicator) is a measure of price directional movement.  It includes positive and negative indicators, and is often used to identify trends and reversals.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/339 "Community discussion about this indicator")

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

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) to consider.  Must be greater than 1 and is usually between 14 and 30. |

### 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](/guide/getting-started.md#historical-bars) 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`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Pvi` | *`double`* | Positive Vortex Indicator (VI+) |
| `Nvi` | *`double`* | Negative Vortex Indicator (VI-) |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) 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](/guide/chaining.md) for more.

## Streaming

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

```csharp
VortexList vortexList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  vortexList.Add(bar);
}

// based on `ICollection<VortexResult>`
IReadOnlyList<VortexResult> results = vortexList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

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

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<VortexResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.