DALEÜ! THE VORTEX INDICATOR ! Authors: Etienne Botes & Douglas Siepman, TASC January 2010 ! Coded by: Richard Denning 11/06/09 ! www.TradersEdgeSystems.com vorLen is 14. C is [close]. C1 is valresult(C,1). H is [high]. H1 is valresult(H,1). L is [low]. L1 is valresult(L,1). sumVp is sum(abs(H - L1), vorLen). sumVm is sum(abs(H1 - L),vorLen). TR is Max(H - L,max(abs(C1 - L),abs(C1- H))). sumTR is sum(TR, vorLen). Vortex_Plus is sumVp / sumTR. ! Plot with Vortex_Minus as Vortex_Minus is sumVm / sumTR. ! two line indicator Vortex_Ind is Vortex_Plus - Vortex_Minus. ! Plot as historigram ! SYSTEM TO TEST VORTEX COMPARED TO DMI ! DMI System: BuyDMI if [dirmov] > 0 and valrule([dirmov] < 0,1). SellDMI if [dirmov] < 0 and valrule([dirmov] > 0,1). DMIplus is [+DMI]. DMIminus is [-DMI]. ! VORTEX System: BuyVI if Vortex_Ind > 0 and valrule(Vortex_Ind < 0,1). SellVI if Vortex_Ind < 0 and valrule(Vortex_Ind > 0,1).  Rule Libraryÿÿ CCodeViewBuyDMIÿÿ CReportViewÐSymbolÀ<BuyVI€ÐSymbolÀ<mNAS100ÿÿÿÿÿÿ CBackTestPropertyBuyVISellVIPPZb0 Vortex BuyVISPXPNAS100 x—ã@H—ã@ÿÿÿÿáâ@<ã@€BuyDMISellDMIPPZb0 Vortex BuyDMISPXPNAS100 x—ã@H—ã@ÿÿÿÿáâ@<ã@00:00