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// Vortex Indicator
// Concept By Etienne Botes and Douglas Siepman
// Coded by pipschart.com
_N(Title = StrFormat(FullName() + " - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
p = Param("Time Period", 14, 2 );
PDM = Sum( abs( H - Ref( L, -1 ) ), p ); //Directional movement of current high wrt to previous bar low
NDM = Sum( abs( L - Ref( H, -1 ) ), p ); //Directional movement of current low wrt to previous bar high
S = Sum( ATR( 1 ), p);
VortexP = PDM / S;
VortexN = NDM / S;
Plot( VortexP, "Positive Directional Momentum", colorBlue);
Plot( VortexN, "Negative Directional Momentum", colorRed );
PositionSize = 2500000;
Buy = (VortexP > VortexN) AND ((VortexP-VortexN)< 2) ;
Sell= (VortexP < VortexN)AND ((VortexN-VortexP)< 2);
//Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);
Filter = (Buy OR Sell);
AddTextColumn(FullName(),"Name");
AddColumn( Buy, "BUY" );
AddColumn( Sell, "SELL" );
AddColumn(C,"close",1.2);
AddColumn(V, "Volome");