Vortex Indicator Screener

Category: Screeners By: Iván González Created: June 4, 2026, 8:33 AM
June 4, 2026, 8:33 AM
Screeners
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The Vortex Indicator (VI) is one of the cleaner trend-detection tools in modern technical analysis: two oscillating lines, VI+ and VI-, whose crossovers mark the moment trend pressure flips from sellers to buyers or back. ProBuilder already ships it natively as VIplus and VIminus, so there is nothing to translate — but until now there was no ready-made ProScreener on ProRealCode that turns the Vortex’s core signal into a market-wide scan.

This screener fills that gap. It sweeps your whole universe and returns the instruments where VI+ has just crossed above VI- on the most recent closed bar — a fresh bullish Vortex signal — sorted so the strongest crossovers float to the top.

Theory Behind the Vortex Indicator

Etienne Botes and Douglas Siepman introduced the Vortex Indicator in the January 2010 issue of Technical Analysis of Stocks & Commodities. The idea is borrowed from the way water forms vortices: every bar carries some upward rotational movement and some downward, and the relative size of the two tells you which side controls the trend.

The construction is simple:

VM+  = abs(High - Low[1])        // positive vortex movement (upward)
VM-  = abs(Low  - High[1])       // negative vortex movement (downward)

VI+  = sum(VM+, N) / sum(TrueRange, N)
VI-  = sum(VM-, N) / sum(TrueRange, N)

Both lines are normalised by True Range over the same N-bar window, which keeps them comparable across instruments and volatility regimes. The reading is direct:

  • VI+ above VI- → uptrend pressure dominates.
  • VI- above VI+ → downtrend pressure dominates.
  • The crossover is the signal: VI+ crossing above VI- is the classic long trigger; the inverse cross is the short.

In ProBuilder the two lines are available as VIplus[period] and VIminus[period], so the screener can call them straight away.

What the Screener Does

On every instrument in the scanned list it evaluates a single condition — VI+ crosses over VI- on the last bar — and returns three columns:

  • VI+ — value of the positive Vortex line.
  • VI- — value of the negative Vortex line.
  • Fuerza (strength) — the spread VI+ minus VI-. The wider the gap right after the cross, the more decisive the turn; sort by this column to put the cleanest signals first and push the flat, range-bound crosses to the bottom.

Code

//----------------------------------------------
//PRC_Vortex Indicator - Screener
//version = 1
//03.06.2026
//Ivan Gonzalez @ www.prorealcode.com
//----------------------------------------------
length = 14

myviPlus  = VIplus[length]
myviMinus = VIminus[length]
spread  = myviPlus - myviMinus

SCREENER[myviPlus crosses over myviMinus](myviPlus AS "VI+", myviMinus AS "VI-", spread AS "Fuerza")

Download
Filename: SCR_Vortex.itf
Downloads: 7
Iván González Legend
As an architect of digital worlds, my own description remains a mystery. Think of me as an undeclared variable, existing somewhere in the code.
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