Relative Vigor Index, РВИ

The best period at calculation of the indicator is considered 10. To avoid probable ambiguity one needs to construct a signal line, which is a symmetrically weighted moving averageof Relative Vigor Index values. The concurrence of lines serves as a signal to buy or to sell.

Расчет
VALUE1 = ((ЗАКРЫВАТЬ - ОТКРЫТЬ) + 2 * (ЗАКРЫВАТЬ (1)) – OPEN (1)) + 2*(ЗАКРЫВАТЬ (2) – OPEN (2)) + (ЗАКРЫВАТЬ (3) – OPEN (3))) / 6

VALUE2 = ((ВЫСОКИЙ - НИЗКИЙ) + 2 * (ВЫСОКИЙ (1) – LOW (1)) + 2*(ВЫСОКИЙ (2)- НИЗКИЙ (2)) + (ВЫСОКИЙ (3) – LOW (3))) / 6

NUM = SUM (VALUE1, Н)

DENUM = SUM (VALUE2, Н)

RVI = NUM / DENUM

RVISig = (РВИ + 2 * РВИ (1) + 2 * РВИ (2) + РВИ (3)) / 6

где:
OPEN — is the opening price;
HIGH — is the maximum price;
LOW — is the minimum price;
CLOSE — is the closing price;
VALUE1 — symmetrically weighted moving average of the differences of the closing and openings prices;
VALUE2 — symmetrically weighted moving average of the differences of the maximum and minimum prices;
NUM — amount N importances of VALUE1;
DENUM —amount N importances of VALUE2;
RVI — value of the Relative Vigor Index indicator for the current bar;
RVISig — value of the RVI signal line for the current bar;
N — period of the smoothing.

Описание технического индикатора

Full description of Relative Vigor Index is available in the Технический анализ: Relative Vigor Index