Oscillator Relative Vigor Index (RVI) by John Ehlers

algoritma · 2 Kas 2020

The Relative Vigor Index (RVI), presented by John Ehlers in his article in this issue, can be easily recreated in MetaStock 6.52 or higher. To recreate the RVI in MetaStock, select the Indicator Builder from the Tools menu, then click "New" and enter the following formula:

Relative Vigor Index (RVI) by John Ehlers
ti:=Input("length",2,20,10);
v1:=((C-O)+(2*Ref(C-O,-1))+(2*Ref(C-O,-2))+Ref(C-O,-3))/6;
v2:=((H-L)+(2*Ref(H-L,-1))+(2*Ref(H-L,-2))+Ref(H-L,-3))/6;
temp:=If(Sum(v2,ti)=0,0.0001,Sum(v2,ti));
rv:=Sum(v1,ti)/temp;
rvsig:= (rv+Ref(2*rv,-1)+Ref(2*rv,-2)+Ref(rv,-3))/6;
rv;
rvsig

-William Golson, Equis International, Inc. Equis www.equis.com

Source / From:
http://purebytes.com/archives/metastock/ http://www.equis.com http://www.traders.com Metastockusers[at]yahoogroups[dot]com http://www.guppytraders.com

algoritma · 7 May 2023

Relative Vigor Index (RVI) Fisher Transformation

Kod:

ti:=Input("length",2,20,10);
v1:=((C-O)+(2*Ref(C-O,-1))+(2*Ref(C-O,-2))+Ref(C-O,-3))/6;
v2:=((H-L)+(2*Ref(H-L,-1))+(2*Ref(H-L,-2))+Ref(H-L,-3))/6;
temp:=If(Sum(v2,ti)=0,0.0001,Sum(v2,ti));
rv:=Sum(v1,ti)/temp;
fisher:=1/2*Log((1+rv)/(1-rv));
rvsig:= (fisher+Ref(2*fisher,-1)+Ref(2*fisher,-2)+Ref(fisher,-3))/6;
fisher;rvsig

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Oscillator Relative Vigor Index (RVI) by John Ehlers

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