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Add Inertia Indicator #163

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jealous opened this issue Jul 7, 2023 · 0 comments
Closed

Add Inertia Indicator #163

jealous opened this issue Jul 7, 2023 · 0 comments
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@jealous
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jealous commented Jul 7, 2023

In financial markets, the concept of inertia was given by Donald Dorsey
in the 1995 issue of Technical Analysis of Stocks and Commodities
through the Inertia Indicator. The Inertia Indicator is moment-based
and is an extension of Dorsey’s Relative Volatility Index (RVI).

Formular:

  • inertia = n periods linear regression of RVGI

Examples:

  • df['inertia'] retrieves the inertia of 20 periods linear regression of 14 periods RVGI
  • df['inertia_10'] retrieves the inertia of 10 periods linear regression of 14 periods RVGI
@jealous jealous self-assigned this Jul 7, 2023
jealous added a commit that referenced this issue Jul 7, 2023
In financial markets, the concept of inertia was given by Donald Dorsey
in the 1995 issue of Technical Analysis of Stocks and Commodities
through the Inertia Indicator. The Inertia Indicator is moment-based
and is an extension of Dorsey’s Relative Volatility Index (RVI).

Formular:
* inertia = n periods linear regression of RVGI

Examples:
* `df['inertia']` retrieves the inertia of 20 periods linear regression of 14 periods RVGI
* `df['inertia_10']` retrieves the inertia of 10 periods linear regression of 14 periods RVGI
jealous added a commit that referenced this issue Jul 7, 2023
In financial markets, the concept of inertia was given by Donald Dorsey
in the 1995 issue of Technical Analysis of Stocks and Commodities
through the Inertia Indicator. The Inertia Indicator is moment-based
and is an extension of Dorsey’s Relative Volatility Index (RVI).

Formular:
* inertia = n periods linear regression of RVGI

Examples:
* `df['inertia']` retrieves the inertia of 20 periods linear regression of 14 periods RVGI
* `df['inertia_10']` retrieves the inertia of 10 periods linear regression of 14 periods RVGI
@jealous jealous closed this as completed Jul 7, 2023
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