[GH-160] Add Relative Vigor Index #161
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The Relative Vigor Index (RVI) is a momentum indicator used in technical analysis that measures the strength of a trend by comparing a security's closing price to its trading range while smoothing the results using a simple moving average (SMA). https://www.investopedia.com/terms/r/relative_vigor_index.asp Formular * NUMERATOR= (a+(2×b)+(2×c)+d) / 6 * DENOMINATOR= (e+(2×f)+(2×g)+h) / 6 * RVI= SMA-N of DENOMINATOR / SMA-N of NUMERATOR * Signal Line = (RVI+(2×i)+(2×j)+k) / 6 where: * a=Close−Open * b=Close−Open One Bar Prior to a * c=Close−Open One Bar Prior to b * d=Close−Open One Bar Prior to c * e=High−Low of Bar a * f=High−Low of Bar b * g=High−Low of Bar c * h=High−Low of Bar d * i=RVI Value One Bar Prior * j=RVI Value One Bar Prior to i * k=RVI Value One Bar Prior to j * N=Minutes/Hours/Days/Weeks/Months Examples: * `df['rvgi']` retrieves the RVGI line of window 14 * `df['rvgis']` retrieves the RVGI signal line of window 14 * `df['rvgi_5']` retrieves the RVGI line of window 5 * `df['rvgis_5']` retrieves the RVGI signal line of window 5
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## master #161 +/- ##
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+ Coverage 97.72% 98.01% +0.28%
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+ Misses 20 18 -2
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The Relative Vigor Index (RVI) is a momentum indicator used in technical analysis that measures the strength of a trend by comparing a security's closing price to its trading range while smoothing the results using a simple moving average (SMA).
https://www.investopedia.com/terms/r/relative_vigor_index.asp
Formular
where:
Examples:
df['rvgi']retrieves the RVGI line of window 14df['rvgis']retrieves the RVGI signal line of window 14df['rvgi_5']retrieves the RVGI line of window 5df['rvgis_5']retrieves the RVGI signal line of window 5