Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[GH-163] Add Inertia Indicator #164

Merged
merged 1 commit into from
Jul 7, 2023
Merged

[GH-163] Add Inertia Indicator #164

merged 1 commit into from
Jul 7, 2023

Conversation

jealous
Copy link
Owner

@jealous 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

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 jealous merged commit febcde6 into master Jul 7, 2023
@jealous jealous deleted the feature/inertia branch July 7, 2023 15:15
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant