Indicador Relative Vigor Index

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Relative Vigor Index – RVI Definition

What Is the Relative Vigor Index?

The Relative Vigor Index (RVI) is a technical analysis indicator that measures the strength of a trend by comparing a security’s closing price to its trading range and smoothing the results. It’s based on the tendency for prices to close higher than they open in uptrends and to close lower than they open in downtrends.

Key Takeaways

  • RVI oscillates across a center line rather than trend, higher or lower.
  • Divergences between the RVI indicator and price suggests there will be a near-term change in the trend

The Formula for Relative Vigor Index Is:

How To Calculate Relative Vigor Index

  1. Choose an N period to examine.
  2. Identify the Open, High, Low and Close values for the current bar.
  3. Identify the Open, High, Low and Close values for lookback periods prior to the current bar.
  4. Calculate simple moving averages for NUMERATOR and DENOMINATOR over the N period.
  5. Divide NUMERATOR value from DENOMINATOR value.
  6. Place the result in the Signal Line equation and plot on a graph.

What Does Relative Vigor Index Tell You?

The RVI indicator is calculated in a similar fashion to the stochastics oscillator but it compares the close relative to the open rather than comparing the close relative to the low. Traders expect the RVI value to rise as the bullish trend gains momentum because, in this positive setting, a security’s closing price tends to be at the top of the range while the open is near the low of the range.

The relative vigor index is interpreted in the same way as many other oscillators, such as moving average convergence-divergence (MACD) or the relative strength index (RSI). While oscillators tend to fluctuate between set levels, they may remain at extreme levels over a prolonged period of time so interpretation must be undertaken in a broad context to be actionable.

The RVI is a centered oscillator rather than a banded oscillator, which means that it’s typically displayed above or below the price chart, moving around a center line rather than the actual price. It’s a good idea to use the RVI indicator in conjunction with other forms of technical analysis in order to find the highest probability outcomes.

Example of How To Use Relative Vigor Index

For example, a trader might examine potential changes in a trend with the RVI indicator by looking for divergences with the current price and then identifying specific entry and exit points with traditional trendlines and chart patterns.

The two most popular trading signals include:

  • RVI Divergences – Divergence between the RVI indicator and price suggests there will be a near-term change in the trend in the direction of the RVI’s trend. So, if a stock price is rising and the RVI indicator is falling, it predicts the stock will reverse over the near-term.
  • RVI Crossovers – Like many oscillators, RVI has a signal line that’s often calculated with price inputs. A crossover above the signal line is a bullish indicator while a crossover below the signal line is a bearish indicator. These crossovers are designed to be leading indicators of future price direction.

Limitations of Using Relative Vigor Index

Relative Vigor Index works best in trending markets while generating false signals in rangebound markets. Improve results by setting longer-term lookback periods, in order to reduce the impact of whipsaws and short-term countertrends.

Relative Vigor Index

Технический Индикатор Индекс Относительной Бодрости (Relative Vigor Index, RVI) базируется на идее того, что на бычьем рынке цена закрытия, как правило, выше, чем цена открытия. И наоборот — на медвежьем рынке. Таким образом, бодрость движения устанавливается положением, в котором цена находится в конце периода. Чтобы сделать индекс нормализованным к ежедневному диапазону торговли, изменение цены делится на максимальный диапазон цен в течение дня. Для большей сглаженности расчетов используется простое скользящее среднее. Лучшим периодом считается 10. Для исключения возможных неоднозначностей строится сигнальная линия — 4-периодное симметрично взвешенное сглаженное среднее значений Relative Vigor Index. Пересечение линий говорит о наличии сигнала на покупку или продажу.

Вы можете проверить торговые сигналы данного индикатора, создав советник при помощи MQL5 Wizard.

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Расчет:

RVI рассчитывается практически так же, как и осциллятор Стохастик (Stochastic), однако индекс бодрости сравнивает уровень закрытия по отношению к уровню открытия, а не к минимальной цене, как это делает осциллятор Stochastic. Индикатор рассчитывается как величина, равная фактическому изменению цены за период, нормированная на максимальный диапазон изменения цен этого периода, например, дня или часа.

RVI = (CLOSE – OPEN) / (HIGH – LOW)

OPEN — цена открытия;
HIGH — максимальная цена;
LOW — минимальная цена;
CLOSE — цена закрытия.

Обычно RVI отображается в виде двух линий:

1. Первая строится как RVI, но вместо разницы цен Close и Open и разницы High и Low используются суммы 4-периодных симметрично взвешенных скользящих средних. Т.е., находится 4-периодное симметрично взвешенное скользящее среднее от числителя:

MovAverage = (CLOSE-OPEN) + 2 * (CLOSE-1 – OPEN-1) + 2 * (CLOSE-2 – OPEN-2) + (CLOSE-3 – OPEN-3)

CLOSE – текущая цена закрытия;
CLOSE-1, CLOSE-2, CLOSE-3 – цены закрытия 1, 2 и 3 периода назад;
OPEN – текущая цена открытия;
OPEN-1, OPEN-2, OPEN-3 – цены открытия 1, 2 и 3 периода назад.

Затем находится 4-периодное симметрично взвешенное скользящее среднее от знаменателя:

RangeAverage = (HIGH-LOW) + 2 x (HIGH-1 – LOW-1) + 2 x (HIGH-2 – LOW-2) + (HIGH-3 – LOW-3),

HIGH – максимальная цена последнего бара;
HIGH, HIGH-2, HIGH-3 – максимальные цены 1, 2 и 3 периода назад;
LOW – минимальная цена последнего бара;
LOW-1, LOW-2, LOW-3 – минимальные цены 1, 2 и 3 периода назад.

В конце находится отношение сумм этих скользящих средних за 4 последних периода, например, часа или дня:

2. Вторая линия является 4-периодным симметрично взвешенным скользящим средним от первой:

RVIsignal = (RVIaverage + 2 * RVIaverage-1 + 2 * RVIaverage-2 + RVIaverage-3)/6

Relative Vigor Index (RVI) – indicator for MetaTrader 4

The main point of Relative Vigor Index Indicator (RVI) is that on the bull market the closing price is, as a rule, higher, than the opening price.

It is the other way round on the bear market. So the idea behind Relative Vigor Index is that the vigor, or energy, of the move is thus established by where the prices end up at the close. To normalize the index to the daily trading range, divide the change of price by the maximum range of prices for the day. To make a more smooth calculation, one uses a symmetrically weighted moving average of the differences of the closing and openings prices, as well as maximum and minimum prices of the bar.

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.

Calculation

VALUE1 = ((CLOSE – OPEN) + 2 * (CLOSE (1)) – OPEN (1)) + 2*(CLOSE (2) – OPEN (2)) + (CLOSE (3) – OPEN (3))) / 6

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

NUM = SUM (VALUE1, N)

DENUM = SUM (VALUE2, N)

RVI = NUM / DENUM

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

  • 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.

Full description of Relative Vigor Index is available in the Technical analysis: Relative Vigor Index

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