Oscillators
RVI: Relative Vigor Index
Measures whether candles tend to close near their highs (vigour up) or their lows (vigour down).
Die Idee in einfachen Worten
In healthy uptrends prices tend to close higher than they open; in downtrends lower. RVI compares the close-minus-open with the high-minus-low over recent candles.
So wird gerechnet
A smoothed close − open divided by a smoothed high − low, averaged over 10 candles; the signal line is a short weighted average of RVI.
Num = weighted (close − open) of the last 4 candles (weights 1, 2, 2, 1, ÷ 6)
Den = weighted (high − low) of the last 4 candles
RVI = SMA(Num, 10) ÷ SMA(Den, 10)
Signal = (RVI + 2×RVI₁ + 2×RVI₂ + RVI₃) ÷ 6Anwendung
- RVI crossing above its signal line: momentum turning up; below: turning down.
- Divergences with the price warn of reversals.
Schlüsse ziehen
- Best combined with the trend: buy crossovers in uptrends.
Beispiel
After a slide, RVI crosses above its signal line while the price makes a slightly lower low: a bullish divergence.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- Crossovers are frequent; filter them with the trend.
Ein wenig Geschichte
Widely credited to John Ehlers, who published it in Technical Analysis of Stocks & Commodities in 2002.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.