Oscillators
RVI: Relative Vigor Index
Measures whether candles tend to close near their highs (vigour up) or their lows (vigour down).
L’idée en termes simples
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.
Mode de calcul
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) ÷ 6Comment l’utiliser
- RVI crossing above its signal line: momentum turning up; below: turning down.
- Divergences with the price warn of reversals.
Tirer des conclusions
- Best combined with the trend: buy crossovers in uptrends.
Exemple
After a slide, RVI crosses above its signal line while the price makes a slightly lower low: a bullish divergence.
Les prix des exemples sont donnés à titre d’illustration.
Points de vigilance
- Crossovers are frequent; filter them with the trend.
Un peu d’histoire
Widely credited to John Ehlers, who published it in Technical Analysis of Stocks & Commodities in 2002.
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