Oscillators
RVI: Relative Vigor Index
Measures whether candles tend to close near their highs (vigour up) or their lows (vigour down).
Идея простыми словами
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.
Как считается
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) ÷ 6Как использовать
- RVI crossing above its signal line: momentum turning up; below: turning down.
- Divergences with the price warn of reversals.
Выводы
- Best combined with the trend: buy crossovers in uptrends.
Пример
After a slide, RVI crosses above its signal line while the price makes a slightly lower low: a bullish divergence.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- Crossovers are frequent; filter them with the trend.
Немного истории
Widely credited to John Ehlers, who published it in Technical Analysis of Stocks & Commodities in 2002.
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.