The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: More...
Public Member Functions | |
| RelativeVigorIndex (int period, MovingAverageType type) | |
| Initializes a new instance of the RelativeVigorIndex (RVI) class. More... | |
| RelativeVigorIndex (string name, int period, MovingAverageType type=MovingAverageType.Simple) | |
| Initializes a new instance of the RelativeVigorIndex (RVI) class. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| override bool | IsReady => CloseBand.IsReady && RangeBand.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| RelativeVigorIndexSignal | Signal [get] |
| A signal line which behaves like a slowed version of the RVI. More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let:
a = Close−Open
b = Close−Open of One Bar Prior to a
c = Close−Open of One Bar Prior to b
d = Close−Open of One Bar Prior to c
e = High−Low of Bar a
f = High−Low of Bar b
g = High−Low of Bar c
h = High−Low of Bar d
Then let (a+2*(b+c)+d)/6 be NUM and (e+2*(f+g)+h)/6 be DENOM.
RVI = SMA(NUM)/SMA(DENOM)
for a specified period.
https://www.investopedia.com/terms/r/relative_vigor_index.asp
Definition at line 38 of file RelativeVigorIndex.cs.
Constructor & Destructor Documentation
◆ RelativeVigorIndex() [1/2]
| QuantConnect.Indicators.RelativeVigorIndex.RelativeVigorIndex | ( | int | period, |
| MovingAverageType | type | ||
| ) |
Initializes a new instance of the RelativeVigorIndex (RVI) class.
- Parameters
-
period The period for the RelativeVigorIndex. type The type of Moving Average to use
Definition at line 72 of file RelativeVigorIndex.cs.
◆ RelativeVigorIndex() [2/2]
| QuantConnect.Indicators.RelativeVigorIndex.RelativeVigorIndex | ( | string | name, |
| int | period, | ||
| MovingAverageType | type = MovingAverageType.Simple |
||
| ) |
Initializes a new instance of the RelativeVigorIndex (RVI) class.
- Parameters
-
name The name of this indicator. period The period for the RelativeVigorIndex. type The type of Moving Average to use
Definition at line 83 of file RelativeVigorIndex.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 98 of file RelativeVigorIndex.cs.
◆ Reset()
| override void QuantConnect.Indicators.RelativeVigorIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 129 of file RelativeVigorIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.RelativeVigorIndex.IsReady => CloseBand.IsReady && RangeBand.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 60 of file RelativeVigorIndex.cs.
Property Documentation
◆ Signal
|
get |
A signal line which behaves like a slowed version of the RVI.
Definition at line 55 of file RelativeVigorIndex.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 65 of file RelativeVigorIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/RelativeVigorIndex.cs
