DVI | R Documentation |
The DV Intermediate oscillator (DVI) is a very smooth momentum oscillator that can also be used as a trend indicator. Created by David Varadi.
DVI(
price,
n = 252,
wts = c(0.8, 0.2),
smooth = 3,
magnitude = c(5, 100, 5),
stretch = c(10, 100, 2),
exact.multiplier = 1
)
price |
Price series that is coercible to xts or matrix. |
n |
Number of periods for the percent rank. |
wts |
The weight given to the smoothed returns (magnitude) component and the up/down days (stretch) component, respectively. |
smooth |
The number of periods to smooth price. |
magnitude |
A set of 3 periods used to smooth magnitude. |
stretch |
A set of 3 periods used to smooth stretch. |
exact.multiplier |
The weight applied to identical values in the window.
See |
The DVI combines smoothed returns over different time windows and the relative number of up versus down days (stretch) over different time windows.
A object of the same class as price
or a vector (if
try.xts
fails) containing the DVI values.
Joshua Ulrich
The following site(s) were used to code/document this
indicator:
https://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/
https://marketsci.wordpress.com/2010/07/27/css-analytics%E2%80%99-dvi-indicator-revealed/
data(ttrc)
dvi <- DVI(ttrc[,"Close"])
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