TVI: Trend Vigor Indicator
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
Note
References
Description
John Ehlers's Trend Vigor Indicator, along with a signal
and lead combination to form an oscillator indicator.
Usage
1
TVI(x, period = 20, delta = 0.2, triggerLag = 1)
Arguments
x
a univariate series
period
an integer number of days to look back. Not
implemented yet: enter 0 for a dynamic period
computation.
delta
a trigonometric parameter for computing
bandpass filter.
triggerLag
– a delay by which to lag the vigor
computation.
Value
vigor – the trend vigor indicator. An absolute value
higher than 1 indicates a trend.
Signal and
lead–a combination of indicators to form an oscillator.
Buy when the signal crosses under the lead and vice
versa. Signal and lead are centered at zero. Trigger is
the vigor computation lagged by the triggerLag indicator.
Note
TODO: implement method for using a dynamic/adaptive
period computation for greater accuracy.
References
http://www.mesasoftware.com/Seminars/Trend%20Modes%20and%20Cycle%20Modes.pdf
IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.
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Description Usage Arguments Value Note References
Description
John Ehlers's Trend Vigor Indicator, along with a signal and lead combination to form an oscillator indicator.
Usage
1 | TVI(x, period = 20, delta = 0.2, triggerLag = 1)
|
Arguments
x |
a univariate series |
period |
an integer number of days to look back. Not implemented yet: enter 0 for a dynamic period computation. |
delta |
a trigonometric parameter for computing bandpass filter. |
triggerLag |
– a delay by which to lag the vigor computation. |
Value
vigor – the trend vigor indicator. An absolute value
higher than 1 indicates a trend.
Signal and
lead–a combination of indicators to form an oscillator.
Buy when the signal crosses under the lead and vice
versa. Signal and lead are centered at zero. Trigger is
the vigor computation lagged by the triggerLag indicator.
Note
TODO: implement method for using a dynamic/adaptive period computation for greater accuracy.
References
http://www.mesasoftware.com/Seminars/Trend%20Modes%20and%20Cycle%20Modes.pdf
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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