DVO: David Varadi Oscillator

Description Usage Arguments Value References

Description

Computes a percent ranking of an average of close over the sum of high and low values. The DV2 indicator uses an average period of 2.

Usage

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2
  DVO(HLC, nAvg = 2, pctLookback = 126, maType = "SMA",
    deTrend = TRUE, nDT = 126)

Arguments

HLC

an HLC time series

nAvg

the number of days over which to average ratios

pctLookback

a percent ranking lookback period

maType

a function specifying the moving average type (defaults to SMA)

deTrend

whether or not to subtract an SMA of the indicator from itself

nDT

a lookback period for computing the moving average of the indicator to subtract from the center of the indicator, and then to subtract that quantity from the main computation

Value

the DVO oscillator quantity, centered at 50

References

https://cssanalytics.wordpress.com/2011/01/11/de-trending-indicators/
http://quantingdutchman.wordpress.com/2010/08/06/dv2-indicator-for-amibroker/


pdrano/IKTrading documentation built on May 6, 2019, 10:51 p.m.