DSTrading (version 1.0)

RVI: Ehlers Relative Vigor Index

Description

Ehlers Relative Vigor Index

Usage

RVI(OHLC, n = 10)

Arguments

OHLC

an OHLC xts object

n

number of periods to use

Value

an XTS object

References

the following site was used to code this indicator: http://www.davenewberg.com/Trading/TS_Code/Ehlers_Indicators/Relative_Vigor_Index.html