StockFetcher Forums · Indicators and Measures · Relative Volatility Index (RVI)<< >>Post Follow-up
966 posts
msg #30750
1/22/2004 10:16:18 AM

Relative Volatility Index (RVI)

Parameters RS Period
Standard Deviation Period
Usage RVI(14,10)
Description Developed by Donald Dorsey, the Relative Volatility Index (RVI) is a spin-off of the Relative Strength Index (RSI) except it is used to measure volatility. The RVI takes advantage of the RSI calculation, but for input uses an n-day standard deviation of the closing prices, instead of a net day-to-day change. As the RSI uses the net change based on "up" and "down" days, the RVI adds the standard deviation for each "up" and "down" day.

On StockFetcher, the first parameter to the RVI is the period used in the RSI-like computation. The second parameter is the number of days used to compute the standard deviation. The resulting values, as with the RSI, range from 0 to 100.

Fetcher[show stocks where RVI(14,10) crossed above 40]

Fetcher[show stocks where the RVI(14,10) crossed below 60 and the RVI(14,10) 1 day ago was above 60 for the last 5 days]

StockFetcher Forums · Indicators and Measures · Relative Volatility Index (RVI)<< >>Post Follow-up

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