DVI

0th

Percentile

DV Intermediate Oscillator

The DV Intermediate oscillator (DVI) is a very smooth momentum oscillator that can also be used as a trend indicator. Created by David Varadi.

Keywords
ts
Usage
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)
Arguments
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 runPercentRank.

Details

The DVI combines smoothed returns over different time windows and the relative number of up versus down days (stretch) over different time windows.

Value

A object of the same class as price or a vector (if try.xts fails) containing the DVI values.

References

The following site(s) were used to code/document this indicator: http://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/ http://marketsci.wordpress.com/2010/07/27/css-analytics%E2%80%99-dvi-indicator-revealed/

Aliases
  • DVI
Examples
library(TTR) # NOT RUN { data(ttrc) dvi <- DVI(ttrc[,"Close"]) # }
Documentation reproduced from package TTR, version 0.23-1, License: GPL-2

Community examples

Looks like there are no examples yet.