Relative Volatility Index

2018년 4월 1일

Corrected Relative Volatility Index. This indicator was originally developed by Donald Dorsey (Stocks & Commodities V.11:6 (253-256): The Relative Volatility Index).

The indicator was revised by Dorsey in 1995 (Stocks & Commodities V.13:09 (388-391): Refining the Relative Volatility Index).

I suggest the refined RVI with optional settings. If you disabled Wilder's Smoothing and Refined RVI you will get the original version of RVI (1993, as built-in).

Also, you can choose an algorithm for calculating Standard Deviation.

2018년 10월 19일

릴리즈 노트

Refactored

2019년 1월 31일

릴리즈 노트

• Refactored